Autumn school on Machine Learning, Tbilisi, Georgia, October 3-11, 2019. Repository for the course PPLs with DNNs at Autumn school on Machine Learning, Tbilisi, Georgia, October 3-11, 2019. Slides Slides for Day 1 Slides for Day 2 Notebooks Day 1 Notebooks: students_PPLs_Intro Day 2 Notebooks: students_Bayesian_regression student_simple_model.ipynb BayesianNeuralNetworks Bayesian PCA Variational Auto-Encoders