Resources
From Scratch¶
Introduction¶
- NN and Bayesian Learning
Class notes with PyTorch/Pyro Code
Probability & Statistics¶
- An Introduction to Probability and Computational Bayesian Statistcs - Eric Ma -Blog
- Probabilistic Programming Concepts - Computational Statistics (2019) - Notes
- Bayesian regression with linear basis function models - Martin Krasser - blog
- Bayesian inference; How we are able to chase the Posterior - Ritchie Vink (2019) - blog
- Multivariate Normal Distribution Primer - blog
Neural Networks¶
- What is torch.nn reall? - Jeremy Howard - docs
- Programming a Neural Network from Scratch - Ritchie Vink (2017) - blog
- Deep Learning Fundamentals - Eric Ma, Scipy 2019 - Video & Notebook | blog
Bayesian Neural Networks¶
- Weight Uncertainty in Neural Networks Tutorial - Josh Feldman (2018) - blog
- Weight Uncertainty in Neural Networks - Nitarshan Rajkumar (2018) - blog
- Variational inference in Bayesian neural networks - Martin Krasser - blog
- Trip Duration Prediction using Bayesian Neural Networks and TensorFlow 2.0 - Brendan Hasz -Blog
Inference¶
Expectation Maximization¶
- Algorithm Breakdown: Expectation Maximization - Ritchie Vink - blog
- Latent variable models part 1: Gaussian mixture models and the EM algorithm - Martin Krasser - blog
Laplace Approximation¶
Monte Carlo¶
- Bayesian Regressions with MCMC or Variational Bayes using TensorFlow Probability - Brendan Hasz - blog
Variational Inference¶
- Variational Inference from Scratch - Ritchie Vink (2019) - blog
- Bayesian Regressions with MCMC or Variational Bayes using TensorFlow Probability - Brendan Hasz - blog
- Bayesian Gaussian Mixture Modeling with Stochastic Variational Inference - Brendan Hasz - Blog
- From Expectation Maximization to Stochastic Variational Inference - Martin Krasser - blog
- Latent variable models part 2 - Stochastic variational inference and variational autoencoders - Martin Krasser - blog
- Automatic Differentiation Variational Inference - Arthur Lui (2020) - blog Paper
- Bayesian Linear Regression ADVI using PyTorch - Arthur Lui (2020) - blog | Paper
Gaussian Processes¶
- Gaussian Processes - Martin Krasser - blog
- 4-Part Tutorial
- Understanding Gaussian Processes
- Fitting a GP
- GP Kernels