ARIN7101 Statistics in Artificial Intelligence Lecturer: Office: Tel No.: E-mail: Tutor: Lecture Time: Venue: Dr. Chenyang Zhang RR120 3917 8314 zhangcys@hku.hk Mr. Chenyang Zhang (RR209, Email: chyzhang@connect.hku.hk) Mr. Jinhong Ni (RR113 Email: jhni@connect.hku.hk) Mr. Jingyi Lu (RR201 Email: lujingyi@connect.hku.hk) Thursday, 7:00 p.m. to 9:50 p.m. CYCP1 Course Description The development of artificial intelligence has revolutionized the theory and practice of statistical learning, while novel statistical learning approaches are becoming an integral part of artificial intelligence. By focusing on the interplay between statistical learning and artificial intelligence, this course reviews the main concepts underpinning classical statistical learning, studies computer-intensive methods for conducting statistical learning, and examines important issues concerning statistical learning drawn upon modern artificial intelligence technologies. Contents include classical frequentist and Bayesian inferences, resampling methods, regularization, introduction on Markov chain and Markov decision process. Texts Used Lecture notes will be provided. No text is required while relevant references are listed as follows: Carlin, B. and Louis, T. (2008). Bayesian Methods for Data Analysis. Third Edition. Chapman and Hall/CRC. Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. and Rubin, D. B. (2014). Bayesian Data Analysis. Third Edition. Chapman and Hall/CRC. Givens, G.H. and Hoeting, J.A. (2005). Computational Statistics. Wiley, New York. Robert, C.P. and Casella, G. (2005). Monte Carlo Statistical Methods (2nd Ed.). Springer, New York. Koller, D. and Friedman, N. (2009). Probabilistic graphical models: principles and techniques. MIT press. Sutton, RS. and Barto, AG., (2018). Reinforcement learning: An introduction. Second Edition. MIT press. Puterman, ML. (2014). Markov decision processes: discrete stochastic dynamic programming. John Wiley & Sons. HKU ARIN7101 (2023-24, Semester 1) 1 ARIN7101 Statistics in Artificial Intelligence Learning Outcomes Upon successful completion of the course, students should understand 1. Introduction on Bayesian Analysis 2. Approximation Inference and Variational Inference 3. Regularization and Model Selection 4. Large Scale Hypothesis Testing 5. Nonparametric Bayesian Analysis 6. Empirical Bayes 7. Bayesian Network 8. Markov Chain and Markov Decision Process 9. Dynamic Programming and Monte Carlo Methods Most importantly, students should be able to apply them to solve practical problems using Python. Teaching and Assessment One 2-hour lecture and one 1-hour tutorial are given per week. Students will take 1 group project and 1 final exam. The final grade will be based on one 2-hour written examination (60% weighting) and a coursework assessment (40% weighting) based on assignments, tutorials and a group project. Partially or wholly copied assignments will be penalized and/or reported as plagiarism. (See university website: http://www.hku.hk/plagiarism) Absence from Class Test If for any reason you are or have been unable to attend a class test, and if you wish to have a supplementary class test, you should write to the lecturer and the General Office of the Department of Statistics and Actuarial Science giving reasons for your absence within 5 days of the absence. A special/suppplementary test is normally granted to those absent from the original test due to illness and with original medical certificate provided. Students absent due to other reasons are not granted a special/supplementary test unless with very special circumstances and with valid documental proofs provided. HKU ARIN7101 (2023-24, Semester 1) 2