6.438 Algorithms for Estimation and Inference
Fall 2007
Carl Friedrich Gauss and Andrey Andreyevich Markov
Instructors: Gregory W Wornell, Polina Golland
TAs: Venkat B. Chandar, Ying-zong Huang
Lecture:
TR9.30-11
(32-124)
Recitations : F10 and F11
(36-153)
Office Hours: M 4-6, W 4-5
(24-319)
T 1:30-2:30
(36-677)
R 11:15-12:15
(32-D740)
Information:
Estimation and inference problems arising in signal processing, optimization and control, and machine learning. Second-order characterizations of random phenomena. Least squares estimation: orthogonality, and whitening; Wiener filtering. Estimation for state space models: Kalman filters and smoothers, properties, and efficient algorithms. Model estimation: ergodicity, spectral estimation, likelihood calculation, all-pole models and the Levinson algorithm. Estimation for Markov models: particle filters, Viterbi algorithm. Markov random fields and graphical models: Belief Propagation Algorithms and properties; exponential families, variational methods, and max-entropy modeling.
Announcements
6.438 Quizzes and Final Grades
Hi All--On behalf of the whole staff of 6.438, congratulations to you all. All those late nights paid off and you are officially the inaugural group of 6.438 alumni. Your willingness to test-drive this first version of 6.438 has been very helpful and future generations of 6.438'ers will have you to thank for their smoother and more refined experience.
Your quizzes (with final grades) can be picked up in person from the course assistant Tricia O'Donnell (tricia@mit.edu) in 36-677 during the following hours: Monday, Tuesday, and Thursday until 2pm. Wednesday until 4:30pm. Note: she cannot give grades out over the telephone.
Savor the fruits of your labor and all that you have now mastered, and have a wonderful holiday break. It's been a pleasure working with you this term.
Greg, Polina, Venkat, and Ying-zong
Announced on 17 December 2007 9:06 a.m. by Gregory Wornell
Lecture Notes
Dear 6.438 students,
Scribe notes have been posted for all the lectures. Good luck with finals and have a great winter break!
Announced on 13 December 2007 7:23 p.m. by Venkat Chandar
Problem 9.4 is Optional
Announced on 04 December 2007 4:16 p.m. by Venkat Chandar
Office Hours Wednesday
Tomorrow's office hours will be moved back to 5-6.
Announced on 27 November 2007 12:10 p.m. by Venkat Chandar
Problem Set 8 Problem 2c)
Announced on 16 November 2007 12:42 p.m. by Venkat Chandar