Sumários

Project presentation

12 Dezembro 2013, 13:00 Jorge dos Santos Salvador Marques

Presentation and discussion of the student projects.


Bayesian networks

5 Dezembro 2013, 13:00 Jorge dos Santos Salvador Marques

Inference methods. Message passing in trees. Message passing in factor graphs.


Bayesian networks

28 Novembro 2013, 13:00 Jorge dos Santos Salvador Marques

Bayesian networks model. Joint probability distribution. Independence.


Nonlinear filtering

21 Novembro 2013, 13:00 Jorge dos Santos 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 dos Santos Salvador Marques

Hidden Markov models. Likelihood estimation. Baum algorithms: forward and backward recursion. Viterbi algorithm. Exercises.