概率图模型: Coursera课程资源分享和简介

本博客中概率图模型(Probabilistic Graphical Model)系列笔记以 Stanford 教授 Daphne Koller 的公开课 Probabilistic Graphical Model 为主线,结合资料(每篇博文脚注都附有链接)加以补充. 为便于对照课程查阅,博文的章节编号与课程视频编号一致. 博文持续更新(点击这里系列笔记目录页),丰富课程资源见 PGM(概率图模型)Coursera: 课程资源分享和简介.

课程内容

  概率图模型的表示刻画了模型的随机变量在变量层面的依赖关系, 反映出问题的概率结构以及推理的难易程度, 也为推理算法提供了可以操作的数据结构. 概率图模型的表示方法有多种比如常见贝叶斯网络、马尔可夫网络、因子图等.
  
  Stanford 教授 Daphne Koller 的公开课 Probabilistic Graphical Model 可在 Coursera 上学习,并且配有编程作业. 该课程主要包括了1

  1. 贝叶斯网络及马尔可夫网络的概率图模型表示及变形。
  2. Reasoning 及 Inference 方法,包括exact inference(variable elimination, clique trees) 和 approximate inference (belief propagation message passing, Markov chain Monte Carlo methods)。
  3. 概率图模型中参数及结构的learning方法。
  4. 使用概率图模型进行统计决策建模。

课程资源

概率图模型综述

我的笔记目录页

Mark几篇博文


  1. yangliuy, Stanford概率图模型(Probabilistic Graphical Model)— 第一讲 贝叶斯网络基础, http://blog.csdn.net/yangliuy/article/details/8067261.

本文转自:http://blog.csdn.net/thither_shore/article/details/52185758


Statistical learning refers to a set of tools for modeling and understanding complex datasets. It is a recently developed area in statistics and blends with parallel developments in computer science and, in particular, machine learning. The field encompasses many methods such as the lasso and sparse regression, classification and regression trees, and boosting and support vector machines. With the explosion of “Big Data” problems, statistical learning has be- come a very hot field in many scientific areas as well as marketing, finance, and other business disciplines. People with statistical learning skills are in high demand. One of the first books in this area—The Elements of Statistical Learning (ESL) (Hastie, Tibshirani, and Friedman)—was published in 2001, with a second edition in 2009. ESL has become a popular text not only in statis- tics but also in related fields. One of the reasons for ESL’s popularity is its relatively accessible style. But ESL is intended for individuals with ad- vanced training in the mathematical sciences. An Introduction to Statistical Learning (ISL) arose from the perceived need for a broader and less tech- nical treatment of these topics. In this new book, we cover many of the same topics as ESL, but we concentrate more on the applications of the methods and less on the mathematical details. We have created labs illus- trating how to implement each of the statistical learning methods using the popular statistical software package R . These labs provide the reader with valuable hands-on experience.
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