Lecture 21: GLMS and Gaussian Processes

Slides

• PDF

Readings

• Rasmunnsen Chapter 2
• GP for Regression and Classification

Notes

• Poisson Regression - tools on islands part 2 :
• Geographic Correlation and Oceanic Tools :
• Levels of Bayesian Analysis : Multiple levels of data analysis go from Frequentist to more and more Bayesian, starting from MLE and going to full bayes via Type-2 MLE (Empirical Bayes). The outstanding observation about these levels is the increasing reliance on integration as we get more Bayesian.
• The idea behind the GP :
• Gaussian Processes and 'Non-parametric' Bayes :
• Inference for GPs :
• GP Recap and example :