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6.7810 Algorithms for Inference

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Prereq: 18.06 and (6.3700, 6.3800, or 6.7700)
Units: 4-0-8
Lecture: TR9.30-11 (32-123) Recitation: F10 (24-115) or F11 (24-115) +final

Introduction to computational aspects of statistical inference via probabilistic graphical models. Directed and undirected graphical models, and factor graphs, over discrete and Gaussian distributions; hidden Markov models, linear dynamical systems. Sum-product and junction tree algorithms; forward-backward algorithm, Kalman filtering and smoothing. Min-sum and Viterbi algorithms. Variational methods, mean-field theory, and loopy belief propagation. Sampling methods; Glauber dynamics and mixing time analysis. Parameter structure learning for graphical models; Baum-Welch and Chow-Liu algorithms. Selected topics such as causal inference, particle filtering, restricted Boltzmann machines, and graph neural networks.
D. Shah
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