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Stanford University

Probabilistic Graphical Models 2: Inference

Probabilistic graphical models (PGMs) are a rich framework for encoding probability distributions over complex domains: joint (multivariate) distributions over large numbers of random variables that interact with each other. These representations sit at the intersection of statistics and computer science, relying on concepts from probability theory, graph algorithms, machine learning, and more. They are the basis for the state-of-the-art methods in a wide variety of applications, such as medical diagnosis, image understanding, speech recognition, natural language processing, and many, many more. They are also a foundational tool in formulating many machine learning problems. This course is the second in a sequence of three. Following the first course, which focused on representation, this course addresses the question of probabilistic inference: how a PGM can be used to answer questions. Even though a PGM generally describes a very high dimensional distribution, its structure is designed so as to allow questions to be answered efficiently. The course presents both exact and approximate algorithms for different types of inference tasks, and discusses where each could best be applied. The (highly recommended) honors track contains two hands-on programming assignments, in which key routines of the most commonly used exact and approximate algorithms are implemented and applied to a real-world problem.

Status: Computational Thinking
Status: Statistical Inference
AdvancedCourse38 hours

Featured reviews

AL

5.0Reviewed Aug 19, 2019

I have clearly learnt a lot during this course. Even though some things should be updated and maybe completed, I would definitely recommend it to anyone whose interest lies in PGMs.

AA

5.0Reviewed Mar 8, 2020

Great course, except that the programming assignments are in Matlab rather than Python

KD

4.0Reviewed Nov 4, 2018

Great introduction. It would be great to have more examples included in the lectures and slides.

OD

5.0Reviewed Mar 11, 2017

Thanks a lot for professor D.K.'s great course for PGM inference part. Really a very good starting point for PGM model and preparation for learning part.

SP

5.0Reviewed Jun 23, 2017

Had a wonderful and enriching fun filled experience, Thank you Daphne Ma'am

KI

5.0Reviewed Dec 6, 2020

Amazing course offering a technical as well as intuitional understanding of the principles of doing inference

VM

5.0Reviewed Dec 3, 2024

I have found this course very useful for my research work in robotics

AK

5.0Reviewed Nov 4, 2017

This course induces lateral thinking and deep reasoning.

YP

5.0Reviewed May 28, 2017

I learned pretty much from this course. It answered my quandaries from the representation course, and as well deepened my understanding of PGM.

RG

4.0Reviewed May 15, 2020

Great course. The assignments are old and are not worth doing it. But the content is good for those who are interested in Probabilistic Graphical Models basics.

LC

5.0Reviewed Feb 2, 2019

Very great course! A lot of things have been learnt. The lectures, quiz and assignments clear up all key concepts. Especially, assignments are wonderful!

MP

5.0Reviewed Jan 19, 2021

Great course! Course has filled gaps in my knowledge from statistics and similar sciences.

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