Syllabus

Week Dates Topic Lectures Reading Problem Set
1 6/26 Introduction 1 Everything before “Step 0” in this tutorial. Git Basics (due 7/1)
2 6/29 - 7/3 Discrete Probability and Inference 2-3 BMH (Chapter 1 up to eqn. 3),
PROB (Sections 1.2 excluding historical remarks)		 Discrete Probability (due 7/8)
3 7/6 - 7/10 Continuous Probability and Inference 4-6 PROB (Sections 2.2, 4.2) ,
This QuantStart Blog Post		 Continuous Probability
4 7/13 - 7/17 Conjugate Bayesian Analysis 7-9 PROB (Section 6.1), BDA (Sections 2.1-2.4) Conjugate Problems
5 7/20 - 7/24 Gaussian distribution and Review 10-12   Midterm Exam (Distributed 7/22, Due 7/29)
6 7/27 - 7/31 Multivariate Gaussian Distribution 13-15 GPML (A.2-A.4),
These lecture notes		 None
7 8/3 - 8/7 Introduction to Sampling 16-18 BMH (Section 3.1.1 and Chapter 4), BDA (Sections 11.1-11.4) Gaussian Regression and Monte Carlo
8 8/10 - 8/14 MCMC Error and Model Selection 19-21 Up to Equation 10 in this Blog Post, BDA (Section 6.7) None
9 8/17 - 8/21 Hierarchical Modeling 22-24   None
10 8/24 - 8/26 Advanced Topics 25-26   None
11 Monday 8/31 Final Project Due (12:00pm EST)