Probabilistic Graphical Models 
10-708, Fall 2005
School of Computer Science, Carnegie-MellonUniversity



Syllabus and Course Schedule


 

Module

Material covered

Online material and links

Dates and Instructor

Module 0: introduction

(1 Lectures)

 

Sep 12: 
Eric Xing & Carlos Guestrin
Module 1: Fundamentals of Bayesian Networks: representations, semantics and inference


(7 Lectures)

  • Representation
  • Semantics
  • Exact inference
    • Variable elimination 
    • Junction trees
Sep 14: Carlos Guestrin
Sep 19:
Carlos Guestrin
Sep 21:
Carlos Guestrin
Sep 26: Carlos Guestrin
Sep 28: Carlos Guestrin
Oct 3: Carlos Guestrin
Oct 5: Carlos Guestrin

 
Module 2: Learning directed and Undirected Graphical Models


(5 Lectures)

  • Model formalisms
    • Exponential familiy models
    • Generalized linear models
    • Hierarchical Bayesian models
    • Undirected graphical models and Markov random fields
    • MLE, KL, and Max-Entropy principle
    • Mixtures and conditional mixtures
  • Learning completely observed graphical models
    • Maximal likelihood and Bayesian parameter extimation
      • Gradient algorithms
      • IRLS algorithm
      • IPF for tabular MRFs
      • GIS for general MRFs
    • Structural Learning
  • Learning partially observed graphical models
    • EM for MLE parameter estimation 
Oct 10: Eric Xing 
Oct 12: Eric Xing
Oct 17:
Eric Xing
Oct 19: Eric Xing
Oct 24:
Carlos Guestrin
Oct 26:
Eric Xing
Module 3: More complex GMs:
canonical temporal models, latent space models, hybrid models


(3 Lectures)

  • Hidden Markov model
    • Forward-backward
    • Baum-Welch 
  • Factor analysis
    • Matrix algebra for multivariate Gaussian
    • EM
  • State space models
    • Kalman filter
    • RTS smoother
  • Factorial HMM and Swithcing SSM
  • Latent mixture membership models
Oct 31: Eric Xing
Nov 2: Eric Xing
Nov 7: Eric Xing
Module 4: Approximate Inference 


(2 Lectures)

  • Sampling, 
    • MCMC: MH, Gibbs
  • Variational inference
    • Mean field, Kikuchi, GBP

Nov 9: Eric Xing
Nov 14: Eric Xing
 
Module 5: Advanced Topics 
(5 Lectures)
  • Dynamic models
    • Kalman filter
    • Linearization
    • Switching Kalman filter
    • Assumed density filtering
    • DBNs
    • BK
  • RPMs (tentative)
  • Applications 
    • Information retrieval
    • Bioinformatics
    • Signal processing 
  • Causality
  • Decision-making

 

 

  • 11/16: Dynamic models 1 - Linearization, Switching Kalman filter, Assumed density filter
  • 11/16: Extra reference: Uri Lerner's thesis
  • 11/16: Dynamic models 1 - Linearization, Switching Kalman filter, Assumed density filter - Annotated slides
  • 11/21: Dynamic models 2 - Assumed density filter, DBNs, BK
  • 11/21: Extra reference: Boyen and Koller 1998, 1999
  • 11/21: Extra reference: Paskin 2003
  • 11/21: Dynamic models 2 - Assumed density filter, DBNs, BK - Annotate slides
  • 11/28: Models with Higher-level Structures
  • 11/30: Extra reference: An Introduction to Causal Inference, (1997), R. Scheines
  • 11/30: Extra reference: Causal Inference (2004). Spirtes, P., Scheines, R.,Glymour, C., Richardson, T., and Meek, C.
  • 11/30: Prof. Schienes' Causality slides
  • 11/30: Prof. Schienes' cute stained teeth example of intervention in causality slides - Flash required
  • 11/30: Prof. Schienes' Tretad - the causality software he showed in class
  • Nov 16: Guestrin Carlos
    Nov 21: Guestrin Carlos
    Nov 28: Eric Xing
    Nov 30: Guest lecturer: Richard Scheines on causality! 
    Dec 2: Poster session
    Dec 5: Carlos Guestrin
    Dec 7: NO CLASS

    Final Exam

    All material thus far

     




    Recitation Schedule (Thursdays, 5 - 6pm)


    Date Time Place Topic
    Sep 22 5 - 6 pm Wean 5409 Module 1
    Sep 29 5 - 6 pm Wean 4615A Module 1
    Oct 06 5 - 6 pm Wean 4615A Matlab Tutorial, Module 1
    Oct 13 5 - 6 pm Wean 4615A Module 1
    Oct 20 5 - 6 pm Wean 4615A Module 1
    Oct 27 5 - 6 pm Wean 4615A Module 1