Week 5: Reading Week

Reading week. This is the chance for you to catch up on the material you've seen so far.

• Review material from previous weeks,
• complete all lab sessions, particularly the one from last week!
• brush up on linear algebra concepts,
• brush up on probability,

MASH Resources on Probability and Linear Algebra

• basic probability, including a fair bit on Bayes' Rule
• Continuous distributions
• Eigenvalues, some basic linear algebra

Other Matrix Help

Matrix arithmetic from mathcentre.ac.uk

Learning Outcomes Week 5

• Understand the principal of integrating parameters and how to use Bayes rule to do so.
• Understand the role of the prior distribution.
• In multivariate and univariate Gaussian examples, be able to combine the prior with the likelihood to form a posterior distribution..
• Recognise the role of the marginal likelihood and know its form for Bayesian regression under Gaussian priors.
• Be able to compute the expected output of the model and its covariance using the posterior distribution and the formula for the function.
• Understand the effect of model averaging and its advantages when making predictions including:
  • Error bars
  • Regularized prediction (reduces variance)

This document last modified Tuesday, 21-Oct-2014 09:47:38 UTC