Nonparametric Bayesian reading group 2009 Spring

Location: Haligan Hall Ext.

Time: 9:30~10:30

tutorials

l  Zoubin Ghahramani, ICML 2004 tutorial: Tutorial on Bayesian Machine Learning

l  Zoubin Ghahramani, UAI 2005 tutorial: Nonparametric Bayesian Learning

l  Yee Whye Teh, Machine Learning Summer School 2007 Tutorial: Dirichlet Process Tutorial and Practical Course.

l  M. Jordan, NIPS 2005 tutorial: Nonparametric Bayesian Methods: Dirichlet Processes, Chinese Restaurant Processes and All That.

Gaussian process

1.      Introduction to NP Bayesian and GP (03/13/2009)

l  D. J. C. MacKay. Introduction to Gaussian processes. In C. M. Bishop, editor, Neural Networks and Machine Learning, volume 168 of NATO ASI Series, pages 133-165. Springer, Berlin, 1998.

l  C. K. I. Williams. Prediction with Gaussian processes: From linear regression to linear prediction and beyond. In M. I. Jordan, editor, Learning in Graphical Models, pages 599-621. The MIT Press, Cambridge, MA, 1999. Previously (1998)

1.      Gaussian Process for Machine Learning (03/06/2009)

l   M. Seeger. Gaussian processes for machine learning. International Journal of Neural Systems, 14(2):69-106, 2004.

Dirichlet process

1.        Dirichlet Process Basics (03/27/2009)

l  Yee Whye Teh. Dirichlet Process, Preprint.

l  T. Ferguson. A Bayesian analysis of some nonparametric problems. The Annals of Statistics, 1:209-230, 1973. [Optional]

2.       Dirichlet Process Mixture Model (04/03/2009)

l   Ananth Ranganathan. The Dirichlet Process Mixture (DPM) Model

l  C. Antoniak. Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems. The Annals of Statistics, 2(6):1152-1174, 1974. [Optional]

3.       Inference for Dirichlet Process (04/10/2009)

l  Neal, R.M..  Markov chain sampling methods for Dirichlet process mixture models.  Journal of Computational and Graphical Statistics, 9, 249-265, 2000
l  D. Blei, M. Jordan. Variational methods for Dirichlet Process. Proc. ICML, 2004
l  D. Blei, M. Jordan. Variational inference for Dirichlet process mixtures. Journal of Bayesian Analysis, 1(1):121-144, 2005.[Optional]

4.       Hierarchical Dirichlet Process with its application  (04/17/2009)

l  Y. Teh, M. Jordan, M. Beal, and D. Blei. Hierarchical Dirichlet processes. Journal of the American Statistical Association, 101(476):1566-1581, 2007.
l  Fox, E., Sudderth, E., Jordan, M., and Willsky, A. Developing a tempered HDP-HMM for systems with state persistence. Technical report, MIT Laboratory for Information and Decision Systems, 2007