مدلهای گرافی احتمالی

بهار ۹۷

Probabilistic Graphical Models - Spring 2018


Instructor:

Teaching Assistants:

References:

Schedule


Topic



PART 0 - Introduction & Background


Week 1

  • Introduction to Graphical Models and Applications

  • Introduction to Probability Theory, discrete and continuous random variables, probability mass function, probability density function,


Week 2

  • Joint distribution, marginalization, Conditional probabilities, Independence, conditional independence

  • probabilistic modeling, basic problems: representation, sampling, inference, parameter learning

Homework 1

PART I - Representation


Week 3

  • Directional graphs, bayesian networks, independence and factorization, examples: Markov Chains, Hidden Markov Models, Bayesian Filters, the Kalman Filter, Decision networks

  • Undirected graphs, Markov Random Fields (MRF), Gibbs distribution, Hammersley–Clifford theorem and MRF-Gibbs equivalence.


Week 4

  • Reasoning in bayesian networks, flow of influence, active trails

  • More on independence & factorization in Bayesian Nets


Week 5

  • More on Markov Nets, factorization and independence, potential functions, active trials in markov nets

  • Conditional Random Fields (CRF)


Week 6

  • Log-linear MRF models, features, energy function, shared features, Examples



PART II - Inference


Week 7

  • Introduction to inference, Exact inference vs approximate inference, Map inference

  • Variable Elimination and Its complexity, elimination ordering,

  • Junction-Tree Algorithm


Week 8

  • Message Passing & Belief propagation, Hidden Markov Models & Forward-Backward algorithm

  • Loopy Belief Propagation

  • Message Passing for MAP inference


Week 9

  • Graph Cuts

  • Bayesian Filtering, Kalman Filtering



PART III - Sampling


Week 10

  • Introduction to Sampling, Monte Carlo Estimation, Discrete & continuous sampling, multivariable sampling, Forward sampling in Bayes Nets

  • Markov Chain Monte Carlo


Week 11

  • Sampling from Markov Networks

  • Gibbs sampling

  • Metropolis Hasting



PART IV - Learning


Week 12

  • Introduction to Learning, Maximum-Likelihood Parameter Estimation, Sufficient Statistics

  • Maximum-Likelihood for Bayes Nets


Week 13

  • Maximum-Likelihood for MRFs,

  • Maximum-Likelihood for CRFs,


Week 14

  • Introduction to Structure Learning,

  • Structure Learning in Bayes Nets


Week 15

  • Partially Observed Data, Latent variables,

  • incomplete Likelihood, optimization methods


Week 16

  • Expectation Maximization