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6.437  Inference and Information

Spring 2015

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Reverend Thomas Bayes

Instructors: Stefanie Jegelka, Gregory W Wornell

TAs: Guolong Su, Xuhong Zhang

Lecture:  Tuesdays and Thursdays, 9:30-11am  (32-155)
Recitation:  Fridays, 10-11am or 11am-noon  (4-153)
TA Office Hours:  Mondays, 4-6pm (24-310); Mondays, 7-8pm (24-310); Thursdays, 3-4pm (Stata D-tower 6th floor lounge) 
Greg's and Stefanie's Office Hours:  By appointment   

Information: 

Introduction to principles of Bayesian and non-Bayesian statistical inference. Hypothesis testing and parameter estimation, sufficient statistics; exponential families; EM algorithm. 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 special topics such as universal prediction and compression.

ACCESS TO THE WEBSITE is limited to the students enrolled in the course as LISTENERS or FOR CREDIT. Please talk to us in class about registering and getting access to the web site. You can download the general information handout by clicking on the "General Info" tab on the left, even if you are not enrolled in the course.

Announcements

Midterm Quiz Reminder and Problem Set 5 Extension

Dear 6.437 aficionados--

As mentioned in class today, our first quiz is next week: Wednesday, March 18, 7-10pm, in our lecture room 32-155. The quiz will be closed book, but you may bring two 8.5x11" sheets of notes (both sides) to the quiz. The material covered will be through today's lecture and through Problem Set 4, and through last week's recitation.

Also, by popular demand, to allow you a bit more time to prepare for the quiz, we will delay the due date for Problem Set 5 until after the quiz: specifically, the new due date is Friday, March 20 in recitation. (You are of course welcome to turn it in earlier if you like.)

Finally, there will be additional TA office hours during quiz week, the details of which Guolong and Lisa will email the class shortly.

See you Thursday,
Greg and Stefanie

Announced on 10 March 2015  5:55  p.m. by Gregory W Wornell

Problem Set 1 Due Date Extended 1 More Day

Hi All--

Since the Institute is also closed today due to the aftermath of the snowstorm, we aren't able to hold our planned office hours. As a result, we are now rescheduling today's already rescheduled office hours for tomorrow (Wednesday, Feb. 11). They will still be 4-6pm and 7-8pm, and will still be held in 32-044.

With this change, we are also extending the due date for Problem Set 1 by one more day: it will now be due Thursday (Feb. 12) at 11am in class.

Subsequent office hours and problem set due dates remain unchanged. The lecture schedule in the information sheet will be revised to take into account today's cancelled lecture.

Stay warm, and be on the lookout for ice worms.

Greg and Stefanie

Announced on 10 February 2015  12:56  p.m. by Gregory W Wornell

Problem Set 1 Due Date Extended 1 Day

Hi All--

Since the Institute is closed today due to the snowstorm, we aren't able to hold our planned office hours. As a result, we are rescheduling today's office hours for tomorrow (Tuesday, Feb. 10). They will be 4-6pm and 7-8pm, and will be held in 32-044. With this change, we are also extending the due date for Problem Set 1 by one day: it will now be due Wednesday (Feb. 11) at 11am in 36-677. You may of course still hand it in in lecture tomorrow as originally planned if you prefer.

Subsequent office hours and problem set due dates remain unchanged.

Stay warm, and don't forget to feed the malamutes.
Greg and Stefanie

Announced on 09 February 2015  11:01  a.m. by Gregory W Wornell