Hidden Markov Models
and Graphical Models
CS294: Practical Machine Learning
Oct. 8, 2009
Alex Simma (asimma@eecs)
Based on slides by Erik Sudderth
lstm Outline Introduction to Sequential Processes Markov chains Hidden Markov models Discrete-State HMMs Inference: Filtering, smoothing, Viterbi, classification Learning: EM algorithm Continuous-State HMMs Linear state space models: Kalman filters Nonlinear dynamical systems: Particle filters More on Graphical Models