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Bayesian Methods Reading List

12 [deleted] 22 March 2011 12:25PM

I'm reading this for fun -- tutorials and book recommendations on the Bayesian methods toolboox with a cognitive science/machine learning slant.   Comes from the Computational Cognitive Science Lab at Berkeley.  I recommend the general 2008 tutorial. 

Useful stuff included in tutorial:

Parameter estimation

Model selection

Why Occam's Razor emerges naturally from the Conservation of Expected Evidence

Graphical models

Hierarchical Bayesian models

Comments (8)

Comment author: Cyan 22 March 2011 02:13:54PM 2 points [-]

Once (generic *)you finish the list (or feel competent at the math-heavy stuff on it, anyway) I recommend reading up on Bayesian nonparametric methods. I'm particularly fond of Gaussian process regression.

Comment author: jsteinhardt 22 March 2011 09:43:12PM 2 points [-]

I like this source for Bayesian nonparametrics; the disadvantage is that it's mostly scribe notes, but a lot of the referenced papers are well-written and explain important material.

Comment author: Zachary_Kurtz 23 March 2011 06:20:19PM 1 point [-]

Thanks... this should come in handy in my computational research in systems biology

Comment author: Cyan 23 March 2011 06:43:44PM *  1 point [-]

Out of professional curiosity, what is the focus of your research? (I'm a postdoc statistician at the Ottawa Institute of Systems Biology.)

Comment author: Zachary_Kurtz 23 March 2011 09:06:39PM 1 point [-]

Not completely defined at the moment since I'm a 1st year PhD student at NYU, and currently doing rotations. It'll be something like comparative genomics/regulatory networks to study evolution of bacteria or perhaps communities of bacteria.

Comment author: Cyan 24 March 2011 12:04:13AM *  3 points [-]

Then you may be interested in the research of Michael I. Jordan. (The computational biology link will probably be the most useful to you, but as you can see from the diversity of applications, he's quite the generalist.)

Comment author: Zachary_Kurtz 24 March 2011 03:43:23PM 1 point [-]

AWesome, thanks!

Comment author: Dr_Manhattan 24 March 2011 06:05:12PM 0 points [-]

For Bayesian networks you can probably to better than Pearl. Adnan Darwiche or Daphne Koller's books are better textbooks, unless you're interested specifically in causality.