This group is interested in techniques for approximate inference in complex probabilistic models.

# Schedule

We are currently discussing chapters of Bayesian Theory on Fridays from 3-4pm.

# Done

## Bayesian deep learning

Review of variational inference (see support material at the end of the page):

• Scheduled February 26 (2018!): The appendix of Gal’s seminal paper
• Done (November 3) Sections 3-4 of Blei’s VI tutorial
• Done (October 13) Sections 1-2 of Blei’s VI tutorial
• Background on Gaussian distribution: sections 1.2.4 and 2.3 of Bishop’s book;
• Background on exponential families: chapters 8 and 9 of Jordan’s book;

# Support Material

Theses:

Tutorials and articles that read almost like tutorials:

Courses:

Gradient estimation:

Blogs: