An introduction to Bayesian estimation and its application to estimating visual contrast from neural activity.

Taught by: Mehrdad Jazayeri and Josh Tenenbaum, MIT

Video:

• Bayesian methods: brain and cognitive perspectives (1:13:59)

Slides:

• Bayesian tutorial (pdf) - Lecture slides by Mehrdad Jazayeri 
• Bayesian tutorial (keynote) - Lecture slides by Mehrdad Jazayeri 

Additional Resources:

• Exercises
• Tom Griffiths' Reading List on Bayesian Methods
• Mathematicalmonk videos on Machine Learning - Recommended by Josh Tenenbaum as "probably the single best way I can think of for someone to teach themselves machine learning and relevant topics in stats, from both Bayesian and non-Bayesian perspectives"
• Griffiths, T. L., Kemp, C. & Tenenbaum, J. B. (2008) Bayesian models of cognition, in Ron Sun (ed.), The Cambridge handbook of computational cognitive modeling. Cambridge University Press.
• Kording, K. (2007) Decision theory: what “should” the nervous system do?, Science 318(5850):606-610.
• Ghahramani, Z. (2015) Probabilistic machine learning and artificial intelligence, Nature 521:452-459.
• Murphy, K. P. (2007) Conjugate Bayesian analysis of the Gaussian distribution
• Roweis, S. (1999) Gaussian identities
• Conjugate prior Wikipedia page