Lecture Calendar

 

Number

Date

Topics

Readings

Materials

1A

3/30/2021

Survey of Applications and Algorithms

Tutorials

Overview slides Download Overview slides

1B

4/01/2021

Directed and Undirected Graphical Models

Markov properties

Markov slides Download Markov slides (1-35)

2A

4/06/2021

Inference Problems, Variable Elimination Algorithms

Variable elimination

Markov slides Download Markov slides (36-55), Elimination slides Download Elimination slides (1-19)

2B

4/08/2021

Message Passing Algorithms, Belief Propagation

Belief propagation

Elimination slides Download Elimination slides (20-35), BP slides Download BP slides (1-26)

3A

4/13/2021

Junction Trees, Loopy Belief Propagation

Junction trees

BP slides Download BP slides (27-32), Loopy slides Download Loopy slides (1-33)

3B

4/15/2021

Learning Directed Graphical Models, L2 & L1 Regularization

Parameter learning

Loopy slides Download Loopy slides (34-47), Directed Learning slides Download Directed Learning slides (1-33)

4A

4/20/2021

Exponential Families of Distributions

Exponential families

Directed Learning slides Download Directed Learning slides (34-56), Undirected Learning slides Download Undirected Learning slides (17-25)

4B

4/22/2021

Learning Undirected Graphical Models, Graph Structure Learning, Information Theory

Parameter learning, Structure learning

Undirected Learning slides Download Undirected Learning slides

5A

4/27/2021

Learning Markov Trees, Expectation Maximization (EM) Algorithms

Structure learning, EM algorithms

Structure Learning slides Download Structure Learning slides, EM Algorithm slides Download EM Algorithm slides

5B

4/29/2021

Monte Carlo Methods

Monte Carlo Monte Carlo slides Download Monte Carlo slides (1-24)

6A

5/04/2021

MCMC Methods, Metropolis-Hastings

MCMC

Monte Carlo slides Download Monte Carlo slides (25-41)

6B

5/06/2021

MCMC Methods, Gibbs Samplers

MCMC

Monte Carlo slides Download Monte Carlo slides (42-75)

7A

5/11/2021

Kalman Filters, Particle Filters

Gaussian models, Particles

Filtering slides Download Filtering slides (1-36)

7B

5/13/2021

Particle Belief Propagation

Particles Filtering slides Download Filtering slides (37-51), Particle BP slides Download Particle BP slides

8A

5/18/2021

Mean Field Variational Methods

Variational methods

Variational slides Download Variational slides (1-30)

8B

5/20/2021

Bethe Variational Methods, Loopy BP

Loopy BP Variational slides Download Variational slides (31-53), DBN slides Download DBN slides

9A

5/25/2021

Bayesian Nonparametrics

BNP

BNP Theory slides Download BNP Theory slides

9B

5/27/2021

Stochastic and Memoized Variational Inference

BNP

BNP Variational slides Download BNP Variational slides

10A

6/01/2021

Structured Variational Autoencoders

UAI 2019 Tutorial Links to an external site.

Tutorial slides Links to an external site., Tutorial video Links to an external site.

10B

6/03/2021

Final Project Presentations

 

 

-

6/10/2021

Final Project Reports Due

 

 

Suggested Readings

We provide suggested readings from several sources. You do not need to read all of them. Instead, we suggest you compare various options, and choose the reference whose style you like best. Barber's Bayesian Reasoning and Machine Learning Links to an external site. is freely available online, and is a good place to start.

Acronyms for Primary Resources

Graphical Model Tutorials

Directed & Undirected Graphs: Factorization & Markov Properties

Inference via Variable Elimination

Inference via Belief Propagation: Sum-Product & Max-Product

Inference via Junction Tree Propagation

Exponential Family Distributions: Learning & Inference

Learning (Directed & Undirected) Graphical Model Parameters

Learning via the Expectation Maximization (EM) Algorithm

Learning (Directed & Undirected) Graphical Model Structure

Inference & Learning for Gaussian Graphical Models

Monte Carlo Methods: Rejection & Importance Sampling

Particles & Sequential Monte Carlo

Markov Chain Monte Carlo (MCMC): Gibbs & Metropolis-Hastings

Variational Methods: Naive & Structured Mean Field

Variational Methods: Bethe Approximations, Loopy & Reweighted BP

Discriminative Learning: Conditional Random Fields & Structural SVMs

Bayesian Nonparametrics: Dirichlet Processes