Uncertainty Quantification in Engineering and Life Sciences
FS2015
Course information: PDF
Lecturers


Teaching Assistants


Class Room

Tuesday: HG F 5 :15:0017:00 Wednesday: HG F 5 :12:0013:00
Office hour: C floor, CLT (Clausiusstrasse 33) Thursday 10:0011:00 Friday 10:0011:00 
Course Slides 
 Lecture 1  Sup. Material 1, TA hour notes Lecture 2  Sup. Material 2, TA hour notes Lecture 3  Sup. Material 3, TA hour notes, MCS_notes, MCS_MATLAB Lecture 4  Sup. Material 4, TA hour notes Lecture 5  Sup. Material 5 (part 1, part 2), TA hour notes Lecture 6  Sup. Material 6, TA hour notes Lecture 7  (No Sup. Material), TA hour notes Lecture 8  Sup. Material 7+8 (example), TA hour notes, TA_MATLAB Lecture 9  Sup. Material 9, TA hour notes Lecture 10  Sup. Material 10, TA hour notes Lecture 11  Sup. Material 11, TA hour notes Lecture 12  Sup. Material 12, TA hour notes Lecture 13  Sup. Material 13 (extra 1, extra 2), no TA hour notes Lecture 14  no Lecture, no TA hour

Homework 
Exercise 1 (due on September 29)  data Exercise 2 (due on October 13) Exercise 3 (due on October 27)  data Exercise 4 (due on November 10)  data Exercise 5 (due on November 24)  data Exercise 6 (due on December 8)  data
*Note: all homework must be submitted before the end of the lecture 
Useful Links
The intuitive inadequacy of classical statistics, Jaynes (1984)
Bayesian inference in astrophysics, Loredo (1990)
Bayesian system identification, Beck (2014)
Reference Books
Sivia, D.S. & Skilling, J., “Data Analysis: A Bayesian Tutorial 2nd Ed.,” Oxford University Press, 2006.
Jaynes, E.T., “Probability Theory: The Logic of Science,” Cambridge University Press, 2003. [Ch.13 available online for free]
Bishop, C.M., “Pattern Recognition and Machine Learning,” Springer, 2006.
(Click here to check status of books at the Computer Science Library)
MATLAB Tutorial
Summary of MATLAB tutorial (suggest watching the short videos)
Interactive Introduction by U. of Edinburgh (Youtube Video)
Elementary Topics on Probability Theory
Introduction from Pattern Recognition Ch.1
Last updated: 24/11/2015
[HW6 has been added at 12:30pm, 24/11/2015]