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AI 601 · Year 5 · Semester 1 · 3 credits · AI & Machine Learning

Probabilistic Machine Learning & Uncertainty Quantification

Gaussian processes, Bayesian deep learning, conformal prediction and distributional regression for calibrated predictive distributions in pricing and capital.

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Topics: Gaussian processes · Variational inference · Bayesian deep learning · Conformal prediction · Distributional regression · Proper scoring rules
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