Difference between revisions of "10-601 GM2"

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(Created page with " === Slides === [http://curtis.ml.cmu.edu/w/courses/images/d/d9/Lecture19-GMII.pdf Slides in PDF] === Readings === [http://curtis.ml.cmu.edu/w/courses/images/e/e3/Graph.pdf...")
 
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[http://www.cs.cmu.edu/~epxing/papers/2010/kolar_song_xing_aoas10.pdf Estimating Time-Varying Networks]
 
[http://www.cs.cmu.edu/~epxing/papers/2010/kolar_song_xing_aoas10.pdf Estimating Time-Varying Networks]
 
   
 
   
 
 
=== Taking home message ===
 
=== Taking home message ===
  

Revision as of 23:26, 3 November 2013

Slides

Slides in PDF

Readings

Sparse Inverse Covariance Estimation with the Graphical Lasso Estimating Time-Varying Networks

Taking home message

  • what is inference and learning in GM
  • inference via belief propagation, when such a method is exact? When it is not?
  • what is BP, what are the running modes of BP
  • why MLE on fully observed GM is easy?
  • what if some variables are latent?
  • what is the difference between a Markov network and a correlation network?
  • Learning a Markov network using Graphical Lasso, which assumptions we are making on the model underlying the data?
  • Why neighborhood selection using lasso is correct?