ISTA 410/510: Bayesian Modeling and Inference (Spring, 2013) Lectures


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Draft slides for upcoming lectures

PDF's for upcoming lectures for those that want it. The further in the future these go, the more likely it is that I will tweak the presentation by the time the lecture is given. Also, there will also be bugs, errors, etc, which will get patched in the archival versions if they are spotted in class or shortly thereafter.

Part 01
Part 02
Part 03
Part 04
Part 05
Part 06


Supplemental Material

Introduction and Preparation

Koller/Friedman first chapter

Koller/Friedman second chapter

Chapter one of Pattern Recognition and Machine Learning by Chris Bishop.

Chapter two of Pattern Recognition and Machine Learning by Chris Bishop.

Model selection

A classic paper by Kass and Raftery on Bayes factors.

Graphical models

Chapter eight of Pattern Recognition and Machine Learning by Chris Bishop.
[ Cached copy of http://research.microsoft.com/en-us/um/people/cmbishop/prml/Bishop-PRML-sample.pdf ]

Koller/Friedman third chapter

EM

Chapter nine of Pattern Recognition and Machine Learning by Chris Bishop.

Borman EM tutorial (fairly gentile coverage of EM from a formal perspective). Bishop does a similar thing using KL divergence.

HMM

Lawrence R. Rabiner, "A Tutorial on Hidden Markov Models and Selected Applications in Speech Recognition," Proceedings of the IEEE, 77 (2), p. 257-286, February 1989.

Chapter thirteen of Pattern Recognition and Machine Learning by Chris Bishop.

MCMC

Andrieu, de Freitas, Doucet, and Jordan, An Intrdoction to MCMC for Machine Learning, 2001.

Neal, Probablistic Inference Using Markov Chain Monte Carlo Methods, 1993.


Lecture videos and slides (with corrections and additions)

Access to this material is currently limited to U. Arizona.

Video of the lectures should be available within 24 hours of the lecture date.
Date Lecture Video (MP4) Lower resolution (MP4)
[ Try first ]
Slides
(PDF, 4 to a page)
Supplementary Material
Jan 09, 2013 1 Video     (download)     (stream) Low Res     (download)     (stream) Slides
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May 01, 2013 30 Video     (download)     (stream) Low Res     (download)     (stream) Slides