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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

Where you meet it in the real world

Object tracking, medical diagnosis networks, gene finding, GPS sensor fusion via Kalman filters

Guides and articles

Contents

Stanford CS228 notes