exercises for Tue Sep 10

1. On Tue Sep 3 I went through more on the multivariate normal and on Gaussian processes, where Nils Exercise 40 fits in as Bayesian nonparametric machine for spatial interpolation, along with uncertainty assessment. I also commented more on what is now Exercise 2B, with different loss functions.

Then I went through aspects of Exercises 5, 6, 7, leading up to the famous Dirichlet Process, with a definition for P being a Dir(a P_0), etc. We'll do more on this over the coming few weeks. 

2. Exercises for Tue Sep 10: First, do the extension (d) of Exercise 2B, inventing your own loss function with three possible actions: \{do nothing, ask for more data, change the system\}. Then do Exercises 4, 7, 8. For the latter, simulate DIrichlet processes via "brute force on a tiny grid".