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Learning from data - Home
  • About this Jupyter Book

Course overview

  • Objectives

Topics

  • 1. Basics of Bayesian statistics
    • 1.1. Lecture 1
    • 1.2. Exploring PDFs
    • 1.3. Checking the sum and product rules, and their consequences
    • 1.4. Lecture 2
    • 1.5. Interactive Bayesian updating: coin flipping example
    • 1.6. Standard medical example by applying Bayesian rules of probability
    • 1.7. Lecture 3
    • 1.8. Parameter estimation example: Gaussian noise and averages I
    • 1.9. Radioactive lighthouse problem
    • 1.10. Lecture 4: A couple of frequentist connections
    • 1.11. Visualization of the Central Limit Theorem
  • 2. Bayesian parameter estimation
    • 2.1. Lecture 5: Parameter estimation
    • 2.2. Parameter estimation example: fitting a straight line
    • 2.3. Lecture 6
    • 2.4. Amplitude of a signal in the presence of background
    • 2.5. Linear Regression and Model Validation demonstration
    • 2.6. Assignment: Follow-ups to Parameter Estimation notebooks
    • 2.7. Linear Regression exercise
    • 2.8. Linear algebra games including SVD for PCA
    • 2.9. Follow-up: fluctuation trends with # of points and data errors
  • 3. MCMC sampling I
    • 3.1. Lecture 7
    • 3.2. Metropolis-Hasting MCMC sampling of a Poisson distribution
    • 3.3. Lecture 8
    • 3.4. Parameter estimation example: Gaussian noise and averages II
    • 3.5. Exercise: Random walk
    • 3.6. Overview: MCMC Diagnostics
    • 3.8. Assignment: 2D radioactive lighthouse location using MCMC
  • 4. Why Bayes is better
    • 4.1. Lecture 9
    • 4.2. A Bayesian Billiard game
    • 4.3. Lecture 10
    • 4.4. Parameter estimation example: fitting a straight line II
    • 4.5. Lecture 11
    • 4.6. Error propagation: Example 3.6.2 in Sivia
    • 4.7. Building intuition about correlations (and a bit of Python linear algebra)
    • 4.8. Lecture 12
    • 4.9. Lecture 13
    • 4.10. Dealing with outliers
  • 5. Model selection
    • 5.1. Lecture 14
    • 5.2. Lecture 15
    • 5.3. Evidence calculation for EFT expansions
    • 5.4. Lecture 16
    • 5.5. Example: Parallel tempering for multimodal distributions
    • 5.6. Example: Parallel tempering for multimodal distributions vs. zeus
  • 6. MCMC sampling II
    • 6.1. Lecture 17
    • 6.2. Quick check of the distribution of normal variables squared
    • 6.3. Liouville Theorem Visualization
    • 6.4. Solving orbital equations with different algorithms
    • 6.5. Lecture 18
    • 6.6. PyMC Introduction
    • 6.7. Introductory Overview of PyMC
    • 6.8. Comparing samplers for a simple problem
    • 6.9. zeus: Sampling from multimodal distributions
  • 7. Gaussian processes
    • 7.1. Lecture 19
    • 7.2. Gaussian processes demonstration
    • 7.3. Learning from data: Gaussian processes
    • 7.4. Exercise: Gaussian Process models with GPy
    • 7.5. Lecture 20
    • 7.6. Gaussian Processes regression: basic introductory example
    • 7.7. Illustration of prior and posterior Gaussian process for different kernels
    • 7.8. Extra: Reduced Basis Method Emulators
  • 8. Assigning probabilities
    • 8.1. Lecture 21
    • 8.2. Ignorance pdfs: Indifference and translation groups
    • 8.3. MaxEnt for deriving some probability distributions
    • 8.4. Maximum Entropy for reconstructing a function from its moments
    • 8.5. Making figures for Ignorance PDF notebook
  • 9. Machine learning: Bayesian methods
    • 9.1. Lecture 22
    • 9.2. Bayesian Optimization
    • 9.3. Lecture 23
    • 9.4. What Are Neural Networks?
    • 9.5. Feed-forward neural network for a function in PyTorch
    • 9.6. Neural networks
    • 9.7. Bayesian neural networks
    • 9.8. Lecture 24
    • 9.9. Neural network classifier demonstration
    • 9.10. Variational Inference: Bayesian Neural Networks
    • 9.11. What is a convolutional neural network?
  • 10. PCA, SVD, and all that
    • 10.1. Lecture 25
    • 10.2. Linear algebra games including SVD for PCA

Mini-projects

  • Mini-project I: Parameter estimation for a toy model of an EFT
  • Mini-project IIa: Model selection basics
  • Mini-project IIb: How many lines?
  • Mini-project IIIa: Bayesian optimization
  • Mini-project IIIb: Bayesian Neural Networks

Reference material

  • Bibliography
  • Using Anaconda
  • Using GitHub
  • Python and Jupyter notebooks
    • Python and Jupyter notebooks: part 01
    • Python and Jupyter notebooks: part 02
    • Simple widgets
  • Examples: Jupyter jb-book
  • Related topics
    • Student t from Gaussians
    • QBism

Notebook keys

  • Checking the sum and product rules, and their consequences Key
  • Standard medical example by applying Bayesian rules of probability Key
  • Radioactive lighthouse problem Key
  • Repository
  • Open issue

Index

A | T

A

  • A second term

T

  • Term one

By Dick Furnstahl and Daniel Phillips

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