README.md

Probabilistic machine learning

- Bayesian neural network

we compare the non-Bayesian and Bayesian neural network which share similar architecture. Bayesian NN provides uncertainty in its prediction while non-Bayesian NN only provides point esitmates. MNIST dataset is used.

- GMM_EM

EM algorithm in Gaussian mixture model

Derive EM algorithmm for general case. Implement EM algorithms for GMM.