10-601 GM2
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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?
