-
Notifications
You must be signed in to change notification settings - Fork 7
/
syllabus.html
258 lines (237 loc) · 12.7 KB
/
syllabus.html
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
<!DOCTYPE html>
<html xmlns="http://www.w3.org/1999/xhtml"
xmlns:og="http://ogp.me/ns#"
xmlns:fb="https://www.facebook.com/2008/fbml">
<head>
<title>Syllabus</title>
<!-- Using the latest rendering mode for IE -->
<meta http-equiv="X-UA-Compatible" content="IE=edge">
<meta charset="utf-8">
<meta name="viewport" content="width=device-width, initial-scale=1.0">
<!-- Open Graph tags -->
<meta property="og:type" content="article"/>
<meta property="og:title" content="Syllabus"/>
<meta property="og:url" content="http://iacs-courses.seas.harvard.edu/courses/am207/syllabus.html"/>
<!-- Bootstrap -->
<link rel="stylesheet" href="http://iacs-courses.seas.harvard.edu/courses/am207/theme/css/bootstrap.flatly.min.css" type="text/css"/>
<link href="http://iacs-courses.seas.harvard.edu/courses/am207/theme/css/font-awesome.min.css" rel="stylesheet">
<link href="http://iacs-courses.seas.harvard.edu/courses/am207/theme/css/pygments.css" rel="stylesheet">
<link rel="stylesheet" href="http://iacs-courses.seas.harvard.edu/courses/am207/theme/css/style.css" type="text/css"/>
<!-- JavaScript plugins (requires jQuery) -->
<script src="http://code.jquery.com/jquery.js"></script>
<link href="http://iacs-courses.seas.harvard.edu/courses/am207/feeds/all.atom.xml" type="application/atom+xml" rel="alternate"
title="AM207 ATOM Feed"/>
<style type="text/css">
/* Overrides of notebook CSS for static HTML export */
div.entry-content {
overflow: visible;
padding: 8px;
}
.input_area {
padding: 0.2em;
}
a.heading-anchor {
white-space: normal;
}
.rendered_html
code {
font-size: .8em;
}
pre.ipynb {
color: black;
background: #f7f7f7;
border: none;
box-shadow: none;
margin-bottom: 0;
padding: 0;
margin: 0px;
font-size: 13px;
}
img.anim_icon{padding:0; border:0; vertical-align:middle; -webkit-box-shadow:none; -box-shadow:none}
div.cell{width:100%;padding:5px 5px 5px 0px;margin:2px 0px 2px 7px;outline:none;}
div.prompt{width:11ex;padding:0.4em;margin:0px;font-family:monospace;text-align:right;line-height:1.231em;display:none;}
/*
div.input_prompt{color:navy;border-top:1px solid transparent;}
div.output_scroll{height:24em;width:100%;overflow:auto;border-radius:4px;-webkit-box-shadow:inset 0 2px 8px rgba(0, 0, 0, 0.8);-moz-box-shadow:inset 0 2px 8px rgba(0, 0, 0, 0.8);box-shadow:inset 0 2px 8px rgba(0, 0, 0, 0.8);}
div.output_collapsed{margin:0px;padding:0px;display:-webkit-box;-webkit-box-orient:vertical;-webkit-box-align:stretch;display:-moz-box;-moz-box-orient:vertical;-moz-box-align:stretch;display:box;box-orient:vertical;box-align:stretch;width:100%;}
div.output_prompt{color:darkred;}*/
</style>
<script src="http://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS_HTML" type="text/javascript"></script>
<script type="text/javascript">
init_mathjax = function() {
if (window.MathJax) {
// MathJax loaded
MathJax.Hub.Config({
config: ['MMLorHTML.js'],
jax: ['input/TeX','output/HTML-CSS'],
TeX: { extensions: ['AMSmath.js','AMSsymbols.js','noErrors.js','noUndefined.js'], equationNumbers: { autoNumber: 'AMS' } },
extensions: ['tex2jax.js','mml2jax.js','MathMenu.js','MathZoom.js'],
tex2jax: {
inlineMath: [ ['$','$'], ['\\(','\\)'] ],
displayMath: [ ['$$','$$'], ['\\[','\\]'] ],
processEscapes: true
},
//displayAlign: 'left', // Change this to 'center' to center equations.
