Aditya Guntuboyina (Instructor)
Reece Huff (GSI)
Syllabus¶
Basic information about the course can be found in the syllabus.
Topics¶
Here is a tentative list of topics.
Schedule¶
| Jan 21 | Lecture 1 | Introduction | |
| PDF 1 | LectureOne238Spring2026 | ||
| Jan 23 | Lecture 2 | Simple Examples | |
| PDF 2 | LectureTwo238Spring2026 |
| Jan 26 | Lecture 3 | Normal Mean Example | |
| PDF 3 | LectureThree238Spring2026 | ||
| Jan 27 | Lab 1 | Bayes Rule, LOTP, and Model Selection | |
| PDF Lab 1 | lab01.pdf | ||
| Jan 28 | Lecture 4 | Likelihood Principle | |
| PDF 4 | LectureFour238Spring2026 | ||
| Jan 30 | Lecture 5 | Bayesian Testing | |
| PDF 5 | LectureFive238Spring2026 |
| Feb 02 | Lecture 6 | Interpretation and Rules of Probability | |
| PDF 6 | LectureSix238Spring2026 | ||
| Feb 03 | Lab 2 | Uninformative Priors | |
| Lab 2 Code | Frequentist vs. Bayesian Inference | ||
| PDF Lab 2 | lab02.pdf | ||
| Feb 04 | Lecture 7 | Recap of the derivation of the rules of probability | |
| Lecture 7 Code | Kidney Cancer Data Analysis | ||
| PDF 7 | LectureSeven238Spring2026 | ||
| Dataset 1 | Kidney Cancer Dataset | ||
| Feb 06 | Lecture 8 | Beta-Binomial Inference | |
| PDF 8 | LectureEight238Spring2026 |
| Feb 09 | Lecture 9 Code | Kidney Cancer Data Analysis with Bayesian Methods | |
| Dataset 1 | Kidney Cancer Dataset | ||
| Feb 10 | Lab 3 Code | Probabilistic Programming via PyMC | |
| Feb 11 | Lecture 10 | Additional comments on kidney cancer data analysis, and normal likelihoods | |
| Lecture 10 Code | More on Kidney Cancer Data Analysis, and the baseball dataset | ||
| PDF 10 | LectureTen238Spring2026 | ||
| Feb 13 | Lecture 11 | Normal likelihoods, and the James-Stein estimator | |
| Lecture 11 Code | Normal-Normal Bayesian model applied to the baseball dataset | ||
| PDF 11 | LectureEleven238Spring2026 |
| Feb 17 | Lab 4 Code | Posterior Predictive Distribution | |
| Feb 18 | Lecture 12 | Dirichlet-Multinomial Inference | |
| Lecture 12 Code | Dirichlet-Multinomial Inference | ||
| PDF 12 | LectureTwelve238Spring2026 | ||
| Feb 20 | Lecture 13 | Bayesian Bootstrap | |
| Lecture 13 Code | Bayesian Bootstrap | ||
| PDF 13 | LectureThirteen238Spring2026 |
| Feb 23 | Lecture 14 | Simple text analysis example | |
| Lecture 14 Code | Simple text analysis example | ||
| PDF 14 | LectureFourteen238Spring2026 | ||
| Feb 24 | Lab 5 Code | Bayesian Bootstrap | |
| Feb 25 | Lecture 15 | Linear Regression | |
| PDF 15 | LectureFifteen238Spring2026 |
| Mar 02 | Lecture 16 | Linear regression -- frequentist and Bayesian inference | |
| Lecture 16 Code | Linear Regression | ||
| PDF 16 | LectureSixteen238Spring2026 | ||
| Mar 03 | Lab 6 Code | Linear Regression Details | |
| Dataset 2 | GDP Dataset | ||
| Mar 04 | Lecture 17 | Logistic Regression | |
| Lecture 17 Code | Logistic Regression | ||
| PDF 17 | LectureSeventeen238Spring2026 | ||
| Mar 06 | Lecture 18 Code | High-dimensional linear regression |
| Mar 09 | Lecture 19 | High-dimensional linear regression -- Bayesian inference | |
| Lecture 19 Code | High-dimensional linear regression | ||
| PDF 19 | LectureNineteen238Spring2026 | ||
| Mar 10 | Lab 7 Code | Poisson Regression | |
| Dataset 3 | MROZ Dataset | ||
| Mar 11 | Lecture 20 | Bayesian inference for high-dimensional linear regression (continued) | |
| Lecture 20 Code | Bayesian inference for high-dimensional linear regression (continued) | ||
