Bayesian Reasoning and Machine Learning

Bayesian Reasoning and Machine Learning PDF Author: David Barber
Publisher: Cambridge University Press
ISBN: 0521518148
Category : Computers
Languages : en
Pages : 739

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Book Description
A practical introduction perfect for final-year undergraduate and graduate students without a solid background in linear algebra and calculus.

Bayesian Reasoning and Machine Learning

Bayesian Reasoning and Machine Learning PDF Author: David Barber
Publisher: Cambridge University Press
ISBN: 0521518148
Category : Computers
Languages : en
Pages : 739

Get Book Here

Book Description
A practical introduction perfect for final-year undergraduate and graduate students without a solid background in linear algebra and calculus.

Probabilistic Graphical Models

Probabilistic Graphical Models PDF Author: Daphne Koller
Publisher: MIT Press
ISBN: 0262258358
Category : Computers
Languages : en
Pages : 1270

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Book Description
A general framework for constructing and using probabilistic models of complex systems that would enable a computer to use available information for making decisions. Most tasks require a person or an automated system to reason—to reach conclusions based on available information. The framework of probabilistic graphical models, presented in this book, provides a general approach for this task. The approach is model-based, allowing interpretable models to be constructed and then manipulated by reasoning algorithms. These models can also be learned automatically from data, allowing the approach to be used in cases where manually constructing a model is difficult or even impossible. Because uncertainty is an inescapable aspect of most real-world applications, the book focuses on probabilistic models, which make the uncertainty explicit and provide models that are more faithful to reality. Probabilistic Graphical Models discusses a variety of models, spanning Bayesian networks, undirected Markov networks, discrete and continuous models, and extensions to deal with dynamical systems and relational data. For each class of models, the text describes the three fundamental cornerstones: representation, inference, and learning, presenting both basic concepts and advanced techniques. Finally, the book considers the use of the proposed framework for causal reasoning and decision making under uncertainty. The main text in each chapter provides the detailed technical development of the key ideas. Most chapters also include boxes with additional material: skill boxes, which describe techniques; case study boxes, which discuss empirical cases related to the approach described in the text, including applications in computer vision, robotics, natural language understanding, and computational biology; and concept boxes, which present significant concepts drawn from the material in the chapter. Instructors (and readers) can group chapters in various combinations, from core topics to more technically advanced material, to suit their particular needs.

Machine learning using approximate inference

Machine learning using approximate inference PDF Author: Christian Andersson Naesseth
Publisher: Linköping University Electronic Press
ISBN: 9176851613
Category :
Languages : en
Pages : 62

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Book Description
Automatic decision making and pattern recognition under uncertainty are difficult tasks that are ubiquitous in our everyday life. The systems we design, and technology we develop, requires us to coherently represent and work with uncertainty in data. Probabilistic models and probabilistic inference gives us a powerful framework for solving this problem. Using this framework, while enticing, results in difficult-to-compute integrals and probabilities when conditioning on the observed data. This means we have a need for approximate inference, methods that solves the problem approximately using a systematic approach. In this thesis we develop new methods for efficient approximate inference in probabilistic models. There are generally two approaches to approximate inference, variational methods and Monte Carlo methods. In Monte Carlo methods we use a large number of random samples to approximate the integral of interest. With variational methods, on the other hand, we turn the integration problem into that of an optimization problem. We develop algorithms of both types and bridge the gap between them. First, we present a self-contained tutorial to the popular sequential Monte Carlo (SMC) class of methods. Next, we propose new algorithms and applications based on SMC for approximate inference in probabilistic graphical models. We derive nested sequential Monte Carlo, a new algorithm particularly well suited for inference in a large class of high-dimensional probabilistic models. Then, inspired by similar ideas we derive interacting particle Markov chain Monte Carlo to make use of parallelization to speed up approximate inference for universal probabilistic programming languages. After that, we show how we can make use of the rejection sampling process when generating gamma distributed random variables to speed up variational inference. Finally, we bridge the gap between SMC and variational methods by developing variational sequential Monte Carlo, a new flexible family of variational approximations.

Pattern Recognition and Machine Learning

Pattern Recognition and Machine Learning PDF Author: Christopher M. Bishop
Publisher: Springer
ISBN: 9781493938438
Category : Computers
Languages : en
Pages : 0

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Book Description
This is the first textbook on pattern recognition to present the Bayesian viewpoint. The book presents approximate inference algorithms that permit fast approximate answers in situations where exact answers are not feasible. It uses graphical models to describe probability distributions when no other books apply graphical models to machine learning. No previous knowledge of pattern recognition or machine learning concepts is assumed. Familiarity with multivariate calculus and basic linear algebra is required, and some experience in the use of probabilities would be helpful though not essential as the book includes a self-contained introduction to basic probability theory.

