This table gives a tentative timetable for the course. Everything in it, including the dates of homeworks and exams, is subject to change.
Tuesday | Þursday | |
---|---|---|
Tuesday | Þursday | |
Wk01 |
Jan 24
Part One: Bayesian Parameter Estimation Bayesian Probability |
Jan 26
Part One: Bayesian Parameter Estimation Posterior Probability Distributions |
Wk02 |
Jan 31
Part One: Bayesian Parameter Estimation Bayesian Point & Interval Estimation; Gaussian Approximation; Problem Set 1 due |
Feb 2
Part One: Bayesian Parameter Estimation Reparametrization; Non-informative and Improper Priors; Inference about future observations |
Wk03 |
Feb 7
Part One: Bayesian Parameter Estimation Sampling from a posterior; Problem Set 2 due |
Feb 9
Part One: Bayesian Parameter Estimation Multiparameter posteriors; Gaussian approximation and Hessian Matrix |
Wk04 |
Feb 14
Part One: Bayesian Parameter Estimation Marginalization; Problem Set 3 due |
Feb 16
Part One: Bayesian Parameter Estimation Multinomial Distribution |
Wk05 |
Feb 21
Part Two: Bayesian Model Selection Bayes factor and Jaynesian Evidence; Problem Set 4 due |
Feb 22
Review for Prelim Exam 1 |
Wk06 |
Feb 28
FIRST PRELIM EXAM |
Mar 1
Part Two: Bayesian Model Selection Posterior predictive checking |
Wk07 |
Mar 7
Part Two: Bayesian Model Selection Poisson Process Example |
Mar 9
Part Two: Bayesian Model Selection Linear Regression Example; Problem Set 5 due |
Mar 14
No Class (Spring Break) |
Mar 16
No Class (Spring Break) |
|
Wk08 |
Mar 21
Part Three: Computational Methods Importance sampling; Markov-Chain Monte Carlo (Metropolis Algorithm) |
Mar 23
Part Three: Computational Methods MCMC Demonstration and Example; Problem Set 6 due |
Wk09 |
Mar 28
Part Three: Computational Methods Gibbs Sampler |
Mar 30
Part Three: Computational Methods JAGS; Problem Set 7 due |
Wk10 |
Apr 4
Part Three: Computational Methods Maximum Entropy |
Apr 6
Part Three: Computational Methods Hamiltonian Monte Carlo; Problem Set 8 due |
Wk11 |
Apr 11
Part Three: Computational Methods STAN |
Apr 13
Review for Prelim Exam 2; Problem Set 8½ due |
Wk12 |
Apr 18
Project brainstorming session |
Apr 20
SECOND PRELIM EXAM |
Wk13 |
Apr 25
Part Four: Generalized Linear Models Multivariate linear models |
Apr 27
Part Four: Generalized Linear Models Multivariate linear models Problem Set 9 due |
Wk14 |
May 2
Part Four: Generalized Linear Models Logistic Regression
|
May 4
Part Four: Generalized Linear Models Logistic Regression Example Problem Set 10 due |
Wk15 |
May 9
Project presentations |
May 11
Project presentations; Problem Set 11 due |
Last Modified: 2018 April 11
Dr. John T. Whelan / john.whelan@astro.rit.edu / Professor, School of Mathematical Sciences & Center for Computational Relativity and Gravitation, Rochester Institute of TechnologyThe contents of this communication are the sole responsibility of Prof. John T. Whelan and do not necessarily represent the opinions or policies of RIT, SMS, or CCRG.