EPSRC Winter School in Mathematics for Data Modelling

Bayesian methods for data Modelling

author: Mike Tipping, Microsoft Research

Description

His presentation introduces the basic ideas of Bayesian methods for data modelling.

Categories

Top: Computer Science: Machine Learning: Bayesian Learning

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*Slides*
0:00	Bayesian Methods for Data Modelling (Part 1)
1:42	Outline (Part 1)
2:38	“Ockham’s Razor”
4:42	Bayesian Preference for Appropriate Simplicity
6:13	Decoding - 1
7:51	Decoding - 2
16:13	An Example Modelling Problem
17:01	Linear (In-The-Parameter) Models
17:55	“Least-Squares” Approximation
18:50	Model Complexity?
21:28	Complexity Control: Regularisation
22:32	The Regularisation Hyperparameter
23:44	Estimating λ via Validation - 1
24:28	Estimating λ via Validation - 2
26:26	Bayesian Inference: Basic Principles
30:19	Bayesian Inference: Likelihood Model
32:13	Bayesian Inference: Prior Distributions
34:09	Bayesian Inference: Bayes’ Rule!
36:00	Rules of Probability
38:57	Bayesian Inference: Bayes’ Rule!
39:27	MAP Estimation: a ‘Bayesian’ Short-Cut
40:50	- Questions
50:58	- Questions

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