"HTML-CSS": {
styles: { '.MathJax .mo, .MathJax .mi': {color: 'black ! important'}}
}
});
MathJax.Hub.Queue(["Typeset",MathJax.Hub]);
}
}
init_mathjax();
</script>
</head>
<body>
<nav class="navbar navbar-default navbar-fixed-top" role="navigation">
<div class="container">
<div class="navbar-header">
<button type="button" class="navbar-toggle" data-toggle="collapse" data-target=".navbar-ex1-collapse">
<span class="sr-only">Toggle navigation</span>
<span class="icon-bar"></span>
<span class="icon-bar"></span>
<span class="icon-bar"></span>
</button>
<a href="http://iacs-courses.seas.harvard.edu/courses/am207/index.html" class="navbar-brand">AM207</a>
</div>
<div class="collapse navbar-collapse navbar-ex1-collapse">
<ul class="nav navbar-nav">
<li><a href="http://iacs-courses.seas.harvard.edu/courses/am207/schedule.html">Schedule</a></li>
<li><a href="http://iacs-courses.seas.harvard.edu/courses/am207/syllabus.html">Syllabus</a></li>
<li><a href="http://iacs-courses.seas.harvard.edu/courses/am207/policies.html">Policies</a></li>
<li><a href="http://iacs-courses.seas.harvard.edu/courses/am207/resources.html">Resources</a></li>
<li><a href="http://iacs-courses.seas.harvard.edu/courses/am207/contact.html">Contact</a></li>
</ul>
<ul class="nav navbar-nav navbar-right">
<li><a href="http://iacs-courses.seas.harvard.edu/courses/am207/archives.html"><i class="icon-th-list"></i>Archives</a></li>
</ul>
</div>
<!-- /.navbar-collapse -->
</div>
</nav>
<!-- /.navbar -->
<div class="container">
<div class="row">
<div class="col-lg-9">
<section id="content" class="body">
<h2 class="entry-title">Syllabus</h2>
<div class="entry-content">
<h3>Course Grade</h3>
<p class="text-primary">
Your course grade is calculated as:
<ul>
<li>60% Homeworks </li>
<li>5% Participation </li>
<li>35% Final project </li>
</ul>
</p>
<p>There will be a piazza page for all discussions and announcements. Participation in these discussions, as well as coming to class (for non-extension students) counts 5% towards your grade.</p>
<p>The course will be taught using Python as the language of implementation. You are strongly encouraged to use Python for your project and homework.</p>
<h3>Homeworks</h3>
<p>There will be 10 problem sets during the semester. Problem sets are handed out weekly (on Thursday, after class) and are due the following Wednesday, at 11.59PM, unless otherwise announced.</p>
<h3>Labs</h3>
<p>We will have 12 labs during the semester given on Friday at 11:00am-12:30pm. The goal of the labs is to go through some real world problems while reviewing the material from class. The labs will be helpful in doing the homework: you are strongly encouraged to attend. Since the lab also does real world applications, it will help you do your project.</p>
<h3>Projects</h3>
<p>In addition to the homework there will be a final project. The final project will be done over a period of 5 weeks, the first two of which will be concommitant with homeworks. In these two weeks, you will be expected to come up with and submit a proposal for the final project. There will be no homework for the last three weeks of the course, so as to provide you ample time to work on your project.</p>
<p>You will be expected to produce a written paper and a poster to showcase your project. All code used for the project must also be submitted.</p>
<h3>Topics</h3>
<p>These are the topics which will be covered in class. The list below reflects a rough ordering of topics. The actual order will likely shift around a bit.</p>
<h4>INTRODUCTORY MATERIALS</h4>
<ol>
<li>Course logistics and a preview of all methods. Main motivations: Integration, simulation of distribution, probabilities (MLE and Bayes), optimization, dynamic process. </li>
<li>Introductory materials: Probabilities, distributions, regression and some linear algebra.</li>
</ol>
<h4>BASIC MONTE CARLO METHODS</h4>
<ol>
<li>Review of random numbers, basic Monte Carlo and techniques to evaluate accuracy and precision.</li>
<li>Basic Monte Carlo with variance reduction. Comparison of different approaches and non-MC</li>
</ol>
<h4>BAYESIAN FORMALISM</h4>
