Grading: The course will have roughly one homework set per week, a midterm, and a final.
Description: This course gives a survey of mathematical methods in statistical modeling, inference, and learning with an emphasis on techniques widely used in speech recognition, computational linguistics, computer vision, and computational biology. This course is aimed at providing students with a core understanding of statistical AI.
· Convexity and Jensen's Inequality (Bishop equation 1.114)
· Information Theory (Bishop 1.6)
· Covariance and the Central Limit Theorem (Bishop 2.3 pages 78 to 84)
· Linear Regression (Bishop 3.1 through 3.1.3 but not 3.1.4)
· Linear Classification (no analogous treatment in Bishop)
· Generalization Bounds (no analogous treatment in Bishop)
· Kernel Methods (Bishop 6.1 and 6.2)
· Neural Networks and Gradient Descent (Bishop chapter 5)
· Hidden Markov Models. Viterbi and Forward-Backward (Bishop chapter 13 up to 13.3)
· Probabilistic Context Free Grammars (not in Bishop)
· K Means and Expectation Maximization (EM) (Bishop 9.1, 9.2 and 9.4)
· Graphical Models and Junction Trees (Bishop chapter 8)
· Loopy Belief Propagation (Bishop 8.4.7)
· Graph Cuts for Graphical Model Inference (not in Bishop)
· Structured Labels (not in Bishop)
· Linear Dynamical Systems and the Kalman Filter.
· Feature Selection