CSC 2541 - Topics in Machine Learning: Bayesian Methods for
Machine Learning (Jan-Apr 2011) Week 1: Course info, Introduction, Conjugate priors
Week 2: Monte Carlo, Importance sampling, MCMC,
Metropolis Algorithm
Week 3: Gibbs sampling, slice sampling,
MCMC accuracy, multiple chains
Week 4: Bayesian mixture models,
MCMC for mixtures, infinite mixtures.
Week 5: Linear basis function models, regularization.
Week 6:
Inference using marginal likelihood,
inference in terms of observed data, infinite basis function models.
Week 7:
Gaussian process regression models.
Week 8:
Gaussian process classification, hierarchical Bayesian models.
非常赞的一门课程,Lecture Notes写的非常好,Radfor Neal本身就是大家,其教授的课程自然也是出自自身研究所得。
https://blog.sciencenet.cn/blog-255110-420907.html
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