Math & Optimization · advanced · concept 51 of 176
Probabilistic Graphical Models & HMMs
Networks of random variables whose edges encode dependence: Bayesian networks for causal structure, hidden Markov models for sequences with hidden state. Pre-deep-learning speech recognition and gene finding ran on HMMs and Viterbi decoding, and the toolkit (EM, Kalman filters) still runs tracking, robotics, and diagnosis systems today.
Key terms
Bayesian networksHidden Markov ModelsViterbi algorithmExpectation-MaximizationKalman filters
Learn these first
Where you meet it in the real world
Object tracking, medical diagnosis networks, gene finding, GPS sensor fusion via Kalman filters
Videos
▶ 10. Markov and Hidden Markov Models of Genomic and Protein Features ↗
MIT OpenCourseWare · YouTube
Guides and articles
Contents ↗
Stanford CS228 notes
Courses, papers, and more