DSA 595 Bayesian computations for machine learning
Link: Syllabus.
Link: Matrix Cookbook.
Personal note to students: Please do not feel intimidated about interacting with me. Regardless of how busy or stressed I may appear to you, teaching your class is a part of my job, and I take that very seriously. I care deeply about the quality of your learning. Please always reach out to me if you have questions, concerns, or need help. I understand that it can be difficult and can even feel embarrassing to ask for help. However, I was once in your position, and I promise to always treat you with respect, empathy, and kindness. Nobody that ever did anything meaningful did so without first failing over and over again.
Please bring your computer to every lecture
Course project
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Link: Project outline.
Link: Project grading rubric.
Due: 22 April 2025
Lecture notes and computer code
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Link: Lecture notes
Link: R tutorial code.
Link: Youtube R tutorial.
8 January 2025
Link: lecture code 2.
29 January 2025
Link: Metropolis-Hastings algorithm introduction slides.
5 February 2025
Problem sets
- Link: Problem set 1.
Due: Friday, 24 January 2025
- Link: Problem set 2.
Due: Friday, 31 January 2025
- Link: Problem set 3.
Due: Friday, 7 February 2025
- Link: Problem set 4.
Due: Friday, 14 February 2025
- Link: Problem set 5.
Due: Friday, 21 February 2025