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Preface | |
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Graphical models and probabilistic reasoning | |
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Introduction | |
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Axioms of probability and basic notations | |
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The Bayes update of probability | |
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Inductive learning | |
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Bayes' rule | |
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Jeffrey's rule | |
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Pearl's method of virtual evidence | |
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Interpretations of probability and Bayesian networks | |
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Learning as inference about parameters | |
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Bayesian statistical inference | |
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Tossing a thumb-tack | |
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Multinomial sampling and the Dirichlet integral | |
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Notes | |
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Exercises: Probabilistic theories of causality, Bayes' rule, multinomial sampling and the Dirichlet density | |
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Conditional independence, graphs and d-separation | |
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Joint probabilities | |
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Conditional independence | |
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Directed acyclic graphs and d-separation | |
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Graphs | |
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Directed acyclic graphs and probability distributions | |
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The Bayes ball | |
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Illustrations | |
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Potentials | |
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Bayesian networks | |
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Object oriented Bayesian networks | |
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d-Separation and conditional independence | |
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Markov models and Bayesian networks | |
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I-maps and Markov equivalence | |
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The trek and a distribution without a faithful graph | |
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Notes | |
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Exercises: Conditional independence and d-separation | |
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Evidence, sufficiency and Monte Carlo methods | |
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Hard evidence | |
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Soft evidence and virtual evidence | |
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Jeffrey's rule | |
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Pearl's method of virtual evidence | |
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Queries in probabilistic inference | |
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The chest clinic problem | |
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Bucket elimination | |
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Bayesian sufficient statistics and prediction sufficiency | |
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Bayesian sufficient statistics | |
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Prediction sufficiency | |
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Prediction sufficiency for a Bayesian network | |
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Time variables | |
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A brief introduction to Markov chain Monte Carlo methods | |
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Simulating a Markov chain | |
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Irreducibility, aperiodicity and time reversibility | |
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The Metropolis-Hastings algorithm | |
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The one-dimensional discrete Metropolis algorithm | |
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Notes | |
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Exercises: Evidence, sufficiency and Monte Carlo methods | |
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Decomposable graphs and chain graphs | |
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Definitions and notations | |
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Decomposable graphs and triangulation of graphs | |
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Junction trees | |
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Markov equivalence | |
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Markov equivalence, the essential graph and chain graphs | |
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Notes | |
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Exercises: Decomposable graphs and chain graphs | |
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Learning the conditional probability potentials | |
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Initial illustration: maximum likelihood estimate for a fork connection | |
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The maximum likelihood estimator for multinomial sampling | |
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MLE for the parameters in a DAG: the general setting | |
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Updating, missing data, fractional updating | |
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Notes | |
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Exercises: Learning the conditional probability potentials | |
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Learning the graph structure | |
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Assigning a probability distribution to the graph structure | |
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Markov equivalence and consistency | |
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Establishing the DAG isomorphic property | |
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Reducing the size of the search | |
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The Chow-Liu tree | |
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The Chow-Liu tree: A predictive approach | |
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The K2 structural learning algorithm | |
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The MMHC algorithm | |
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Monte Carlo methods for locating the graph structure | |
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Women in mathematics | |
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Notes | |
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Exercises: Learning the graph structure | |
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Parameters and sensitivity | |
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Changing parameters in a network | |
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Measures of divergence between probability distributions | |
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The Chan-Darwiche distance measure | |
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Comparison with the Kullback-Leibler divergence and euclidean distance | |
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Global bounds for queries | |
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Applications to updating | |
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Parameter changes to satisfy query constraints | |
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Binary variables | |
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The sensitivity of queries to parameter changes | |
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Notes | |
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Exercises: Parameters and sensitivity | |
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Graphical models and exponential families | |
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Introduction to exponential families | |
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Standard examples of exponential families | |
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Graphical models and exponential families | |
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Noisy 'or' as an exponential family | |
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Properties of the log partition function | |
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Fenchel Legendre conjugate | |
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Kullback-Leibler divergence | |
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Mean field theory | |
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Conditional Gaussian distributions | |
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CG potentials | |
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Some results on marginalization | |
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CG regression | |
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Notes | |
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Exercises: Graphical models and exponential families | |
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Causality and intervention calculus | |
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Introduction | |
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Conditioning by observation and by intervention | |
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The intervention calculus for a Bayesian network | |
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Establishing the model via a controlled experiment | |
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Properties of intervention calculus | |
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Transformations of probability | |
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A note on the order of 'see' and 'do' conditioning | |
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The 'Sure Thing' principle | |
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Back door criterion, confounding and identifiability | |
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Notes | |
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Exercises: Causality and intervention calculus | |
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The junction tree and probability updating | |
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Probability updating using a junction tree | |
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Potentials and the distributive law | |
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Marginalization and the distributive law | |
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Elimination and domain graphs | |
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Factorization along an undirected graph | |
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Factorizing along a junction tree | |
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Flow of messages initial illustration | |
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Local computation on junction trees | |
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Schedules | |
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Local and global consistency | |
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Message passing for conditional Gaussian distributions | |
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Using a junction tree with virtual evidence and soft evidence | |
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Notes | |
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Exercises: The junction tree and probability updating | |
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Factor graphs and the sum product algorithm | |
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Factorization and local potentials | |
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Examples of factor graphs | |
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The sum product algorithm | |
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Detailed illustration of the algorithm | |
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Notes | |
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Exercise: Factor graphs and the sum product algorithm | |
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References | |
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Index | |