| Meeting | Notes | Topics | Homework (out) | Homework (due) |
| Jan 6 | | Overview, motivation. Forward simulation: brownian motion, CTMCs | Exercise 1 | |
| Jan 8 | | Forward simulation continued. Motivations for Bayesian nonparametrics. | | |
| Jan 13 | | Background: parametric Bayesian statistics | | |
| Jan 15 | | Dirichlet process: properties and extensions | | Exercise 1 |
| Jan 17 | | | Exercise 2 | |
| Jan 20 | | Inference 1 | | |
| Jan 22 | | Topics in Bayesian non-parametrics | | |
| Jan 24 | | | | Exercise 2 |
| Jan 27 | | Inference 2 | | |
| Jan 28 | | | Exercise 3 | |
| Jan 29 | | Point processes | | |
| Feb 03 | | Point processes | | |
| Feb 05 | | Jump processes | | |
| Feb 07 | | Jump processes | | |
| Feb 10 | Statutory holiday | | | |
| Feb 11 | | | | Exercise 3 |
| Feb 12 | | Diffusions. | | |
| Feb 17 | Reading Break | | | |
| Feb 19 | Reading Break | | | |
| Mar 5 | | | Exercise 4 | |
| Mar 20 | | | | Exercise 4 |
| Apr 20 | | | | Final project |