Other topics

Other topics which we covered (I will be adding these materials to the online version soon):

• Bayesian regularisation from optimisation perspective

• Laplace approximation

• Bayesian optimisation

• Kronecker product (is already partially covered in “LGCP” chapter)

• Log-Gaussian Cox process (LGCP) (is already partially covered in “LGCP” chapter)

• Renewal equation

• Hilbert Space Gaussian Process approximation (HSGP)

• Active learning

• Variational autoencoders (VAEs)

Further interesting topics which we did not have time for (but I might add an online version in the future):

• Hidden Markov Models, in detail

• Variational inference

• Bayesian neural networks