Sumários
Project presentation
12 dezembro 2013, 13:00 • Jorge Salvador Marques
Presentation and discussion of the student projects.
Bayesian networks
5 dezembro 2013, 13:00 • Jorge Salvador Marques
Inference methods. Message passing in trees. Message passing in factor graphs.
Bayesian networks
28 novembro 2013, 13:00 • Jorge Salvador Marques
Bayesian networks model. Joint probability distribution. Independence.
Nonlinear filtering
21 novembro 2013, 13:00 • Jorge Salvador Marques
Estimation of random sequences from noisy observations. Non-linear filtering. Prediction and filtering steps. Chapmann-Kolmogorov equation. Point mass filter. Particle filters. Linear dynamical systems. Kalman filters. Exercises.
Hidden Markov Model
14 novembro 2013, 13:00 • Jorge Salvador Marques
Hidden Markov models. Likelihood estimation. Baum algorithms: forward and backward recursion. Viterbi algorithm. Exercises.