Information Theory, Inference and Learning Algorithms

Information Theory, Inference and Learning Algorithms PDF Author: David J. C. MacKay
Publisher: Cambridge University Press
ISBN: 9780521642989
Category : Computers
Languages : en
Pages : 694

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Book Description
Information theory and inference, taught together in this exciting textbook, lie at the heart of many important areas of modern technology - communication, signal processing, data mining, machine learning, pattern recognition, computational neuroscience, bioinformatics and cryptography. The book introduces theory in tandem with applications. Information theory is taught alongside practical communication systems such as arithmetic coding for data compression and sparse-graph codes for error-correction. Inference techniques, including message-passing algorithms, Monte Carlo methods and variational approximations, are developed alongside applications to clustering, convolutional codes, independent component analysis, and neural networks. Uniquely, the book covers state-of-the-art error-correcting codes, including low-density-parity-check codes, turbo codes, and digital fountain codes - the twenty-first-century standards for satellite communications, disk drives, and data broadcast. Richly illustrated, filled with worked examples and over 400 exercises, some with detailed solutions, the book is ideal for self-learning, and for undergraduate or graduate courses. It also provides an unparalleled entry point for professionals in areas as diverse as computational biology, financial engineering and machine learning.

Probabilistic Machine Learning

Probabilistic Machine Learning PDF Author: Kevin P. Murphy
Publisher: MIT Press
ISBN: 0262369303
Category : Computers
Languages : en
Pages : 858

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Book Description
A detailed and up-to-date introduction to machine learning, presented through the unifying lens of probabilistic modeling and Bayesian decision theory. This book offers a detailed and up-to-date introduction to machine learning (including deep learning) through the unifying lens of probabilistic modeling and Bayesian decision theory. The book covers mathematical background (including linear algebra and optimization), basic supervised learning (including linear and logistic regression and deep neural networks), as well as more advanced topics (including transfer learning and unsupervised learning). End-of-chapter exercises allow students to apply what they have learned, and an appendix covers notation. Probabilistic Machine Learning grew out of the author’s 2012 book, Machine Learning: A Probabilistic Perspective. More than just a simple update, this is a completely new book that reflects the dramatic developments in the field since 2012, most notably deep learning. In addition, the new book is accompanied by online Python code, using libraries such as scikit-learn, JAX, PyTorch, and Tensorflow, which can be used to reproduce nearly all the figures; this code can be run inside a web browser using cloud-based notebooks, and provides a practical complement to the theoretical topics discussed in the book. This introductory text will be followed by a sequel that covers more advanced topics, taking the same probabilistic approach.

Bayesian Time Series Models

Bayesian Time Series Models PDF Author: David Barber
Publisher: Cambridge University Press
ISBN: 0521196760
Category : Computers
Languages : en
Pages : 432

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Book Description
The first unified treatment of time series modelling techniques spanning machine learning, statistics, engineering and computer science.

Advanced Lectures on Machine Learning

Advanced Lectures on Machine Learning PDF Author: Olivier Bousquet
Publisher: Springer
ISBN: 3540286500
Category : Computers
Languages : en
Pages : 249

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Book Description
Machine Learning has become a key enabling technology for many engineering applications, investigating scientific questions and theoretical problems alike. To stimulate discussions and to disseminate new results, a summer school series was started in February 2002, the documentation of which is published as LNAI 2600. This book presents revised lectures of two subsequent summer schools held in 2003 in Canberra, Australia, and in Tübingen, Germany. The tutorial lectures included are devoted to statistical learning theory, unsupervised learning, Bayesian inference, and applications in pattern recognition; they provide in-depth overviews of exciting new developments and contain a large number of references. Graduate students, lecturers, researchers and professionals alike will find this book a useful resource in learning and teaching machine learning.

Regression and Other Stories

Regression and Other Stories PDF Author: Andrew Gelman
Publisher: Cambridge University Press
ISBN: 110702398X
Category : Business & Economics
Languages : en
Pages : 551

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Book Description
A practical approach to using regression and computation to solve real-world problems of estimation, prediction, and causal inference.

Bayesian Data Analysis, Third Edition

Bayesian Data Analysis, Third Edition PDF Author: Andrew Gelman
Publisher: CRC Press
ISBN: 1439840954
Category : Mathematics
Languages : en
Pages : 677

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Book Description
Now in its third edition, this classic book is widely considered the leading text on Bayesian methods, lauded for its accessible, practical approach to analyzing data and solving research problems. Bayesian Data Analysis, Third Edition continues to take an applied approach to analysis using up-to-date Bayesian methods. The authors—all leaders in the statistics community—introduce basic concepts from a data-analytic perspective before presenting advanced methods. Throughout the text, numerous worked examples drawn from real applications and research emphasize the use of Bayesian inference in practice. New to the Third Edition Four new chapters on nonparametric modeling Coverage of weakly informative priors and boundary-avoiding priors Updated discussion of cross-validation and predictive information criteria Improved convergence monitoring and effective sample size calculations for iterative simulation Presentations of Hamiltonian Monte Carlo, variational Bayes, and expectation propagation New and revised software code The book can be used in three different ways. For undergraduate students, it introduces Bayesian inference starting from first principles. For graduate students, the text presents effective current approaches to Bayesian modeling and computation in statistics and related fields. For researchers, it provides an assortment of Bayesian methods in applied statistics. Additional materials, including data sets used in the examples, solutions to selected exercises, and software instructions, are available on the book’s web page.