Exercises for Friday November 16
- Tomorrow:
- In the first hour, PhD-student Simon Brant will tell us about the Bayesian "cousins" of penalised regression methods, with emphasis on the Bayesian Lasso. Here are the slides from the talk.
- In the second hour I will discuss some points from the mandatory assignment.
- In the last hour we will go through exercises.
- Next week (23/11) we have the last lecture of the course. I will give an overview of the course and go through exercises.
- Currently, the preferred date for the extra exercise session is 13/12 (in the morning). Unless I hear strong protests, that date will be confirmed tomorrow.
- Check out this resource for the use of Bayesian decision theory in a Kaggle competition (Thank you, Sean Meling Murray). [Note that in that document they use expectation "E" with subscript \theta in the exact opposite sense compared with its use in "Nils exercises" (for example exercise 2). The take home message is therefore: do not trust subscripts! Always make sure that you know from the context/ surrounding text/ integral whether it is the parameter or the data that is considered random or fixed in each particular instance.]
- Exercises:
- 4-hour exam 2015 Exercise 2
- 4-hour exam 2015 Exercise 4
- Exam project 2012 Exercise 3
Published Nov. 12, 2018 7:30 AM
- Last modified Nov. 23, 2018 7:54 AM