主要是最近所看文章摘取,细节不再累赘
1 Probability 3
1.1 probability theory 3
1.2 common distributions 5
1.2.1 discrete distributions 6
1.2.2 continuous distributions 8
2 Bayesian Perspective 13
2.1 Introduction 13
2.2 Simple Example 13
2.3 The beta-binomial model 15
2.4 The Dirichlet-multinomial model 17
2.5 Naive Bayes classifiers 20
2.6 Hierarchical Bayes 24
3 Linear regression 28
3.1 Introduction 28
3.2 Robust linear regression 29
3.3 Shrinkage Methods 30
3.3.1 Ridge Regression 30
3.3.2 Lasso Regression(Sparse) 31
3.3.3 Orthogonal Matching Pursuit (OMP)( Sparse) 32
3.3.4 Least Angle Regression( Sparse) 32
3.4 Bayesian linear regression 32
4 Classification 36
4.1 QDA and LDA 37
4.2 Logistic regression 47
4.3 Bayesian Logistic regression 51
5 Kernel Methods 55
5.1 SVM 55
5.2 Gaussian Processes 55
5.3 Relevance Vector Machines 55
6 Mixture Models and EM 55
6.1 Mixture model 55
6.2 EM for GMMs 57
6.3 EM for the Student distribution 59
6.4 EM for probit regression 61
6.5 Theoretical basis for EM 64
6.6 Factor analysis 66
7 Latent Linear Models 66
7.1 PCA 66
7.2 PPCA 66
7.3 ICA 66
8 Variational inference 67
8.1 Introduction 67
8.2 The mean field method 67
8.3 Expectation propagation 67
9 Montel Carlo Sampling 67
9.1 Introduction 67
9.2 Rejection sampling 67
9.3 Importance sampling 67
9.4 Markov chain Monte Carlo 67
9.4.1 Gibbs sampling 67
9.4.2 Metropolis Hastings algorithm 67
10 Graphical Models 68
10.1 Introduction 68
10.2 Hidden Markov model 68
10.3 Generalizations of HMMs 68
10.4 Markov random fields 68