6.438
Algorithms for Inference
Fall 2014
Topics
- Introduction, Overview, Preliminaries
- Directed Graphical Models
- Undirected Graphical Models
- Factor Graphs; Generating And Converting Graphs
- Minimal I-Maps, Chordal Graphs, Trees And Markov Chains
- Gaussian Graphical Models
- Inference On Graphs: Elimination Algorithm
- Inference On Trees: Sum-Product Algorithm
- Forward-Backward Algorithm, Sum-Product On Factor Graphs
- Sum-Product On Factor Graphs, MAP Elimination
- The Max-Product Algorithm
- Gaussian Belief Propagation
- Gaussian HMMs And Kalman Filtering
- The Junction Tree Algorithm
- Loopy Belief Propagation - Part I
- Loopy Belief Propagation - Part II
- Variational Inference
- MCMC Methods And Approximate MAP
- Approximate Inference By Particle Methods
- Parameter Estimation In Directed Graphical Model
- Parameter Estimation In Undirected Graphical Model
- Estimating Structure Of Directed Graphical Model
- Estimating Structure Of Undirected Graphical Model / Exponential Family
- Parameter Estimation From Partial Observations: EM Algorithm
Readings
- Bishop, Christopher M. Pattern Recognition and Machine Learning . Springer, 2006.
- Bertsekas, Dimitri, and John N. Tsitsiklis. Introduction to Probability . Athena Scientific, 2002. ISBN: 9781886529403.
- Doucet, Arnaud, Nando de Freitas, and Neil J. Gordon. Sequential Monte Carlo Methods in Practice . Springer, 2001. ISBN: 9780387951461.
- Kailath, Thomas. Linear Systems . Prentice-Hall, 1980. ISBN: 9780135369616.
- Kailath, Thomas, Ali H. Sayed, and Babak Hassibi. Linear Estimation . Prentice-Hall, 2000. ISBN: 9780130224644.
- Lauritzen, Steffan. Graphical Models . Oxford University Press, 1996. ISBN: 9780198522195.
- Ristic, Branko, Sanjeev Arulampalam, and Neil Gordon. Beyond the Kalman Filter: Particle Filters for Tracking Applications . Artech Print on Demand, 2004. ISBN: 9781580536318.
- Strang, Gilbert. Linear Algebra and its Applications . Harcourt College Publisher, 1988. ISBN: 9780030105685.
- ———. Introduction to Linear Algebra . Wellesley-Cambridge Press, 2003. ISBN: 9780961408893.
Sources
- Course catalogue ↗Historical OpenCourseWare
- MIT OCW calendar ↗
- MIT OCW syllabus ↗
- Historical MIT OpenCourseWare offering. Named reading entries and schedule topics are automatically extracted from the linked source pages.