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Lec 16: May 25th, 2006 EE512 - Graphical Models - J. Bilmes Page 1
University of WashingtonDepartment of Electrical Engineering
EE512 Spring, 2006 Graphical Models
Jeff A. Bilmes <[email protected]>Jeff A. Bilmes <[email protected]>
Lecture 16 Slides
May 25th, 2006
Lec 16: May 25th, 2006 EE512 - Graphical Models - J. Bilmes Page 2
• READING: – M. Jordan: Chapters 13,14,15 (on Gaussians and Kalman)
• Reminder: TA discussions and office hours:– Office hours: Thursdays 3:30-4:30, Sieg Ground Floor
Tutorial Center– Discussion Sections: Fridays 9:30-10:30, Sieg Ground Floor
Tutorial Center Lecture Room
• No more homework this quarter, concentrate on final projects!!
• Makeup class, please fill out form passed out today.
Announcements
Lec 16: May 25th, 2006 EE512 - Graphical Models - J. Bilmes Page 3
• L1: Tues, 3/28: Overview, GMs, Intro BNs.• L2: Thur, 3/30: semantics of BNs + UGMs• L3: Tues, 4/4: elimination, probs, chordal I• L4: Thur, 4/6: chrdal, sep, decomp, elim• L5: Tue, 4/11: chdl/elim, mcs, triang, ci props.• L6: Thur, 4/13: MST,CI axioms, Markov prps.• L7: Tues, 4/18: Mobius, HC-thm, (F)=(G)• L8: Thur, 4/20: phylogenetic trees, HMMs• L9: Tue, 4/25: HMMs, inference on trees• L10: Thur, 4/27: Inference on trees, start poly
• L11: Tues, 5/2: polytrees, start JT inference• L12: Thur, 5/4: Inference in JTs• Tues, 5/9: away• Thur, 5/11: away• L13: Tue, 5/16: JT, GDL, Shenoy-Schafer• L14: Thur, 5/18: GDL, Search, Gaussians I• L15: Mon, 5/22: laptop crash • L16: Tues, 5/23: search, Gaussians I• L17: Thur, 5/25: Gaussians• Mon, 5/29: Holiday• L18: Tue, 5/30• L19: Thur, 6/1: final presentations
Class Road Map
Lec 16: May 25th, 2006 EE512 - Graphical Models - J. Bilmes Page 4
• L1: Tues, 3/28: • L2: Thur, 3/30:• L3: Tues, 4/4: • L4: Thur, 4/6:• L5: Tue, 4/11:• L6: Thur, 4/13:• L7: Tues, 4/18:• L8: Thur, 4/20: Team Lists, short abstracts I• L9: Tue, 4/25:• L10: Thur, 4/27: short abstracts II• L11: Tues, 5/2:
• L12: Thur, 5/4: abstract II + progress• L--: Tues, 5/9• L--: Thur, 5/11: 1 page progress report• L13: Tue, 5/16:
• L14: Thur, 5/18: 1 page progress report• L15: Mon, 5/22: 6-8pm• L16: Tues, 5/23• L17: Thur, 5/25: 1 page progress report• L18: Tue, 5/30• L19: Thur, 6/1: final presentations
• L20: Tue, 6/6 4-page papers due (like a conference paper), Only .pdf versions accepted.
Final Project Milestone Due Dates
• Team lists, abstracts, and progress reports must be turned in, in class and using paper (dead tree versions only).
• Final reports must be turned in electronically in PDF (no other formats accepted).
• No need to repeat what was on previous progress reports/abstracts, I have those available to refer to.
• Progress reports must report who did what so far!!
Lec 16: May 25th, 2006 EE512 - Graphical Models - J. Bilmes Page 5
• other forms of exact probabilistic inference inference (cut-set conditioning, recursive conditioning, search and cache-based schemes, comparisons with SAT/CSP).
• Start Gaussian Graphical Models
Summary of Last Time
Lec 16: May 25th, 2006 EE512 - Graphical Models - J. Bilmes Page 6
• Gaussian Graphical Models
Outline of Today’s Lecture
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Books and Sources for Today
• Jordan chapters 13-15• Mardia, Multivariate Analysis• Anderson, Multivariate Analysis
Lec 16: May 25th, 2006 EE512 - Graphical Models - J. Bilmes Page 8
Gaussians
Lec 16: May 25th, 2006 EE512 - Graphical Models - J. Bilmes Page 9
Gaussians Contours
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Properties
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Why we care
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Partitioned Gaussian
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Gaussian Marginal Independence
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Partitioned Matrices
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Shur Complement
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Conditional Gaussian
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Conditional Gaussian
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Conditional Gaussian Parameterization
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Conditional Gaussian Parameterization
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Conditional Gaussian Parameterization
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Gaussians and MRFs
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Gaussians and Bayesian Networks
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Gaussians and Bayesian Networks
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Gaussians and Bayesian Networks
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Gaussians and Bayesian Networks
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Cholesky Factorization
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Cholesky Factorization and regression coefficients
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Gaussians and Bayesian Networks
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Cholesky Factorization and regression coefficients
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Inference in Gaussian Graphical Models
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Kalman Model
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Kalman Model
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Kalman Model
