Covers the theory of Markov Chain Monte Carlo (MCMC) sampling and discusses convergence conditions, transition matrix choice, and target distribution evolution.
Covers Maximum Likelihood Estimation properties, applications, and assumptions, providing a comprehensive understanding of MLE concepts and their practical implications.
Explores the consistency and asymptotic properties of the Maximum Likelihood Estimator, including challenges in proving its consistency and constructing MLE-like estimators.
Explores Probabilistic Linear Regression and Gaussian Process Regression, emphasizing kernel selection and hyperparameter tuning for accurate predictions.
Explores the influence of complexity on ergodic properties of symbolic systems, presenting the Curtis-Hedlund-Lyndon Theorem and constructions of minimal subshifts.