Description:
In Bayesian learning, the involved parameters that describe a learning model are treated as random entities, and the goal is to model the generative mechanism that generates the data, than just perform input-output predictions. In this course,  Maximum Likelihood and Maximum-a- Posteriori   estimators are reviewed, and then the Bayesian method is introduced with the notion of  the evidence function, with its efficient dealing of the complexity-accuracy trade-off. Then, the power of a prior distribution as a regularizer is exemplified, and the EM algorithms is introduced in the context of three applications: Regression,  Mixture modelling and clustering. Finally, the variational approximation to the EM is introduced and discussed

Organizer: Sergios Theodoridis

Lecturer: Sergios Theodoridis

ECTS: 3.0

Time: May 2-6, 2022, 9 - 12 hrs. all days

Place: Seminar room FRB 7B2-107, Fredrik Bajers 7B

Number of seats: 30

Deadline: May 1, 2022

Important information concerning PhD courses:
We have over some time experienced problems with no-show for both project and general courses. It has now reached a point where we are forced to take action. Therefore, the Doctoral School has decided to introduce a no-show fee of DKK 3.000 for each course where the student does not show up. Cancellations are accepted no later than 2 weeks before start of the course. Registered illness is of course an acceptable reason for not showing up on those days. Furthermore, all courses open for registration approximately four months before start. This can hopefully also provide new students a chance to register for courses during the year.
We look forward to your registrations.