Following is a tentative course schedule, which is subject to change as the course progresses. Links to all tutorials will be posted when available.
Weekly activities
- Lab
- Section 1: Tuesdays, 1:00-4:00 pm, 200 Broad
Section 2: Tuesdays, 7:00-10:00 pm, 200 Broad - Lecture
- Wednesdays, 9:00-9:50 am, 100 Broad
- TA sessions
- Recitation: Thursdays, 7:00-8:30 pm, 200 Broad
- Homework help: Thursdays, 8:30-10:00 pm, 200 Broad; dial 626-395-5947 if you need to be let in the building.
- Instructor office hours
Fridays, 2:30-4:00 pm, 200 Broad
Homework due dates
- HW 1
- due 5 pm, Jan. 13
- HW 2
- due 5 pm, Jan. 20
- HW 3
- due 5 pm, Jan. 27
- HW 4
- due 5 pm, Feb. 3
- HW 5
- due 5 pm, Feb. 10
- HW 6
- due 5 pm, Feb. 17
- HW 7
- due 5 pm, Feb. 24
- HW 8
- due 5 pm, March 2
- HW 9
- due 5 pm, March 9
- HW 10
- due 5 pm, March 16 (with free extension up to March 23)
- HW 11
- due 5 pm, March 18 (with free extension up to March 25)
Lab and lecture schedule
- Lab 1
- (before Tu 01/07) Setting up your computer
- Lecture 1
- (W 01/08) Probability and scientific logic
- Lab 2
- (Tu 01/14) Analytical approaches to parameter estimation
- Lecture 2
- (W 01/15) Constructing generative models with probability distributions
- Lab 3
- (Tu 01/21) Parameter estimation by numerical optimization
- Lecture 3
- (W 01/22) Markov chain Monte Carlo
- Lab 4
- (Tu 01/28) Introduction to Stan
- Lecture 4
- (W 01/29) Display of MCMC results
- Lab 5
- (Tu 02/04) Prior and posterior predictive checks
- Lecture 5
- (W 02/05) Collector's box of distributions
- Lab 6
- (Tu 02/11) MCMC diagnostics
- Lecture 6
- (W 02/11) Model comparison
- Lab 7
- (Tu 02/18) Model comparison
- Lecture 7
- (W 02/19) Hierarchical models
- Lab 8
- (Tu 02/25) Sampling hierarchical models and noncentered distributions
- Lecture 8
- (W 02/26) Principled workflows
- Lab 9
- (Tu 03/03) Simulation based calibration
- Lecture 9
- (W 03/04) Gaussian processes
- Lab 10
- (Tu 03/10) Variational inference
- Lecture 10
- (W 03/11) Course wrap-up
Recitation lessons
- Rec 1
- (Th 01/09) Review of MLE (CA)
- Rec 2
- (Th 01/16) Probability review (SW)
- Rec 3
- (Th 01/23) Review of priors (CA)
- Rec 4
- (Th 01/30) AWS/Stan help (JW)
- Rec 5
- (Th 02/06) Modeling start to finish (JW)
- Rec 5
- (Th 02/13) Practice modeling (CA)
- Rec 7
- (Th 02/20) Background on HMC (MM)
- Rec 8
- (Th 02/27) Discussion of project proposals (MM and JW)
- Rec 9
- (Th 03/05) Sampling discrete parameters (JW)