[ 921COENPRMV13 ] VL (*)Probabilistic Models

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Workload Ausbildungslevel Studienfachbereich VerantwortlicheR Semesterstunden Anbietende Uni
3 ECTS M1 - Master 1. Jahr Informatik Gerhard Widmer 2 SSt Johannes Kepler Universität Linz
Quellcurriculum Masterstudium Computer Science 2022W
Ziele (*)After this class, students will know and understand the basic concepts of a large and centrally important class of methods in modern Artificial Intelligence: Probabilistic Graphical Models, used for representing and reasoning about uncertain information and knowledge in complex real-world scenarios. All three aspects related to such models will be covered: model semantics, inference, and learning. Both basic concepts and specific algorithms will be taught, and all methods will be derived in a mathematically rigorous way. Students will understand how such models can be used for problem modeling and solving, and what their limitations are.
Lehrinhalte (*)Elementary Concepts:

  • Probability Distributions
  • Density Functions
  • (conditional) independence
  • Probabilistic Reasoning and Inference

Bayesian Networks:

  • Representation
  • Semantics
  • Factorisation

Inference in Bayesian Networks:

  • Exact Inference

Approximate Inference:

  • Stochastic Sampling
  • Markov Chain Monte Carlo (MCMC) Methods

Learning Bayesian Networks:

  • Parameter Learning (maximum likelihood and Bayesian estimation)
  • Structure Learning
  • Generative vs. Discriminative Models

Special Types of Bayes Nets:

  • Linear Gaussian Network Models

Modelling and Predicting Temporal Processes:

  • Dynamic Bayes Networks
  • Hidden Markov Models
  • Kalman Filters
  • Particle Filters
  • Selected Applications of Probabilistic Graphical Models.
Beurteilungskriterien (*)Written exam at the end of the semester.
Lehrmethoden (*)Lecture series with written materials (presentation slides) provided regularly in electronic form.
Abhaltungssprache Englisch
Literatur (*)Koller, Daphne, and Friedman, Nir (2009). Probabilistic Graphical Models. Principles and Techniques. Cambridge, MA: MIT Press. Russell, Stuart J. and Norvig, P. (2010). Artificial Intelligence: A Modern Approach (3rd Edition). Upper Saddle River, NJ: Prentice Hall.
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