| Abstract: |
Bayesian methods provide a sound statistical framework for modelling
and decision making. However, most simple parametric models are not
realistic for modelling real-world data. Non-parametric models are much
more flexible and therefore are much more likely to capture our beliefs
about the data. They also often result in much better predictive
performance.
I will give a survey/tutorial of the field of non-parametric Bayesian
statistics from the perspective of machine learning. Topics will
include:
* The need for non-parametric models
* Gaussian processes and their application to classification,
regression, and other prediction problems
* Chinese restaurant processes, different constructions,
Pitman-Yor processes
* Dirichlet processes, Dirichlet process mixtures, Hierarchical
Dirichlet processes and infinite HMMs
* Polya trees
* Dirichlet diffusion trees
* Time permitting, some new work on Indian buffet processes |