Biostats 270 tentative schedule and handouts (expect frequent updates)
Week | Class Dates | Tentative Topic | Posts | Readings | Assignments |
---|---|---|---|---|---|
1-3 | 4/2, 4/9, 4/16 | Review: Monte Carlo and classical MCMC (Slides, Code) | No class 4/4, 4/11 | BIDA Ch. 6, Further reading: Geyer’s intro to MCMC, Tierney (1994) | |
3-4 | 4/18,4/23 | Brownian motion and SDEs (Slides, Code) | Applied SDEs | ||
4-5 | 4/25, 4/30 | RKHS and Karhunen-Loeve (Slides) | RKHS, KL by Wang | HW 1 due 4/25 | |
5-6 | 5/2, 5/7 | GP regression and classification (Slides, Code) | Rasmussen & Williams | ||
6-7 | 5/9, 5/14, 5/16 | Poisson processes and Hawkes processes (Slides, Code) | Laub et al. 2015, Dassios and Zhao 2013, Reinhart 2018 | HW 2 due 5/9; Proposal due 5/16 | |
8-9 | 5/21, 5/23, 5/28 | Determinantal point processes (Slides, Code) | Hough et al. 2006, Kulesza and Taskar 2013 | HW 3 due 5/23 | |
9-10 | 5/30, 6/4, 6/6 | Student presentations | Final project due 6/13 |