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Bayesian Learning: Conchi Aus In and Mike Wiper Department of Statistics Universidad Carlos III de Madrid

This document outlines a course on Bayesian learning for a Masters in Big Data Analytics program. The course introduces modern Bayesian statistics and applications to big data analysis. It covers Bayesian basics, classification, regression models, clustering, and nonparametric methods. Students will complete two assignments applying Bayesian techniques and a final project. The course aims to provide solutions for common big data problems like high dimensionality.

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Anz M
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72 views

Bayesian Learning: Conchi Aus In and Mike Wiper Department of Statistics Universidad Carlos III de Madrid

This document outlines a course on Bayesian learning for a Masters in Big Data Analytics program. The course introduces modern Bayesian statistics and applications to big data analysis. It covers Bayesian basics, classification, regression models, clustering, and nonparametric methods. Students will complete two assignments applying Bayesian techniques and a final project. The course aims to provide solutions for common big data problems like high dimensionality.

Uploaded by

Anz M
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Bayesian Learning

Conchi Ausı́n and Mike Wiper


Department of Statistics
Universidad Carlos III de Madrid

Masters in Big Data Analytics, UC3M

Conchi Ausı́n and Mike Wiper Bayesian Learning Masters in Big Data Analytics 1/6
Objective

Thomas Bayes (?)

The aim of this course is to introduce the modern approach to Bayesian statistics
with applications to big data analysis. The course includes Bayesian solutions to
real problems.

Conchi Ausı́n and Mike Wiper Bayesian Learning Masters in Big Data Analytics 2/6
What are big data?

Conchi Ausı́n and Mike Wiper Bayesian Learning Masters in Big Data Analytics 3/6
What are big data?

Lots of disorganized data: Twitter, Facebook, Emails, ...


Main problems in data cleaning, data storage, ...

Conchi Ausı́n and Mike Wiper Bayesian Learning Masters in Big Data Analytics 3/6
What are big data?

Lots of disorganized data: Twitter, Facebook, Emails, ...


Main problems in data cleaning, data storage, ...
Lots of organized data
Problems in data storage, computation, ...

Conchi Ausı́n and Mike Wiper Bayesian Learning Masters in Big Data Analytics 3/6
What are big data?

Lots of disorganized data: Twitter, Facebook, Emails, ...


Main problems in data cleaning, data storage, ...
Lots of organized data
Problems in data storage, computation, ...
Lots of data and even more parameters: genome mapping, ...
Problems in parameter reduction, large p small n, ...

Conchi Ausı́n and Mike Wiper Bayesian Learning Masters in Big Data Analytics 3/6
Course outline

Conchi Ausı́n and Mike Wiper Bayesian Learning Masters in Big Data Analytics 4/6
Course outline

Bayesian basics: Bayes theorem, probability interpretations, Bayesian


calculations.

Conchi Ausı́n and Mike Wiper Bayesian Learning Masters in Big Data Analytics 4/6
Course outline

Bayesian basics: Bayes theorem, probability interpretations, Bayesian


calculations.
Bayesian classification.

Conchi Ausı́n and Mike Wiper Bayesian Learning Masters in Big Data Analytics 4/6
Course outline

Bayesian basics: Bayes theorem, probability interpretations, Bayesian


calculations.
Bayesian classification.
Implementing Bayesian statistics.

Conchi Ausı́n and Mike Wiper Bayesian Learning Masters in Big Data Analytics 4/6
Course outline

Bayesian basics: Bayes theorem, probability interpretations, Bayesian


calculations.
Bayesian classification.
Implementing Bayesian statistics.
Regression models: what to do when there are lots of parameters.
I Linear and generalized models.

Conchi Ausı́n and Mike Wiper Bayesian Learning Masters in Big Data Analytics 4/6
Course outline

Bayesian basics: Bayes theorem, probability interpretations, Bayesian


calculations.
Bayesian classification.
Implementing Bayesian statistics.
Regression models: what to do when there are lots of parameters.
I Linear and generalized models.
I Non linear models.

Conchi Ausı́n and Mike Wiper Bayesian Learning Masters in Big Data Analytics 4/6
Course outline

Bayesian basics: Bayes theorem, probability interpretations, Bayesian


calculations.
Bayesian classification.
Implementing Bayesian statistics.
Regression models: what to do when there are lots of parameters.
I Linear and generalized models.
I Non linear models.
Bayesian clustering.

Conchi Ausı́n and Mike Wiper Bayesian Learning Masters in Big Data Analytics 4/6
Course outline

Bayesian basics: Bayes theorem, probability interpretations, Bayesian


calculations.
Bayesian classification.
Implementing Bayesian statistics.
Regression models: what to do when there are lots of parameters.
I Linear and generalized models.
I Non linear models.
Bayesian clustering.
Nonparametric methods: when standard models are inappropriate.
You can find all materials on the course web page
Conchi Ausı́n and Mike Wiper Bayesian Learning Masters in Big Data Analytics 4/6
Course evaluation

Conchi Ausı́n and Mike Wiper Bayesian Learning Masters in Big Data Analytics 5/6
Course evaluation

25% Assignment 1.
Text classification exercise using the Naive Bayes Classifier.
Deadline: 21st February.

Conchi Ausı́n and Mike Wiper Bayesian Learning Masters in Big Data Analytics 5/6
Course evaluation

25% Assignment 1.
Text classification exercise using the Naive Bayes Classifier.
Deadline: 21st February.

25% Assignment 2:
Implement a Bayesian Regression Model for a real data set.
Deadline: 7th March.

Conchi Ausı́n and Mike Wiper Bayesian Learning Masters in Big Data Analytics 5/6
Course evaluation

25% Assignment 1.
Text classification exercise using the Naive Bayes Classifier.
Deadline: 21st February.

25% Assignment 2:
Implement a Bayesian Regression Model for a real data set.
Deadline: 7th March.

50% Project:
Develop a Free Topic Project using one or various of the Bayesian techniques
studied in the course.
Deadline: 21st March.

Conchi Ausı́n and Mike Wiper Bayesian Learning Masters in Big Data Analytics 5/6
Some useful books

Albert, J., (2007) Bayesian Computation with R. Springer.

Robert, C.P., Casella, G., (2010) Introducing Monte Carlo Methods with R.
Springer. .

Gamerman, D., Lopes, H.F., (2006) MCMC - Stochastic Simulation for


Bayesian Inference. Chapman & Hall.

Gelman, A, Carlin, J.B, Stern, H.S, Dunson, D.B., Vehtari, A., Rubin, D.B.,
(2013) Bayesian Data Analysis. Chapman & Hall.

Kruschke, J.K., (2015) Doing Bayesian Data Analysis: A Tutorial with R and
BUGS. Academic Press.

Conchi Ausı́n and Mike Wiper Bayesian Learning Masters in Big Data Analytics 6/6

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