Nonparametric Bayesian Methods: Models, Algorithms, and Applications
This tutorial is taking place at the University of Cambridge, UK from Wednesday 2020 January 15 to Friday 2020 January 17.
See this link for the latest versions of all tutorials.
Part I: Wednesday, January 15, 4:00 PM – 5:00 PM
Part II: Thursday, January 16, 3:30 PM – 5:00 PM
Part III: Friday, January 17, 3:30 PM – 5:00 PM
Professor Tamara Broderick
This tutorial introduces nonparametric Bayes (BNP) as a tool for
modern data science and machine learning. BNP methods are useful in a
variety of data analyses---including density estimation without
parametric assumptions and clustering models that adaptively determine
the number of clusters. We will demonstrate that BNP allows the data
analyst to learn more from a data set as the size of the data set
grows and see how this feat is accomplished. We will describe popular
BNP models such as the Dirichlet process and Chinese restaurant process,
BNP inference procedures, and recent advances in the field.
Working knowledge of Bayesian data analysis. Know how
to use Bayes' Theorem to calculate a posterior for both discrete and
continuous parametric distributions. Have a basic knowledge of Markov
chain Monte Carlo (especially Gibbs) sampling for posterior
What we won't cover
Gaussian processes are an important branch of nonparametric Bayesian modeling, but we won't have time to cover them here. We'll be focusing on the discrete, or Poisson point process, side of nonparametric Bayesian inference.