Tutorial on Bayesian Methods
Presented at the Workshop on Maximum Entropy and Bayesian Methods, held in Santa Fe, New Mexico, July 31, 1995 by
Wray Buntine
Wray.Buntine@hiit.fi
Written while at RIACS and Heuristicrats Research Inc.
Peter Cheeseman, Caelum Research Corp.
Computational Sciences Division
NASA Ames Research Center, MS 269-2
Moffett Field, CA, 94035-1000
[voice] +1 (415) 604-4946
cheesem@ptolemy.arc.nasa.gov
Outline
Parts of the tutorial are included below.
Slides are in Postscript (Version 3.0) generated at 4 slides per page.
When viewed you usually only see one slide at a time,
so it is best to print the slides. Files with extension .gz have been compressed using gzip, available from
The Free Software Foundation .
- Basic probability theory
- an introduction to the laws of probability by Peter;
this and the next three topics
(4 slides per page totalling 8 pages)
(pdf 44 KB)
(ps 162 KB)
(ps.gz 49 KB)
- Simple examples of Bayesian inference
- reasoning about a double-headed coin, and HIV-tests, by Peter
- Types of probabilistic inference
- outlining induction, transduction, projective, MAP and direct
inference, by Peter
- Advanced modeling
- considers overfitting, subjectivity, and Occam's razor,
by Wray;
(4 slides per page totalling 5 pages)
(pdf 61 KB)
(ps 414 KB)
(ps.gz 46 KB)
- Case studies
- by Peter; not included
- Graphical models
- techniques for Bayesian modeling in the large, by Wray
(4 slides per page totalling 3 pages)
(pdf 57 KB)
(ps 484 KB)
(ps.gz 74 KB)
- Decisions and Computation
- introduction to decision theory and some computational methods,
by Wray
(pdf 40 KB)
(ps 312 KB)
(ps.gz 36 KB)
- Other views and ideas
- by Wray (4 slides per page totalling 4 pages)
(pdf 33 KB)
(ps 238 KB)
(ps.gz 21 KB)
- Additional slides
- Polynomial fits
(pdf 25 KB)
(ps 41 KB)
(ps.gz 12 KB)
- Posterior samples
(pdf 29 KB)
(ps 45 KB)
(ps.gz 13 KB)
- Selected references
- List
(pdf 52 KB)
(ps 40 KB)
(ps.gz 13 KB).
Two references of note (from many excellent texts and references) are
- Bayesian Theory by J.M. Bernardo and A.F.M. Smith, John Wiley,
1994; a reference book
- Bayesian Data Analysis by A. Gelman and J.B. Carlin
and H.S. Stern and D.B. Rubin, Chapman & Hall, 1995;
a graduate text book
Relevant on-line books and articles
Related pages of interest
- Uncertainty
in Artificial Intelligence:
- area applies probabilistic reasoning to problems
in intelligent systems,
expert systems, planning, diagnosis, learning.
- Inst. of Statistics and
Decision Sciences, Duke Univ.
- contains pointers to lots of good statistical stuff
- International Society
for Bayesian Analysis
- annual conferences
- Pattern
Recognition Information
- some pointers to good pattern recognition stuff
- Bretthorst's site
- for Bayesian and Maximum Entropy papers
Updated 5 May 2007 by Kenneth M. Hanson
wray@Ultimode.COM