Basic lectures on neural networks in bayesian framework

MPhil lectures, probability etc

• Some basic definitions required in the next lectures. This is a mess, use for definition of expectation, variance, covariance etc..
• Univariate and multivariate gaussians.
• Bayes rule and simple example.
• Linear regression in bayesian framework.

And..

• Scilab script (1) allowing you to play with various parameters (number of data points, noise in the initial data, alpha in prior, sigma_nu in inference). It shows prediction + error bar at the end.
  To run it (windoze), start scilab, then select File/exec and open the script.

Get Scilab HERE, for a variety of platforms.