Probabilistic graphical modeling and inference is a powerful modern approach to representing the combined statistics of data and models, reasoning about the world in the face of uncertainty, and learning about it from data. It cleanly separates the notions of representation, reasoning, and learning. It provides a principled framework for combining multiple sources of information, such as prior knowledge about the world, with evidence about a particular case in observed data. This course will provide a solid introduction to the methodology and associated techniques, and show how they are applied in diverse domains ranging from computer vision to computational biology to computational neuroscience.
All reading material will be made available through presentation slides or the course webpage. Students will find the following optional textbooks useful throughout this course:
Instructor: Jason Pacheco, GS 724, Email: pachecoj@cs.arizona.edu
Office Hours: Tuesday @ 34:30pm (Tucson time)
Optional Office Hours:Thursday @ 910:30am (Message professor on Piazza at least the day before)
D2L: https://d2l.arizona.edu/d2l/home/937505
Piazza: https://piazza.com/arizona/fall2020/csc535
Instructor Homepage: http://www.pachecoj.com
Date  Topic  Readings  Assignment 

8/24  Introduction + Course Overview (slides)  Matlab Primer  
8/26 
Probability Primer (Part I) (slides: 124) 
Murphy: Secs. 2.1 and 2.2  
8/31 
Probability Primer (Part II) (slides: 2542) 
Murphy: Secs. 2.3  2.5 Bishop: Secs. 2.1  2.3.2 
HW1 (Due: 9/9) 
9/2 
Probability Primer (Part III) (slides: 43end) Bayesian Probability and statistics (Part I) (slides) 
Murphy: Secs. 3.13.2 Bishop: Sec. 1.2 

9/7  Labor Day  No Class  
9/9 
Bayesian Probability and Statistics (Part II) (slides) 
Murphy: Secs. 3.33.5  
9/14 
Probabilistic Graphical Models (Part I: Directed) (slides: 149) 
Murphy: Secs. 10.110.2 Bishop: Secs. 8.18.2 

9/16 
Probabilistic Graphical Models (Part II: Undirected) (slides: 50end) 
Murphy: Secs. 19.119.4 Bishop: Sec. 8.3 
HW2 (Due: 9/30) 
9/21 
Message Passing Inference (Part I: Variable Elimination) (slides: 144) 
Murphy: Sec. 20.3 Bishop: Sec. 8.4.1 

9/23 
Message Passing Inference (Part II: SumProduct Belief Propagation (BP)) (slides: 4689) 
Murphy: Secs. 20.120.2 Bishop: Secs. 8.4.18.4.4 

9/28 
Message Passing Inference (Part II: SumProduct BP Cont'd) (slides: 4689) 

9/30 
Message Passing Inference (Part III: MaxProduct / MaxSum BP) (slides: 90109) 
Bishop: Sec. 8.4.5  
10/5 
Message Passing Inference (Part IV: Junction Tree Algorithm) (slides: 109131) 
Murphy: Sec. 20.4 
HW3 (Due: 10/19) Handout Code: Factor Graph, LDPC 
10/7 
Message Passing Inference (Part V: Loopy Belief Propagation) (slides: 131end) 
Murphy: Sec. 22.2  
10/12 
Parameter Learning (Part I: MLE, MAP) (slides: 128) 
Murphy: Ch 7 Bishop: Ch 3 

10/14 
Parameter Learning (Part II: Expectation Maximization) (slides: 30) 
Murphy: Ch 11 Bishop: Ch 9 

10/19 
Parameter Learning (Part II: EM Contâ€™d) (slides: 30) 

10/21 
Dynamical Systems (Part I: Sequence Models) (slides: 154) 
Murphy: Ch 17 Bishop: Ch 13 

10/26 
Midterm Review (slides) 
Midterm Exam  
10/28 
Dynamical Systems (Part II: Kalman Filter) (slides: 5572) 
Murphy: Ch 18 Bishop: Sec. 13.3 

11/2 
Dynamical Systems (Part II: Nonlinear & Switching Dynamical Systems) (slides: 73) 
Murphy: Sec. 18.6 (Switching StateSpace) Bishop: Sec. 13.3 

11/4 
Monte Carlo Methods (Part I: Monte Carlo Inference) (slides: 131) 
Murphy: Sec. 23.123.4 Bishop: Sec. 11.1 
HW4 (Due: 11/16) Handout Code: LDS 
11/9 
Monte Carlo Methods (Part II: Sequential Monte Carlo) (slides: 3259) 
Murphy: Sec. 23.5  
11/11  Veterans Day  No Class  
11/16 
Monte Carlo Methods (Part III: Markov Chain Monte Carlo) (MCMC slides) (Monte Carlo Slides) 
Murphy: Sec. 24.124.3 Bishop: Sec. 11.211.3 

11/18 
Monte Carlo Methods (Part III: MCMC Cont'd) (MCMC slides) (Monte Carlo Slides) 
Murphy: Sec. 24.124.3 Bishop: Sec. 11.211.3 

11/23 
Monte Carlo Methods (Part III: MCMC Cont'd) (MCMC slides) (Monte Carlo Slides) 
Murphy: Sec. 24.124.3 Bishop: Sec. 11.211.3 
HW5 (Due: 12/7) Handout Code: LDS, Stochastic Block Model, valid_RandIndex.m 
11/25 
Exponential Families ( slides ) 
Murphy: Sec. 9.19.2 Bishop: Sec. 2.4 

11/30 
Variational Inference (Part I: Variational Methods) ( slides ) 
Murphy: Sec. 21.121.2  
12/2 
Variational Inference (Part II: Mean Field Variational) ( slides ) 
Murphy: Sec. 21.3  
12/7 
Variational Inference (Part II: Stochastic Variational) ( slides ) 

12/9  Last Class: Wrapup  
12/14  Final Exam 