FS-2014

 

 

Lecturers

 

 Prof. Dr. Petros Koumoutsakos
Prof. Dr. Costas Papadimitriou

Teaching Assistants

 

 Dr. Panagiotis Angelikopoulos

Class Room

 

Tuesday: ML J 34.1 :15:00-17:00

Wednesday: ML J 34.1 :12:00-13:00
Slides

Course 1             Tutorial 1

Course 2             Tutorial 2

Course 3             Tutorial 3+Exercise 1

Course 4             Tutorial 4 -Scripts set 1

Course 5             Tutorial 5 –Script set 2+Exercise 2

Course 6-CMA    Tutorial 6 -Scripts set 3

Course 7             Tutorial 7 – Projects Discussion

Course 8             Tutorial 8 – Exercise 3+Scripts for Ex3

Course 9             Tutorial 9 – T-MCMC

Course 10           Tutorial 10 – Scripts set 4
   

 

Useful Links

Laplace Approximations  (Tierney and Kadane 1986) (Proof Ommited in Course 7)

Marginal PDFs and Hessian/Covariance Relationships for Gaussian Random Variables (For Courses 1-6)

Kernel Density Estimation (for matlab) (Courses 8+)

Additional Resources for Exercise 3

 

Documents are password protected – details in class

Final Projects : Participants that wish to apply the methods taught in class to their own research for the final projects are adviced to contact us in person or by e-mail as soon as possible.

 

Last updated: 22/05/2014