### Probability and Statistics explained in the context of deep learning

This article is intended for beginners in deep learning who wish to gain knowledge about probability and statistics and also as a reference for practitioners. In my previous article, I wrote about the concepts of linear algebra for deep learning in a top down approach ( link for the article) (If you do not have enough idea about linear algebra, please read that first).The same top down approach is used here.Providing the description of use cases first and then the concepts. All the example code uses python and numpy.Formulas are provided as images for reuse. Probability is the science of quantifying uncertain things.Most of machine learning and deep learning systems utilize a lot of data to learn about patterns in the data.Whenever data is utilized in a system rather than sole logic, uncertainty grows up and whenever uncertainty grows up, probability becomes relevant. By introducing probability to a deep learning system, we introduce common sense to the system.Otherwise the system would be very brittle and will not be useful.In deep learning, several models like bayesian models, probabilistic graphical models, hidden markov models are used.They depend entirely on probability concepts.

### Gaussian-binary Restricted Boltzmann Machines on Modeling Natural Image Statistics

We present a theoretical analysis of Gaussian-binary restricted Boltzmann machines (GRBMs) from the perspective of density models. The key aspect of this analysis is to show that GRBMs can be formulated as a constrained mixture of Gaussians, which gives a much better insight into the model's capabilities and limitations. We show that GRBMs are capable of learning meaningful features both in a two-dimensional blind source separation task and in modeling natural images. Further, we show that reported difficulties in training GRBMs are due to the failure of the training algorithm rather than the model itself. Based on our analysis we are able to propose several training recipes, which allowed successful and fast training in our experiments. Finally, we discuss the relationship of GRBMs to several modifications that have been proposed to improve the model.

### Delayed acceptance ABC-SMC

Approximate Bayesian computation (ABC) is now an established technique for statistical inference used in cases where the likelihood function is computationally expensive or not available. It relies on the use of a model that is specified in the form of a simulator, and approximates the likelihood at a parameter $\theta$ by simulating auxiliary data sets $x$ and evaluating the distance of $x$ from the true data $y$. However, ABC is not computationally feasible in cases where using the simulator for each $\theta$ is very expensive. This paper investigates this situation in cases where a cheap, but approximate, simulator is available. The approach is to employ delayed acceptance Markov chain Monte Carlo (MCMC) within an ABC sequential Monte Carlo (SMC) sampler in order to, in a first stage of the kernel, use the cheap simulator to rule out parts of the parameter space that are not worth exploring, so that the "true" simulator is only run (in the second stage of the kernel) where there is a reasonable chance of accepting proposed values of $\theta$. We show that this approach can be used quite automatically, with the only tuning parameter choice additional to ABC-SMC being the number of particles we wish to carry through to the second stage of the kernel. Applications to stochastic differential equation models and latent doubly intractable distributions are presented.

### An unsupervised bayesian approach for the joint reconstruction and classification of cutaneous reflectance confocal microscopy images

This paper studies a new Bayesian algorithm for the joint reconstruction and classification of reflectance confocal microscopy (RCM) images, with application to the identification of human skin lentigo. The proposed Bayesian approach takes advantage of the distribution of the multiplicative speckle noise affecting the true reflectivity of these images and of appropriate priors for the unknown model parameters. A Markov chain Monte Carlo (MCMC) algorithm is proposed to jointly estimate the model parameters and the image of true reflectivity while classifying images according to the distribution of their reflectivity. Precisely, a Metropolis-whitin-Gibbs sampler is investigated to sample the posterior distribution of the Bayesian model associated with RCM images and to build estimators of its parameters, including labels indicating the class of each RCM image. The resulting algorithm is applied to synthetic data and to real images from a clinical study containing healthy and lentigo patients.

### Bayesian Non-Homogeneous Markov Models via Polya-Gamma Data Augmentation with Applications to Rainfall Modeling

Discrete-time hidden Markov models are a broadly useful class of latent-variable models with applications in areas such as speech recognition, bioinformatics, and climate data analysis. It is common in practice to introduce temporal non-homogeneity into such models by making the transition probabilities dependent on time-varying exogenous input variables via a multinomial logistic parametrization. We extend such models to introduce additional non-homogeneity into the emission distribution using a generalized linear model (GLM), with data augmentation for sampling-based inference. However, the presence of the logistic function in the state transition model significantly complicates parameter inference for the overall model, particularly in a Bayesian context. To address this we extend the recently-proposed Polya-Gamma data augmentation approach to handle non-homogeneous hidden Markov models (NHMMs), allowing the development of an efficient Markov chain Monte Carlo (MCMC) sampling scheme. We apply our model and inference scheme to 30 years of daily rainfall in India, leading to a number of insights into rainfall-related phenomena in the region. Our proposed approach allows for fully Bayesian analysis of relatively complex NHMMs on a scale that was not possible with previous methods. Software implementing the methods described in the paper is available via the R package NHMM.