Information Theory and Bayesian ML

Lecture Notes

  • Set 1: Probability review [notes]
  • Set 2: Measuring information [notes]
  • Set 3: Data compression and source coding [notes]
  • Set 6: Intro to Bayesian statistics [notes]
  • Set 7: Bayesian stats review (post COVID-19 closure) [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
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, market design, and algorithms for large-scale networks.