Bayesian Statistics: Mixture Models
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Bayesian Statistics: Mixture Models
This course is part of Bayesian Statistics Specialization
Instructor: Abel Rodriguez
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What you'll learn
Explain the basic principles behind the algorithm for fitting a mixture model.
Compute the expectation and variance of a mixture distribution.
Use mixture models to solve classification and clustering problems, and to provide density estimates.
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There are 5 modules in this course
Bayesian Statistics: Mixture Models introduces you to an important class of statistical models. The course is organized in five modules, each of which contains lecture videos, short quizzes, background reading, discussion prompts, and one or more peer-reviewed assignments. Statistics is best learned by doing it, not just watching a video, so the course is structured to help you learn through application.
Some exercises require the use of R, a freely-available statistical software package. A brief tutorial is provided, but we encourage you to take advantage of the many other resources online for learning R if you are interested. This is an intermediate-level course, and it was designed to be the third in UC Santa Cruz's series on Bayesian statistics, after Herbie Lee's "Bayesian Statistics: From Concept to Data Analysis" and Matthew Heiner's "Bayesian Statistics: Techniques and Models." To succeed in the course, you should have some knowledge of and comfort with calculus-based probability, principles of maximum-likelihood estimation, and Bayesian estimation.
This module defines mixture models, discusses its properties, and develops the likelihood function for a random sample from a mixture model that will be the basis for statistical learning.
What's included
9 videos7 readings7 assignments2 peer reviews1 discussion prompt
9 videosβ’Total 94 minutes
- Welcome to Bayesian Statistics: Mixture Modelsβ’4 minutes
- Installing and using Rβ’5 minutes
- Basic definitionsβ’25 minutes
- Mixtures of Gaussiansβ’10 minutes
- Zero-inflated mixturesβ’12 minutes
- Hierarchical representationsβ’8 minutes
- Sampling from a mixture modelβ’5 minutes
- The likelihood functionβ’15 minutes
- Parameter identifiabilityβ’10 minutes
7 readingsβ’Total 70 minutes
- An Introduction to Rβ’45 minutes
- Example of a bimodal mixture of Gaussiansβ’3 minutes
- Example of a unimodal and skewed mixture of Gaussiansβ’3 minutes
- Example of a unimodal, symmetric and heavy tailed mixture of Gaussiansβ’3 minutes
- Example of a zero-inflated negative binomial distributionβ’3 minutes
- Example of a zero-inflated log Gaussian distributionβ’3 minutes
- Sample code for simulating from a Mixture Modelβ’10 minutes
7 assignmentsβ’Total 38 minutes
- Basic definitionsβ’6 minutes
- Mixtures of Gaussiansβ’4 minutes
- Zero-inflated distributionsβ’4 minutes
- The likelihood functionβ’0 minutes
- Identifiabilityβ’0 minutes
- Definition of Mixture Modelsβ’20 minutes
- Likelihood function for mixture modelsβ’4 minutes
2 peer reviewsβ’Total 40 minutes
- Likelihood function for mixture modelsβ’20 minutes
- Simulating from a Mixture Modelβ’20 minutes
1 discussion promptβ’Total 15 minutes
- When are mixture models helpful?β’15 minutes
What's included
4 videos2 readings2 peer reviews1 discussion prompt
4 videosβ’Total 73 minutes
- EM for general mixturesβ’24 minutes
- EM for location mixtures of Gaussiansβ’22 minutes
- EM example 1β’12 minutes
- EM example 2β’14 minutes
2 readingsβ’Total 20 minutes
- Sample code for EM example 1β’10 minutes
- Sample code for EM example 2β’10 minutes
2 peer reviewsβ’Total 120 minutes
- The EM algorithm for Mixture Modelsβ’60 minutes
- The EM algorithm for zero-inflated mixturesβ’60 minutes
1 discussion promptβ’Total 10 minutes
- Mixtures of log-Gaussiansβ’10 minutes
What's included
6 videos2 readings2 peer reviews
6 videosβ’Total 84 minutes
- Markov Chain Monte Carlo algorithms part 1β’13 minutes
- Markov Chain Monte Carlo algorithms, part 2β’14 minutes
- MCMC for location mixtures of normals Part 1β’20 minutes
- MCMC for location mixtures of normals Part 2β’15 minutes
- MCMC Example 1β’11 minutes
- MCMC Example 2β’12 minutes
2 readingsβ’Total 20 minutes
- Sample code for MCMC example 1β’10 minutes
- Sample code for MCMC example 2β’10 minutes
2 peer reviewsβ’Total 120 minutes
- Markov chain Monte Carlo algorithms for Mixture Modelsβ’60 minutes
- The MCMC algorithm for zero-inflated mixturesβ’60 minutes
What's included
7 videos3 readings3 peer reviews
7 videosβ’Total 108 minutes
- Density estimation using Mixture Modelsβ’12 minutes
- Density Estimation Exampleβ’10 minutes
- Mixture Models for Clusteringβ’24 minutes
- Clustering exampleβ’11 minutes
- Mixture Models and naive Bayes classifiersβ’21 minutes
- Linear and quadratic discriminant analysis in the context of Mixture Modelsβ’18 minutes
- Classification exampleβ’10 minutes
3 readingsβ’Total 30 minutes
- Sample code for density estimation problemsβ’10 minutes
- Sample EM algorithm for clustering problemsβ’10 minutes
- Sample EM algorithm for classification problemsβ’10 minutes
3 peer reviewsβ’Total 155 minutes
- MCMC algorithms and density estimationβ’50 minutes
- Classificationβ’45 minutes
- The EM algorithm and density estimationβ’60 minutes
What's included
7 videos5 readings4 assignments1 peer review1 discussion prompt
7 videosβ’Total 91 minutes
- Numerical stabilityβ’15 minutes
- Computational issues associated with multimodalityβ’12 minutes
- Bayesian Information Criteria (BIC)β’11 minutes
- Bayesian Information Criteria Exampleβ’10 minutes
- Estimating the number of components in Bayesian settingsβ’10 minutes
- Estimating the full partition structure in Bayesian settingsβ’18 minutes
- Example: Bayesian inference for the partition structureβ’16 minutes
5 readingsβ’Total 50 minutes
- Sample code to illustrate numerical stability issuesβ’10 minutes
- Sample code to illustrate multimodality issues 1β’10 minutes
- Sample code to illustrate multimodality issues 2β’10 minutes
- Sample code: Bayesian Information Criteriaβ’10 minutes
- Sample code for estimating the number of components and the partition structure in Bayesian modelsβ’10 minutes
4 assignmentsβ’Total 65 minutes
- Bayesian Information Criteria (BIC)β’30 minutes
- Estimating the partition structure in Bayesian modelsβ’20 minutes
- Computational considerations for Mixture Modelsβ’15 minutes
- Estimating the number of components in Bayesian settingsβ’0 minutes
1 peer reviewβ’Total 60 minutes
- BIC for zero-inflated mixturesβ’60 minutes
1 discussion promptβ’Total 30 minutes
- Simplifying Binder's expected loss functionβ’30 minutes
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Reviewed on Feb 10, 2023
I really enjoyed this course! Plenty of examples on how to use Mixture Models in a Machine Learning context. Thanks to Abel and his team for putting together such an useful course.
Reviewed on Jan 19, 2021
I learned a lot about bayesian mixture model, expectation maximization, and MCMC algorithms and their use case in classification and clustering problems. I highly recommend this course.
Reviewed on May 17, 2021
Definitely quite mathematical in nature. Good way to learn about expectation-maximisation algorithm.
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