Resources and References

Benchmarks and Datasets

• OpenGM2 Links to an external site.. Heidelberg Collaboratory for Image Processing.
• Middlebury MRF Minimization Benchmark Links to an external site.. Middlebury University.
• Inference Competition Links to an external site..  UAI 2014.
• UCI Machine Learning Repository, especially the "Sequential" and "Time-Series" data.
• Kaggle Datasets Links to an external site., including Time Series, Image Links to an external site., Geospatial Links to an external site., and Health Links to an external site. data.  

Software

• Matlab Graphical Model Toolboxes Links to an external site.. Kevin Murphy, University of British Columbia.
• UGM: Undirected Graphical Models in Matlab Links to an external site.. Mark Schmidt, UBC.
• Dimple Links to an external site.. Lyric Labs, Analog Devices.
• Stan Links to an external site.. Open source system for probabilistic programming.
• FastInf Links to an external site.. Hebrew University of Jerusalem.
• Infer.NET Links to an external site.. Tom Minka and John Winn, Microsoft Research.
• Bayesian Modeling and Monte Carlo Methods Links to an external site.. Radford Neal, University of Toronto.
• PNL: Probabilistic Networks Library Links to an external site..
• BUGS: Bayesian Inference using Gibbs Sampling Links to an external site..
• VIBES: Variational Inference for Bayesian Networks Links to an external site.. John Winn, Microsoft Research.
• libDAI: Discrete Approximate Inference in Graphical Models Links to an external site.. Joris Mooij, MPI.
• GMTK: Graphical Models Toolkit Links to an external site.. University of Washington.
• pgmpy: Probabilistic Graphical Models in Python Links to an external site..
• Edward: A library for probabilistic modeling, inference, and criticism Links to an external site..

Other Courses

• Statistical Learning Theory: Graphical Models Links to an external site.. UC Berkeley EECS 281a, Martin Wainwright, Fall 2012.
• Probabilistic Graphical Models Links to an external site.. Stanford University, Daphne Koller, Coursera.
• Algorithms for Inference Links to an external site.. MIT 6.438, Fall 2014.
• Foundations of Probabilistic Modeling Links to an external site.. Princeton COS513, David Blei, Fall 2010.
• Probabilistic and Unsupervised Learning Links to an external site.. Gatsby Unit, Yee Whye Teh and Maneesh Sahani, 2009.
• Statistical Computing: Monte Carlo Methods Links to an external site.. University of British Columbia CPSC 535d, Arnaud Doucet, 2007.

Online Tutorials & Textbooks

• A Brief Introduction to Graphical Models and Bayesian Networks Links to an external site.. Kevin Murphy, University of British Columbia, 1998.
• A Short Course on Graphical Models Links to an external site.. Mark Paskin, Intel Berkeley Research Center, Summer 2003.
• Graphical models and variational methods: Message-passing and relaxations Links to an external site.. Martin Wainwright, ICML 2008.
• Probabilistic Models for Unsupervised Learning Links to an external site.. Zoubin Ghahramani and Sam Roweis, NIPS 1999.
• Information Theory, Inference, and Learning Algorithms Links to an external site.. D. MacKay, Cambridge University Press, 2003.
• The Elements of Statistical Learning Links to an external site.. T. Hastie, R. Tibshirani, & J. Friedman, Springer, 2009.
• Convex Optimization Links to an external site.. S. Boyd & L. Vandenberghe, Cambridge University Press, 2004.

Reference Print Textbooks

• Probabilistic Graphical Models: Principles and Techniques Links to an external site.. D. Koller & N. Friedman, MIT Press, 2009.
• Machine Learning: A Probabilistic Perspective Links to an external site.. K. Murphy, MIT Press, 2012.
• Pattern Recognition and Machine Learning Links to an external site.. C. Bishop, Springer, 2007.
• Probabilistic Networks and Expert Systems Links to an external site.. R. Cowell, P. Dawid, S. Lauritzen, & D. Spiegelhalter, Springer, 2002.
• Probabilistic Reasoning in Intelligent Systems Links to an external site.. J. Pearl, Elsevier, 1988.
• Causality Links to an external site.. J. Pearl, Cambridge University Press, 2009.
• Graphical Models Links to an external site.. S. Lauritzen, Oxford Statistical Science Series, 1996.
• Bayesian Data Analysis Links to an external site.. A. Gelman, J. Carlin, H. Stern, D. Dunson, A. Vehtari, & D. Rubin, CRC Press, 2013.
• Monte Carlo Statistical Methods Links to an external site.. C. Robert & G. Casella, Springer, 2004.
• Sequential Monte Carlo Methods in Practice Links to an external site.. A. Doucet, N. de Freitas, & N. Gordon, editors, Springer, 2001.