applied-statistics-reading-group

Subject Material to be covered

The reading group aims to cover three broad classes of subject matter.

1. Basic Relevant Mathematical Background

• Fourier Transforms
• Laplace Transforms
• Systems of Differential Equations

2. Network Models

• Introduction to Tensorflow
• Feedforward networks (as commonly used in Machine Learning)
• Alternative Network Structures

3. Bayesian Analysis

• Introduction to process of Bayesian Model fitting
• Hamiltonian Monte Carlo
• Variational Methods
• Expectation Propagation
• Likelihood Free Inference
• Adaptive sampling methods

The material need not be covered in a linear fashion, and serves mostly as a topical reference. Especially mathematical ideas that serve as foundations for any of the methods discussed, can be introduced at the most opportune timepoint to facilitate understanding.

Presentation Guidelines

We devise the following guidelines for presentation of any given topic. Importantly, not all points in the list must be fullfilled by a single day's presentation. However a full covering of a topic, which may span multiple presentations, should include all elements listed.

1. Solid, first principles derivation of method

2. Discussion of generality of methodology

• Types of questions that can be attacked
• Areas of applications

3. Discussion of relevant Technology

• Libraries
• Programming languages

4. One fully solved example

• Math
• Code

5. Papers / Journals / People / Blogs, to check ....

6. A full set of notes including code, derivations and some prose to connect the dots

Note, the concept 'first principle' is used vaguely here. It is not necessary to derive everything rigorously from scratch, but rather meant as a reminder to use a simple enough starting point, such that everyone can be assumed to get the basic idea, and develop a solid line of reasoning from there, which should be, as much as possible, self-contained.

Philosophy of the Reading Group

This is explicitly meant to be a 'learning group' rather than a traditional seminar group. We, as a group, will focus on learning and implementing methods. The meetings are not envisioned as lectures, but hands-on and discussion based. Guided, but not solely carried, by the respective presenter.

Contributors (credit shared equally):

• Tyler Barnes-Diana
• Jatan Buch (@jtbuch)
• Alexander Fengler (@AlexanderFengler)
• Babak Hemmatian (@BabakHemmatian)