Schedule

Caution

Lecture room change! Effective now (January 20), all lectures will be in MCML 360. It is a 5 minutes walk from the previous room.

Date Topics Readings
Tue, Jan 7 Overview. Probabilistic inference on discrete spaces. BDA 1.1-1.10
Th, Jan 9
Tue, Jan 14 A tour of Bayesian inference (on discrete spaces). BDA 2.1-2.5
Th, Jan 16
Tue, Jan 21 Universal probabilistic inference via importance sampling. BDA 9.1-9.5 (going further on Decision Theory)
Th, Jan 23
Tue, Jan 28 Bayesian classification, regression, GLMs, and beyond. BDA 14.1-14.5
Th, Jan 30
Tue, Feb 4 Properties of Bayesian models. BDA 4.1-4.5
Th, Feb 6
Tue, Feb 11 Hierarchical models. BDA 5.1-5.7
Th, Feb 13
Tue, Feb 18 Reading week. BDA 16.1-16.7
Th, Feb 20 Reading week.
Tue, Feb 25 Quiz 1.
Th, Feb 27 Quiz debrief. Stan basics. Project logistics.
Tue, Mar 4 MCMC user guide (via Stan). BDA 11.1-11.6
Th, Mar 6
Tue, Mar 11 Bayesian workflow. BDA 6.1-6.5
Th, Mar 13
Fri, Mar 14 Project proposal due.
Tue, Mar 18 Modelling techniques (selected from prior design, mixtures, imputation, complex data collection). BDA 8.1-8.7
Th, Mar 20
Tue, Mar 25 Quiz 2.
Th, Mar 27 MCMC developer guide.
Tue, Apr 1 MCMC developer guide. BDA 12.1-12.6
Th, Apr 3
Tue, Apr 8 More inference techniques. BDA 13.7
Fri, Apr 19 Final project due.