Web Page for Math 514
Fall Semester 2009
Introduction to Bayesian Scientific Computing
Syllabi
PDF lectures accompanying "Bayesian Scientific Computing", Calvetti & Somersalo, Springer 2007.
Chapter 1 notes, (9/4)
Chapter 2 notes, (9/9) MATLAB code
Chapter 3 notes, (9/11,14,16) MATLAB code
Chapter 5 notes, (9/16) MATLAB code
Chapter 9 notes (plus adaptive Metropolis, Gibbs sampling, and examples) , (9/21-10/9) MATLAB code
Chapter 10 notes (plus conjugate priors and examples), (10/12-21), conjugate prior lecture,
(10/26-28), MATLAB code
Kalman Filter (11/2-9), MATLAB code
Bayesian Image Classification (11/13), MATLAB code
Computer Labs
Homework