1. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 1 Jeff A. Bilmes University of Washington Department of Electrical Engineering EE512 Spring, 2006 Graphical Models Jeff A. Bilmes Lecture 16 Slides May 25 th, 2006

2. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 2 READING: –M. Jordan: Chapters 13,14,15 (on Gaussians and Kalman) Reminder: TA discussions and office hours: –Office hours: Thursdays 3:30-4:30, Sieg Ground Floor Tutorial Center –Discussion Sections: Fridays 9:30-10:30, Sieg Ground Floor Tutorial Center Lecture Room No more homework this quarter, concentrate on final projects!! Makeup class, please fill out form passed out today. Announcements

3. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 3 L1: Tues, 3/28: Overview, GMs, Intro BNs. L2: Thur, 3/30: semantics of BNs + UGMs L3: Tues, 4/4: elimination, probs, chordal I L4: Thur, 4/6: chrdal, sep, decomp, elim L5: Tue, 4/11: chdl/elim, mcs, triang, ci props. L6: Thur, 4/13: MST,CI axioms, Markov prps. L7: Tues, 4/18: Mobius, HC-thm, (F)=(G) L8: Thur, 4/20: phylogenetic trees, HMMs L9: Tue, 4/25: HMMs, inference on trees L10: Thur, 4/27: Inference on trees, start poly L11: Tues, 5/2: polytrees, start JT inference L12: Thur, 5/4: Inference in JTs Tues, 5/9: away Thur, 5/11: away L13: Tue, 5/16: JT, GDL, Shenoy-Schafer L14: Thur, 5/18: GDL, Search, Gaussians I L15: Mon, 5/22: laptop crash  L16: Tues, 5/23: search, Gaussians I L17: Thur, 5/25: Gaussians Mon, 5/29: Holiday L18: Tue, 5/30 L19: Thur, 6/1: final presentations Class Road Map

4. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 4 L1: Tues, 3/28: L2: Thur, 3/30: L3: Tues, 4/4: L4: Thur, 4/6: L5: Tue, 4/11: L6: Thur, 4/13: L7: Tues, 4/18: L8: Thur, 4/20: Team Lists, short abstracts I L9: Tue, 4/25: L10: Thur, 4/27: short abstracts II L11: Tues, 5/2: L12: Thur, 5/4: abstract II + progress L--: Tues, 5/9 L--: Thur, 5/11: 1 page progress report L13: Tue, 5/16: L14: Thur, 5/18: 1 page progress report L15: Mon, 5/22: 6-8pm L16: Tues, 5/23 L17: Thur, 5/25: 1 page progress report L18: Tue, 5/30 L19: Thur, 6/1: final presentations L20: Tue, 6/6 4-page papers due (like a conference paper), Only.pdf versions accepted. Final Project Milestone Due Dates Team lists, abstracts, and progress reports must be turned in, in class and using paper (dead tree versions only). Final reports must be turned in electronically in PDF (no other formats accepted). No need to repeat what was on previous progress reports/abstracts, I have those available to refer to. Progress reports must report who did what so far!!

5. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 5 other forms of exact probabilistic inference inference (cut- set conditioning, recursive conditioning, search and cache-based schemes, comparisons with SAT/CSP). Start Gaussian Graphical Models Summary of Last Time

6. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 6 Gaussian Graphical Models Outline of Today’s Lecture

7. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 7 Books and Sources for Today Jordan chapters 13-15 Mardia, Multivariate Analysis Anderson, Multivariate Analysis

8. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 8 Gaussians

9. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 9 Gaussians Contours 

10. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 10 Properties

11. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 11 Why we care

12. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 12 Partitioned Gaussian

13. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 13 Gaussian Marginal Independence

14. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 14 Partitioned Matrices

15. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 15 Shur Complement

16. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 16 Conditional Gaussian

17. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 17 Conditional Gaussian

18. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 18 Conditional Gaussian Parameterization

19. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 19 Conditional Gaussian Parameterization

20. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 20 Conditional Gaussian Parameterization

21. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 21 Gaussians and MRFs

22. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 22 Gaussians and Bayesian Networks

23. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 23 Gaussians and Bayesian Networks

24. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 24 Gaussians and Bayesian Networks

25. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 25 Gaussians and Bayesian Networks

26. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 26 Cholesky Factorization

27. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 27 Cholesky Factorization and regression coefficients

28. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 28 Gaussians and Bayesian Networks

29. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 29 Cholesky Factorization and regression coefficients

30. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 30 Inference in Gaussian Graphical Models

31. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 31 Kalman Model

32. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 32 Kalman Model

33. Lec 16: May 25th, 2006EE512 - Graphical Models - J. BilmesPage 33 Kalman Model