Stat 375 – Inference in Graphical Models
 | Graphical models are a unifying framework for describing the statistical relationships between large collections of random variables. Given a graphical model, the most fundamental (and yet highly non-trivial) task is compute the marginal distribution of one or a few such variables. This task is usually referred to as ‘inference’. The focus of this course is on sparse graphical structures, low-complexity inference algorithms, and their analysis. In particular we will treat the following methods: variational inference; message passing algorithms; belief propagation; generalized belief propagation; survey propagation; learning. Applications/examples will include: Gaussian models with sparse inverse covariance; hidden Markov models (Viterbi and BCJR algorithms, Kalman filter); computer vision (segmentation, tracking, etc); constraint satisfaction problems; machine learning (clustering, classification); communications. |
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