| PDF 20 | LectureTwenty238Spring2026 | ||
| Mar 13 | Lecture 21 | Introduction to Gaussian Process Regression | |
| Lecture 21 Code | Simulating Brownian Motion | ||
| PDF 21 | LectureTwentyOne238Spring2026 |
| Mar 16 | Lecture 22 | Interpolation and Integration using Gaussian Processes | |
| Lecture 22 Code | Interpolation with Gaussian Processes | ||
| PDF 22 | LectureTwentyTwo238Spring2026 | ||
| Mar 17 | Lab 8 Code | Bayesian Regularization | |
| Mar 18 | Lecture 23 | Regression using Gaussian Processes | |
| Lecture 23 Code | Gaussian Process Regression | ||
| PDF 23 | LectureTwentyThree238Spring2026 |
| Mar 30 | Lecture 24 | MCMC: The Metropolis Algorithm | |
| Lecture 24 Code | MCMC via the Metropolis Algorithm | ||
| PDF 24 | LectureTwentyFour238Spring2026 | ||
| Mar 31 | Lab 9 Code | GP Regression with the squared exponential kernel | |
| Apr 01 | Lecture 25 | Markov chains, detailed balance, Metropolis-Hastings and Gibbs | |
| PDF 25 | LectureTwentyFive238Spring2026 | ||
| Apr 03 | Lecture 26 | The Gibbs Sampler | |
| Lecture 26 Code | Gibbs sampler -- simple examples | ||
| PDF 26 | LectureTwentySix238Spring2026 |
| Apr 06 | Lecture 27 | More on the Gibbs Sampler | |
| Lecture 27 Code | More on the Gibbs Sampler | ||
| PDF 27 | LectureTwentySeven238Spring2026 | ||
| Apr 07 | Lab 10 Code | Metropolis Hastings applied to Poisson Regression | |
| Apr 08 | Lecture 28 | Gibbs Sampler for Mixture Models | |
| Lecture 28 Code | Gibbs Sampler and EM for Mixture Models | ||
| PDF 28 | LectureTwentyEight238Spring2026 | ||
| Apr 10 | Lecture 29 | More on the Gibbs sampler for Mixture Models | |
| Lecture 29 Code | Gibbs Sampler for Mixture Models -- exoplanet data | ||
| PDF 29 | LectureTwentyNine238Spring2026 | ||
| Dataset 4 | The Exoplanet Dataset |
| Apr 13 | Lecture 30 | Gibbs Sampler for Normal Mixtures | |
| Lecture 30 Code | Gibbs Sampler for Normal Mixtures | ||
| PDF 30 | LectureThirty238Spring2026 | ||
| Apr 14 | Lab 11 Code | Gibbs Sampler applied to Mixture of Regressions | |
| Apr 15 | Lecture 31 | Metropolis Adjusted Langevin Algorithm (MALA) | |
| Lecture 31 Code | Revisiting Random Walk Metropolis | ||
| PDF 31 | LectureThirtyOne238Spring2026 | ||
| Apr 17 | Lecture 32 | RWM, MALA and HMC | |
| Lecture 32 Code | MALA | ||
| PDF 32 | LectureThirtyTwo238Spring2026 |
| Apr 20 | Lecture 33 | Hamiltonian Monte Carlo | |
| PDF 33 | LectureThirtyThree238Spring2026 | ||
| Apr 21 | Lab 12 Code | RWM, MALA and HMC for the standard Gaussian | |
| Apr 22 | Lecture 34 | Hamiltonian Dynamics and Leapfrog Discretization | |
| PDF 34 | LectureThirtyFour238Spring2026 | ||
| Apr 24 | Lecture 35 | Hamiltonian Monte Carlo -- algorithm and detailed balance | |
| Lecture 35 Code | Hamiltonian Monte Carlo applied to Bayesian Neural Networks | ||
| PDF 35 | LectureThirtyFive238Spring2026 |
| Apr 27 | Lecture 36 | Variational Inference and application to Logistic Regression | |
| Lecture 36 Code | Variational Bayesian Logistic Regression | ||
| PDF 36 | LectureThirtySix238Spring2026 | ||
| Apr 28 | Lab 13 Code | Bayesian Neural Networks using HMC | |
| Apr 29 | Lecture 37 | EM and Coordinatewise Variational Inference | |
| PDF 37 | LectureThirtySeven238Spring2026 | ||
| May 1 | Lecture 38 | Variational AutoEncoders | |
| Lecture 38 Code | Variational AutoEncoders | ||
| PDF 38 | LectureThirtyEight238Spring2026 |