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6.438  Algorithms for Estimation & Inference

Fall 2008

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Carl Friedrich Gauss and Andrey Andreyevich Markov

Instructors: William T Freeman, Gregory W Wornell

TAs: Hyun Sung Chang, Emily Beth Fox, Charles Swannack

Lecture:  TR9.30-11  (32-124)
Recitation 1:  F10-11  (36-153)
Recitation 2:  F11-12  (36-153)    

Information: 

Introduction to models and algorithms for efficient estimation and inference. Linear estimation via inner product spaces, Karhunen-Loeve expansions, Cholesky decompositions. Linear state-space models, Kalman filtering, RTS algorithm. Asymptotics, non-linear extensions and particle filtering. Autoregressive modeling and linear prediction; RLS and Levinson algorithms. Hidden Markov models; forward-backward, Viterbi, and Baum-Welch algorithms. Introduction to graphical models and belief propagation; sum-product, min-sum, and junction tree algorithms. Selected special topics such as variational methods and mean field theory.

Announcements

6.438 Quizzes and Grades

After a rather intense term you are now officially 6.438 alumni...congratulations on all your hard work!

You can pick up your graded quizzes with final grade assignments (in person) from Tricia, our course assistant, in 36-677. This week, Tricia is in all day Wednesday, Thursday morning, but not Friday. She is also in Monday and Tuesday mornings of next week.

Also, solutions to the quiz, and the quiz score histogram are now posted on the web site.

Enjoy the holidays, and keep in touch.
Greg, Bill, Hyun, Emily, and Charles

Announced on 16 December 2008  7:26  p.m. by Gregory Wornell

please fill out course evaluation survey, at https://sixweb.mit.edu, if you haven't alread

Thank you, those of you who have filled-out the on-line course evaluation survey, at https://sixweb.mit.edu.  For those who haven't, I believe the deadline for adding your comments is Sunday, Dec. 14.  We read your comments carefully, and thank you for the time you spend to write your comments.

Have a good holiday and break!

--Bill (and Greg)

Announced on 13 December 2008  11:15  p.m. by William Freeman

Problem Set 9 Changes and Comments

Dear class,

Please make a note of the following 3 important points regarding Problem Set 9:

(1) In Problem 9.1, there is a typo.  The compatibility functions over variables taking on the same value should be 10, not 1.  Similarly the compatibility functions for the pairs of random variables taking on opposite values should be 1, not 10.  That is,

\psi_{x,y}(0,0) = \psi_{x,y}(1,1) = 10  for all x and y in {a,b,c}
\psi_{x,y}(1,0) = \psi_{x,y}(0,1) = 1 for all x and y in {a,b,c}.

(2)  Loopy belief propagation will be covered in Thursday's lecture.  However, if you would like to get started on this part of the problem set, the following statement will prove sufficient for the questions asked.  Recall that our "simple to program" BP scheme (in which messages are initialized to 1 and all nodes continually pass and receive messages) did not rely on any type of leaf-to-root or root-to-leaf processing.  Therefore, this scheme can be run on graphs with loops.  Whether or not the resulting marginals calculated by this "loopy BP" correspond to the correct node marginals will be discussed more on Thursday, but is irrelevant for the problem set.

(3)  To give you a little more time to complete the problem set, we have extended the problem set due date by one day, i.e., to FRIDAY, DECEMBER 5th, the last day allowable by the Institute.    Please turn your problem set in at recitation.

Thanks,
6.438 staff

Announced on 03 December 2008  11:31  a.m. by Hyun Sung Chang

TA Office Hours for the remainder of term

All, leading up to the last quiz of the term (to be held Tues. 12/9) the office hours for the TAs are as follows:

    Wed. 11/26:    NO OFFICE HOURS
    Mon. 12/1:     5pm -- 6:30pm
    Wed. 12/3:     4pm -- 5:30pm
    Mon. 12/8:     5pm -- 6:30pm

Announced on 25 November 2008  12:54  p.m. by Hyun Sung Chang

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