MATH-435 / 5 crédits

Enseignant:

Langue: Anglais

Remark: pas donné en 2020-21

## Summary

This course aims at giving a broad overview of Bayesian inference, highlighting how the basic Bayesian paradigm proceeds, and the various methods that can be used to deal with the computational issues that plague it. This course represents a 70-30 split of practice versus theory.

## Required courses

A master's level understanding of real analysis, linear algebra, statistics and of probability theory is required for this course.

## Learning Outcomes

By the end of the course, the student must be able to:

• Formulate a Bayesian model to tackle a new problem.
• Identify the limits of how a model accounts for a given dataset.
• Propose one (or more) approximation method for the model.
• Implement the methods presented in the course.
• Recognize how the various methods compare to one another.

## Teaching methods

Lecture ex cathedra, exercises in class, homework

## Expected student activities

Evaluation is based on a programming project.

## Assessment methods

Evaluation is based on a programming project.

Dans le cas de l’art. 3 al. 5 du Règlement de section, l’enseignant décide de la forme de l’examen qu’il communique aux étudiants concernés.

## Bibliography

C. Bishop, Pattern Recognition and Machine Learning

K. Murphy, Machine Learning: A Probabilistic Perspective

C. Robert, The Bayesian choice

## Dans les plans d'études

• Semestre: Printemps
• Forme de l'examen: Oral (session d'été)
• Matière examinée: Bayesian computation
• Cours: 2 Heure(s) hebdo x 14 semaines
• Exercices: 2 Heure(s) hebdo x 14 semaines
• Semestre: Printemps
• Forme de l'examen: Oral (session d'été)
• Matière examinée: Bayesian computation
• Cours: 2 Heure(s) hebdo x 14 semaines
• Exercices: 2 Heure(s) hebdo x 14 semaines
• Semestre: Printemps
• Forme de l'examen: Oral (session d'été)
• Matière examinée: Bayesian computation
• Cours: 2 Heure(s) hebdo x 14 semaines
• Exercices: 2 Heure(s) hebdo x 14 semaines
• Semestre: Printemps
• Forme de l'examen: Oral (session d'été)
• Matière examinée: Bayesian computation
• Cours: 2 Heure(s) hebdo x 14 semaines
• Exercices: 2 Heure(s) hebdo x 14 semaines

## Semaine de référence

 Lu Ma Me Je Ve 8-9 9-10 10-11 11-12 12-13 13-14 14-15 15-16 16-17 17-18 18-19 19-20 20-21 21-22