Abstract

Lecture 10 & 11 of a lecture series on Information Theory, Pattern Recognition and Neural Networks will be covered. Please see http://www.inference.phy.cam.ac.uk/itprnn_lectures/

Topics that will be covered (to be continued):

Clustering as an example, Laplace’s method, Monte Carlo Methods (I): Importance sampling, rejection sampling, Gibbs sampling, Metropolis method. Schedule: Two one hour lectures will be given, with a 15 minute break in between.

The course used to be a Part III Physics course. Lectures will be given on Monday afternoons – some lectures might be canceled, so please consult talks.cam before each lecture (at least a week’s notice will be given). All are welcome, and encouraged to ask many questions.