10-601 GM2

From Cohen Courses
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Slides

Slides in PDF

Readings

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?