Seminar Gaussian Processes for Machine Learning

Content

The seminar can cover the following topics:

  • Bayesian modeling
  • Linear Regression:weight-space view
  • Linear Regression:function-space view
  • Classification problems
  • Gaussian Process Classification
  • Covariance Functions
  • Model Selection and Adaptation of Hyperparameters

Registration

To register for the seminar,  please write an email to Imma Curato until 11th Sepetember 2020

Please give your name, matriculation number, and your courses of studies and subjects you have taken in the area of Probability, Statistics, or Data Analysis.

Literature

The seminar is based on

  • Gaussian Processes for Machine Learning. Carl Edward Rasmussen and Christopher K. I. Williams, MIT Press, (2006).

Lecturer

Imma Curato

Time and Venue

Online

First meeting: November 20th, from 13:00 to 17:00
Second meeting: December 18th, from 13:00 to 17:00

Type

Master (all mathematical programs including Finance)

Prerequisites

(Necessary) An Introduction to Probability and Statistics, Linear Algebra, Stochastik I/II.  Master Finance: An Introduction to Measure Theoretic Probability, thorough Intro to Statistics. 
(Desirable) Stochastik III and Statistical Learning (or similar courses).