<ol>
<li>Bayesian Formalism, priors, posteriors, MAP, marginal distributions.</li>
<li>Bayesian Regression, Generative Models, etc</li>
</ol>
<h4>MARKOV CHAIN MONTE CARLO (MCMC)</h4>
<ol>
<li>Markov model. MCMC, proof of detailed balance, multivariate MCMC.</li>
<li>Variance reduction in MCMC. More examples and comparisons. Techniques for determining mixing and convergence.</li>
<li>Gibbs sampling. </li>
<li>More Gibbs sampling and data augmentation.</li>
</ol>
<h4>ADVANCED MCMC METHODS</h4>
<ol>
<li>Slice MC and multivariate Slice MC</li>
<li>Hamiltonian MC</li>
<li>Multi Nest and Emcee, parallel tempering</li>
</ol>
<h4>OPTIMIZATION</h4>
<ol>
<li>Simulated Annealing</li>
<li>Genetic Algorithms</li>
<li>Stochastic Gradient descent</li>
</ol>
<h4>DYNAMIC SYSTEMS</h4>
<ol>
<li>Time Series, stationarity, ARIMA etc</li>
<li>Hidden Markov Models, Viterbi, Kalman filters etc</li>
<li>Sequential Monte Carlo and particle filters</li>
<li>Gaussian Processes</li>
</ol>
<h4>PROBABILISTIC MODELS</h4>
<ol>
<li>EM mixture model </li>
<li>Probabilistic Graphical Models</li>
<li>(if time permits) Bayesian Averaging</li>
</ol>
<h4>PROJECT PREPARATIONS AND DISCUSSIONS</h4>
</div>
</section>
</div>
<div class="col-lg-3 well well-sm" id="sidebar">
<aside>
<section>
<ul class="list-group list-group-flush">
<li class="list-group-item"><h4><i class="icon-home icon-large"></i>Class Material</h4></li>
<li class="list-group-item">
<a href="http://iacs-courses.seas.harvard.edu/courses/am207/tag/homeworks.html">
<i class="icon-folder-open icon-large"></i>homeworks
</a>
</li>
<li class="list-group-item">
<a href="http://iacs-courses.seas.harvard.edu/courses/am207/tag/labs.html">
<i class="icon-folder-open icon-large"></i>labs
</a>
</li>
<li class="list-group-item">
<a href="http://iacs-courses.seas.harvard.edu/courses/am207/tag/projects.html">
<i class="icon-folder-open icon-large"></i>projects
</a>
</li>
<li class="list-group-item">
<a href="http://iacs-courses.seas.harvard.edu/courses/am207/tag/lectures.html">
<i class="icon-folder-open icon-large"></i>lectures
</a>
</li>
<!--li class="list-group-item"><a href="http://iacs-courses.seas.harvard.edu/courses/am207/tags.html"><h4><i class="icon-tags icon-large"></i>Tags</h4></a></li-->
<li class="list-group-item"><h4><i class="icon-external-link icon-large"></i>Class Links</h4></li>
<li class="list-group-item"><a href="https://piazza.com/harvard/spring2014/am207/home"><i class="icon-external-link"></i>Piazza</a></li>
<li class="list-group-item"><a href="http://cm.dce.harvard.edu/2014/02/24104/publicationListing.shtml"><i class="icon-external-link"></i>Videos</a></li>
<li class="list-group-item"><a href="http://isites.harvard.edu/icb/icb.do?keyword=k102129&login=yes"><i class="icon-external-link"></i>ISite</a></li>
<li class="list-group-item"><h4><i class="icon-external-link icon-large"></i>Other Links</h4></li>
<li class="list-group-item"><a href="http://docs.scipy.org/doc/numpy/reference/"><i class="icon-external-link"></i>Numpy</a></li>
<li class="list-group-item"><a href="http://docs.scipy.org/doc/scipy/reference/"><i class="icon-external-link"></i>Scipy</a></li>
<li class="list-group-item"><a href="http://pandas.pydata.org/pandas-docs/dev/"><i class="icon-external-link"></i>Pandas</a></li>
<li class="list-group-item"><a href="http://matplotlib.org/api/index.html"><i class="icon-external-link"></i>Matplotlib</a></li>
<li class="list-group-item"><a href="https://github.com/pymc-devs/pymc"><i class="icon-external-link"></i>PyMC3</a></li>
<li class="list-group-item"><a href="http://iacs.seas.harvard.edu"><i class="icon-external-link"></i>IACS</a></li>
</ul>
</section>
</aside> </div>
</div>
</div>
<!-- Include all compiled plugins (below), or include individual files as needed -->
<script src="http://iacs-courses.seas.harvard.edu/courses/am207/theme/js/bootstrap.min.js"></script>
<!-- Enable responsive features in IE8 with Respond.js (https://github.com/scottjehl/Respond) -->
<script src="http://iacs-courses.seas.harvard.edu/courses/am207/theme/js/respond.min.js"></script>
</body>
</html>