Graphical Models
Graphical Models refers to a unified approach to understanding and developing
algorithms across a variety of methodological domains including Bayesian
Nets, Neural Nets, A.I., probabilistic reasoning, inference, learning,
prediction, feature extraction, basis reduction (ICA, PCA, Factor Analysis,
Projection Pursuit), regression, HMM's, etc.
This site is intended to help quickly orient newcomers to the GM perspective.
[If you are looking for info about our GM Reading Group at NUS,
please visit here.]
Good Introductions to Graphical Models
0) The Introduction to the book Graphical Models;
Foundations of Neural Computing (ed. M. Jordan) - is a great
place to gain an initial understanding of what a GM is. If you find it
on-line, let me know!
1) R.G. Cowell (1998), Introduction to inference
in Bayesian networks. in Learning in Graphical Models (ed. M. Jordan)
- is foundational, technical and succinct.
2) Smyth, Heckerman & Jordan, Probabilistic
Independence Networks for Hidden Markov Probability Models. in Graphical
Models; Foundations of Neural Computing (ed. M. Jordan) - like Cowell
(above) covers the basics of constructing junction trees for exact inference,
but the latter part of the chapter focuses on generalizing HMMs with
GM techniques. Gives a good sense of the power of the GM paradigm.
3) David
Heckerman's Microsoft technical report, A
Tutorial on Learning With Bayesian Networks is a little broader in
the learning algorithms it reviews than the others mentioned here.
4) Jordan, M.I, Ghahramani, Z., Jaakkola,
T.S., and Saul, L.K. (1999) - "An
Introduction to Variational Methods for Graphical Models" is
a very accessible presentation of this approximate inferencing approach
applied to several different classic model types including HMMs and feedforward
NNs. This authoring team deserves an award for the clarity of their presentations.
Keep an eye out for Michael Jordan's forthcoming book, an introduction to graphical models.
Other introductory material on line:
5) One-(long)
page intro by Kevin Murphy
Graphical Model Code Resources
Kevin
Murphy's MATLAB Toolbox
Kevin
Murphy's list of related available software
Graphical Model Links
Bayesian
Network Repository Standard datasets, the XML "Bayesian
Interchange Format" description, other links.
Many
of the papers that appear in Learning in Graphical Models(ed.
M. Jordan) are gathered.
A
USC course with great intro and background links (including some draft
chapters of M. Jordans as-yet-upnpublished book).
Saul and Jordan Neural Network - A JAVA implementation of the net described in "Attractor dynamics in feedforward neural networks", Neural Computation 12:6, 1313-1335, and in Chapter 5 in the book "Graphical Models; Foundation in Neural Computing", Michael Jordan and Terrence Sejnowski (Eds), MIT Press, 2001. Code submitted by Lonce Wyse.
Basic Probability Theory
Linear Algebra
The best place to find clear explanations of these things is in undergraduate
textbooks.
A on-line resource for math basics is: http://mathworld.wolfram.com/letters/
(see the subject index)
Matrix
Algebra useful for statistics (Thomas Minka) - also includes MATLAB
code
MATLAB is excellent for exploring, plotting, seeing how things work.
Related "Foundations" Reading:
Why the
logistic function? A tutorial discussion on probabilities and neural networks.
M. I. Jordan.
Glossary
of Statistical learning terms and concepts from Thom Minka.
A Gentle
Tutorial on the EM Algorithm from Jeff Bilmes.
Other Link Pages
Felix Agakov
links for probability, AI, and GMs