This course is part of the Probabilistic Graphical Models Specialization

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Probabilistic Graphical Models Specialization

Stanford University

About this Course

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Probabilistic graphical models (PGMs) are a rich framework for encoding probability distributions over complex domains: joint (multivariate) distributions over large numbers of random variables that interact with each other. These representations sit at the intersection of statistics and computer science, relying on concepts from probability theory, graph algorithms, machine learning, and more. They are the basis for the state-of-the-art methods in a wide variety of applications, such as medical diagnosis, image understanding, speech recognition, natural language processing, and many, many more. They are also a foundational tool in formulating many machine learning problems.
This course is the second in a sequence of three. Following the first course, which focused on representation, this course addresses the question of probabilistic inference: how a PGM can be used to answer questions. Even though a PGM generally describes a very high dimensional distribution, its structure is designed so as to allow questions to be answered efficiently. The course presents both exact and approximate algorithms for different types of inference tasks, and discusses where each could best be applied. The (highly recommended) honors track contains two hands-on programming assignments, in which key routines of the most commonly used exact and approximate algorithms are implemented and applied to a real-world problem.

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Subtitles: English

InferenceGibbs SamplingMarkov Chain Monte Carlo (MCMC)Belief Propagation

Start instantly and learn at your own schedule.

Reset deadlines in accordance to your schedule.

Subtitles: English

Week

1This module provides a high-level overview of the main types of inference tasks typically encountered in graphical models: conditional probability queries, and finding the most likely assignment (MAP inference)....

2 videos (Total 25 min)

This module presents the simplest algorithm for exact inference in graphical models: variable elimination. We describe the algorithm, and analyze its complexity in terms of properties of the graph structure....

4 videos (Total 56 min), 1 quiz

Complexity of Variable Elimination12m

Graph-Based Perspective on Variable Elimination15m

Finding Elimination Orderings11m

Variable Elimination18m

Week

2This module describes an alternative view of exact inference in graphical models: that of message passing between clusters each of which encodes a factor over a subset of variables. This framework provides a basis for a variety of exact and approximate inference algorithms. We focus here on the basic framework and on its instantiation in the exact case of clique tree propagation. An optional lesson describes the loopy belief propagation (LBP) algorithm and its properties....

9 videos (Total 150 min), 3 quizzes

Properties of Cluster Graphs15m

Properties of Belief Propagation9m

Clique Tree Algorithm - Correctness18m

Clique Tree Algorithm - Computation16m

Clique Trees and Independence15m

Clique Trees and VE16m

BP In Practice15m

Loopy BP and Message Decoding21m

Message Passing in Cluster Graphs10m

Clique Tree Algorithm10m

Week

3This module describes algorithms for finding the most likely assignment for a distribution encoded as a PGM (a task known as MAP inference). We describe message passing algorithms, which are very similar to the algorithms for computing conditional probabilities, except that we need to also consider how to decode the results to construct a single assignment. In an optional module, we describe a few other algorithms that are able to use very different techniques by exploiting the combinatorial optimization nature of the MAP task....

5 videos (Total 74 min), 1 quiz

Finding a MAP Assignment3m

Tractable MAP Problems15m

Dual Decomposition - Intuition17m

Dual Decomposition - Algorithm16m

MAP Message Passing4m

Week

4In this module, we discuss a class of algorithms that uses random sampling to provide approximate answers to conditional probability queries. Most commonly used among these is the class of Markov Chain Monte Carlo (MCMC) algorithms, which includes the simple Gibbs sampling algorithm, as well as a family of methods known as Metropolis-Hastings....

5 videos (Total 100 min), 3 quizzes

Markov Chain Monte Carlo14m

Using a Markov Chain15m

Gibbs Sampling19m

Metropolis Hastings Algorithm27m

Sampling Methods14m

Sampling Methods PA Quiz8m

In this brief lesson, we discuss some of the complexities of applying some of the exact or approximate inference algorithms that we learned earlier in this course to dynamic Bayesian networks....

1 video (Total 20 min), 1 quiz

Inference in Temporal Models6m

4.6

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By LL•Mar 12th 2017

Thanks a lot for professor D.K.'s great course for PGM inference part. Really a very good starting point for PGM model and preparation for learning part.

By YP•May 29th 2017

I learned pretty much from this course. It answered my quandaries from the representation course, and as well deepened my understanding of PGM.

The Leland Stanford Junior University, commonly referred to as Stanford University or Stanford, is an American private research university located in Stanford, California on an 8,180-acre (3,310 ha) campus near Palo Alto, California, United States....

Probabilistic graphical models (PGMs) are a rich framework for encoding probability distributions over complex domains: joint (multivariate) distributions over large numbers of random variables that interact with each other. These representations sit at the intersection of statistics and computer science, relying on concepts from probability theory, graph algorithms, machine learning, and more. They are the basis for the state-of-the-art methods in a wide variety of applications, such as medical diagnosis, image understanding, speech recognition, natural language processing, and many, many more. They are also a foundational tool in formulating many machine learning problems....

When will I have access to the lectures and assignments?

Once you enroll for a Certificate, you’ll have access to all videos, quizzes, and programming assignments (if applicable). Peer review assignments can only be submitted and reviewed once your session has begun. If you choose to explore the course without purchasing, you may not be able to access certain assignments.

What will I get if I subscribe to this Specialization?

When you enroll in the course, you get access to all of the courses in the Specialization, and you earn a certificate when you complete the work. Your electronic Certificate will be added to your Accomplishments page - from there, you can print your Certificate or add it to your LinkedIn profile. If you only want to read and view the course content, you can audit the course for free.

What is the refund policy?

Is financial aid available?

Learning Outcomes: By the end of this course, you will be able to take a given PGM and

Execute the basic steps of a variable elimination or message passing algorithm

Understand how properties of the graph structure influence the complexity of exact inference, and thereby estimate whether exact inference is likely to be feasible

Go through the basic steps of an MCMC algorithm, both Gibbs sampling and Metropolis Hastings

Understand how properties of the PGM influence the efficacy of sampling methods, and thereby estimate whether MCMC algorithms are likely to be effective

Design Metropolis Hastings proposal distributions that are more likely to give good results

Compute a MAP assignment by exact inference

Honors track learners will be able to implement message passing algorithms and MCMC algorithms, and apply them to a real world problem

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