Probabilistic models for learning - 4MMMPA6

Goal(s)

The objective of the course is to provide students with basic knowledge and skill in probabilistic models for statistical and machine learning applications. Teaching focuses on concepts of statistical dependence and algorithms for analysis complex and structured data, with a Bayesian perspective. Teaching language is french.

Content(s)

The first part of the course deals with concepts of statistical dependence statistique, covariance, Gaussian vectors and linear regression models(6 weeks). The second part of the course presents an introduction to Bayesian data analysis and to Bayesian algorithms such as Markov chain Monte-Carlo methods (6 weeks). Applications to classification using mixture models are studied.

Basics in probability theory and statistics.