6.438 Algorithms for Inference
Fall 2019
Instructors: Guy Bresler, Gregory W Wornell
TAs: Brian Lance Hie, Sanjeev R Murty, Basil N Saeed
Lecture:
Tuesdays and Thursdays, 9:30-11am
(32-123)
Recitation: Fridays, 10-11am or 11am-noon
(1-190)
TA Office Hours: Mondays, 4-6pm, Thursdays 4:30-5:30pm
(34-302)
Guy's and Greg's Office Hours: By Appointment
Information:
Introduction to statistical inference with probabilistic graphical models. Directed and undirected graphical models, and factor graphs, over discrete and Gaussian distributions; hidden Markov models, linear dynamical systems. Sum-product and junction tree algorithms; forward-backward algorithm, Kalman filtering and smoothing. Min-sum and Viterbi algorithms. Variational methods, mean-field theory, and loopy belief propagation. Particle methods and filtering. Building graphical models from data, including parameter estimation and structure learning; Baum-Welch and Chow-Liu algorithms. Selected special topics.
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