Information Theory and Bayesian ML

Siddhartha Banerjee

Last updated on Jun 17, 2020

Lecture Notes

Set 1: Probability review [notes]

Set 2: Measuring information [notes]

Set 3: Data compression and source coding [notes]

Set 4: Stream codes [notes]

Set 5: Channel coding [notes]

Set 6: Intro to Bayesian statistics [notes]

Set 7: Bayesian stats review (post COVID-19 closure) [notes]

Set 8: Bayesian networks [notes]

Set 9: Monte Carlo methods [notes]

Set 10: Basic Bayesian regression [notes]

Set 11: Gaussian processes and GP regression [notes]

Set 12: Decision theory - basics, MDPs and reinforcement learning [notes]

Siddhartha Banerjee

Associate Professor

Sid Banerjee is an associate professor in the School of Operations Research at Cornell, working on topics at the intersection of data-driven decision-making and stochastic control, economics and computation, and large-scale network algorithms.