ENSAE Paris - École d'ingénieurs pour l'économie, la data science, la finance et l'actuariat

Sampling Methods: from MCMC to Generative Modeling

Enseignant

KORBA Anna

Département : Statistics

Objectif

This course aims at presenting some fundamentals sampling techniques for Bayesian inference and Generative modeling. The emphasis will be on the techniques rather than on the theory, and these techniques will be illustrated with python codes during the course and implemented during the practical sessions.

Plan

MCMC methods

Variational Inference

Generative Modelling