IPAM Graduate Summer School 2011
PDFs of Iain Murray’s slides:
- Introduction to Bayesian Machine Learning
- Introduction to Monte Carlo (part 1)
- Introduction to Monte Carlo (part 2)
The official site no longer seems to host the videos of the talks.
You may also be interested in a practical exercise from a previous summer school, or a more complete set of slides on Gaussian processes.
You’ll notice that the second set of Monte Carlo slides contains slides on estimating normalizing constants. I didn’t have time to cover this material, and it probably isn’t clear from the slides alone. You might check my PhD thesis, or you could watch the second half of the second part of a previous incarnation of my lectures on Monte Carlo and MCMC.