Changes between Version 12 and Version 13 of UWSummerStatsWorkshop

Timestamp:

Jul 22, 2015, 6:01:03 PM (9 years ago)

Author:

iovercast

Comment:

--

UWSummerStatsWorkshop

@@ -117 +117 @@
  * Simulated annealing
   * Chains with exponent modifiers x > 1
+
+=== SISG 22 - Bayesian Stats ===
+[http://www.stat.washington.edu/people/pdhoff/ Peter Hoff] & Jon Wakefield
+
+[https://catalyst.uw.edu/workspace/pdhoff/50924 Lecture notes and materials]
+=== Wednesday PM1 ===
+* Probability as belief or information, quantifying uncertainty.
+ * Information / uncertainty, are they 1-to-1? There is a relationship between information and proability.
+  * "There's good induction, and there's bad induction."
+  * "We'll talk about, at the end, what to do if you don't have any beliefs."
+ * Y-axis of beta distribution is a probability density, a dimensionless quantity.
+ * '''Posterior expectation is the weighted average of the data mean + prior mean. Lots of data makes posterior expectation closer to data mean, less data makes posterior closer to prior mean. o_O'''
+ * Probability of rare events/Predictive models
+ * Prior distribution: Idealistic vs realistic, capture the gross features about the priors...
+ * ML tends to overfit to the data when you have a large parameter space relative to the sample size... 
+=== Wednesday PM2 ===
+* 
+
 ==== quotes ====
 * "Out of all the tomorrows we might experience...."
@@ -125 +143 @@
 * "How to specify your prior: look into your heart and think about what you know."
 * "You're going to be wrong whatever you do. These are cartoons of reality, none of these models are right."
+* "There's only one tomorrow, or maybe there are many tomorrows... Every day is a new tomorrow."