MIT Subject Listing & Schedule
IAP/Spring 2021 Search Results

Searched for:

1 subject found.

6.437 Inference and Information

()
Prereq: 6.008, 6.041B, or 6.436
Units: 4-0-8
https://eecs.scripts.mit.edu/eduportal/__How_Courses_Will_Be_Taught_Online_or_Oncampus__/S/2021/#6.437
Lecture: TR9.30-11 (VIRTUAL) Recitation: F1 (VIRTUAL) or F2 (VIRTUAL) +final

Introduction to principles of Bayesian and non-Bayesian statistical inference. Hypothesis testing and parameter estimation, sufficient statistics; exponential families. EM agorithm. Log-loss inference criterion, entropy and model capacity. Kullback-Leibler distance and information geometry. Asymptotic analysis and large deviations theory. Model order estimation; nonparametric statistics. Computational issues and approximation techniques; Monte Carlo methods. Selected topics such as universal inference and learning, and universal features and neural networks.
G. Wornell
No textbook information available