1 Ilyas, March 14, 2008 at 4:19 p.m.:

Good presentation. The cameraman is sleepy

2 Lev, March 16, 2008 at 9:08 a.m.:

Excellent... Prof.'s Examples are really useful and make us easy to apply in real time

3 Crt, March 20, 2008 at 6:45 p.m.:

Where are the other 3 lectures?

4 Peter Kese (staff), March 20, 2008 at 7:16 p.m.:

There are altogether 6 videos in this lecture. Only three of them have been sent directly from the event. The other three will be published once we get the tapes from Australia - probably within a week or so.

5 Ciamak, April 24, 2008 at 7:20 p.m.:

Very good lecture. Thank You. I'm also interested in the other 3 lecutres, but they are not published yet app. one month later. Is there still an chance to get them ?

6 Yoba, May 10, 2008 at 11:24 p.m.:

Excellent teacher!

7 Nina (staff), May 15, 2008 at 4:31 p.m.:

The lecture from Nando de Freitas is now complete.

8 mlss08 participant, June 13, 2008 at 3:39 p.m.:

Awesome cameraman! He worked very hard to always be in the lecture theater and delivered us good quality video lectures which will not be possible without the joint effort of videolectures.net team. Thanks so much for the great work, guys!

9 Max Dama, March 2, 2009 at 9:11 p.m.:

Very good

10 goth, July 28, 2009 at 5:53 p.m.:

why only no.2, 3, 4 available??

11 james, August 25, 2009 at 2:31 p.m.:

good course but how can I download these videos?

12 Jack Tanner, September 8, 2009 at 10:34 p.m.:

The slides in the PDF don't match the slides in the lecture. For example, the slide in the video at 32.00 is not in the PDF.

13 Gurusaran, November 1, 2009 at 8:56 p.m.:

That was very Good...
But could any one help me downloading this video???
i.e.How to download this video??

14 Hyoungjin Kim, January 7, 2010 at 12:28 p.m.:

VERY Goooooooooooooooooood !

15 Miroslav Kopecky, February 5, 2010 at 7:41 a.m.:

Very nice presentation, You are very good Nando ! Thanks

16 Josh, March 12, 2010 at 3:51 p.m.:

Inappropriate see-through shirt..
He shouldn't come to class in gym clothing

17 kimo, March 23, 2010 at 2:44 p.m.:

This guy is doing a striptease rather than teaching showing of his body biceps ... ridiculous

18 Robin75, December 14, 2010 at 9:25 p.m.:

I developed a risk analysis tool called Statscorer which allows do to Monte Carlo simulations within Excel and in-depth stochastic modeling, while remaining very simple.

You can download a 15-day evaluation version freely (no personal information required).

You can visit www.statscorer.com for very detailed examples of how to create stochastic models in Excel.

Bye

19 tetris, June 10, 2011 at 2:44 p.m.:

what's with the gun show ?

20 Shubham, August 12, 2011 at 10:38 a.m.:

Is there anyway that i can download .m file (MATLAB) to understand it further? Eg. for Rejection Sampling or SIR etc. etc. used in these lectures?

21 subodh kant dubey, January 17, 2012 at 1:16 p.m.:

Thank's for putting the presentation online. It's great. I am not able to watch it online in a go. So, can you provide the link to download following video lectures

Markov Chain Monte Carlo Methods
author: Christian Robert, Paris Dauphine University

Monte Carlo Simulation for Statistical Inference, Model Selection and Decision Making
author: Nando de Freitas, Department of Computer Science, University of British Columbia

22 Garo, January 30, 2012 at 11:39 p.m.:

I was not expecting that this video lecture are so good.

Thank you.

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Amazing! thank you :)
I wish I had .m codes

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Fire the camera man. The lecture was great. thanks

25 Sithal, May 10, 2015 at 12:55 p.m.:

Nice Videos on MCMC methods.Can you please make the .m codes available.

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First Presentation:

Fundamentals of Monte Carlo Simulation: This part of the course will introduce the basics of Monte Carlo simulation for statistical inference. It will likely cover the principles and underlying theory of Monte Carlo methods.

Importance Sampling: This algorithm is commonly used in Monte Carlo simulations to estimate properties of a target distribution by sampling from an alternate distribution.

Particle Filtering and Smoothing for Dynamic Models: Particle filtering and smoothing methods are used to estimate the hidden states of a dynamic system based on observed measurements.

Markov Chain Monte Carlo (MCMC): MCMC methods are widely used for sampling from complex probability distributions. The presentation will likely cover concepts such as Gibbs sampling and the Metropolis-Hastings algorithm.

Blocking and Mixtures of MCMC Kernels: These techniques are used to improve the efficiency and mixing properties of MCMC algorithms by combining different sampling kernels.

Monte Carlo EM: Monte Carlo EM is an extension of the Expectation-Maximization algorithm that uses Monte Carlo techniques to handle missing data or complex latent variable models.

Sequential Monte Carlo for Static Models: Sequential Monte Carlo, also known as particle filtering, is used for inference in models where data arrives sequentially over time.

Auxiliary Variable Methods: This part will cover various auxiliary variable methods in Monte Carlo simulation, such as Swendsen-Wang, hybrid Monte Carlo, and slice sampling.

Adaptive MCMC: Adaptive MCMC algorithms dynamically adjust the proposal distribution to improve sampling efficiency.

Second Presentation:

Model Selection and Decision Making Problems: This part will focus on techniques for model selection and decision making using Monte Carlo methods.

Reversible-Jump MCMC: The reversible-jump MCMC algorithm is a technique used for model selection in situations where the number of model parameters is unknown or can change.

Application to Mixture Models and Nonlinear Regression: The reversible-jump MCMC algorithm will be illustrated with its application to simple mixture models and nonlinear regression problems.

General Markov Decision Processes (MDPs): The presentation will cover how to apply the reversible-jump MCMC algorithm to general MDPs, which are used to model decision-making processes under uncertainty.

Partially Observed Markov Decision Processes (POMDPs): Monte Carlo simulation methods for POMDPs, including policy gradients, common random number generation, and active exploration with Gaussian processes, will be discussed.

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