Explores computing density of states and Bayesian inference using importance sampling, showcasing lower variance and parallelizability of the proposed method.
Covers maximum likelihood estimation to estimate parameters by maximizing prediction accuracy, demonstrating through a simple example and discussing validity through hypothesis testing.
Explores linear regression from a statistical inference perspective, covering probabilistic models, ground truth, labels, and maximum likelihood estimators.
Explores the Stein Phenomenon, showcasing the benefits of bias in high-dimensional statistics and the superiority of the James-Stein Estimator over the Maximum Likelihood Estimator.