slides will be replaced without any notification continuously throughout the quarter

• week 1: 1/8, 1/10

  • overview (Optional reading: PGM chapters 1,2,17)

  • summary

  • overview of probability and statistical estimation

  • graphical models (Optional reading: PGM chapters 3,4)

• week 2: 1/15, 1/17

  • Markov properties

• week 3: 1/22, 1/24

  • sum-product algorithm (Optional reading: PGM chapters 9-11)

• week 4: 1/29, 1/31

  • max-product algorithm

• week 5: 2/5, 2/7

  • density evolution

• week 6: 2/12, 2/14

  • Gaussian graphical models (Optional reading: PGM chapters 15)

• week 7: 2/19, 2/21

  • TA's office hour in class at lecture room on 2/19

  • no class on 2/21

• week 8: 2/26, 2/28

  • Markov chain Monte Carlo (Optional reading: PGM chapters 12)

• week 9: 3/4, 3/6

  • variational methods

  • video1 on Gibbs free energy on slides 10.1-10.7

  • video2 on Naive mean field on slides 10.8-10.11

  • video3 on Bethe free energy on slides 10.12-10.18

  • video4 on connection between Bethe free energy and belief propagation on slides 10.19-10.24

• week 10: 3/11, 3/13

  • learning graphical models (Optional reading: PGM chapters 20)

  • restricted Boltzmann machines

• final exam

each assignment will be a subset of exercises from this document: exercises
new exercises will be added, but the numbering of the existing exercises will not change.
make sure you download the latest version when starting your homework, as some of the questions (especially those with implementations) might be revised.

• assignment 0 (it will not be graded, but you should know how to do this): Questions 1.1, 1.2, 1.3, 1.4

• assignment 1 (due week 3 Thursday, January 23rd 11:59PM, 2020): Questions 2.1, 2.2, 2.3, 2.4, 3.1

• assignment 2 (due week 5 Sunday, February 9th 11:59PM, 2020): Questions 3.2, 3.3, 4.1, 4.2, 4.3

  • supplementary files for 4.2 on Ising Model: bpsol.m, bpsol.py, bpsol.ipynb

  • supplementary files for 4.3 on HMM for stock price: sp500.mat, sp500.csv

• assignment 3 (due week 7 Sunday, February 23rd 11:59PM, 2020): 4.6, 5.1, 6.3

  • supplementary files for 4.6 image segmentation: flower.bmp, foreground.bmp, background.bmp, gridbpsol.m, gridbpsol.py

• assignment 4 (due week 9 Sunday, March 8th 11:59PM, 2020): 8.1, 8.2, 9.1

  • supplementary files for 8.2 for comb-shaped Gibbs sampling: comb_gibbs_step.m, comb_sum_product.m, ising_gibbs_comb.m, comb_gibbs_step.py, comb_sum_product.py, ising_gibbs_comb.py