Latent Variable Models

Content

  • Application - clustering users for a web service

  • Variational inference

    • Problem
    • Variational inequality

  • Mixtures of Gaussians

    • Statistical model
    • Variational inequality
    • Expectation Maximization algorithm

  • k-means algorithm

    • Limit case of mixture of Gaussians
    • Simple algorithm

  • Hidden Markov Models

    • Statistical model
    • Variational inequality
    • Dynamic programming (Viterbi and Baum-Welch)

Supplementary material

Slides in PDF and Keynote coming soon. If you want to extract the equations from the slides you can do so by using LaTeXit, simply by dragging the equation images into it. ## Videos

See the YouTube playlist for available lecture videos. This is unedited video straight from a Lumix GF2 with a 20mm lens which should explain the sound (it doesn’t have a dedicated audio input) … But it should help as a supplement with the slides (YouTube typically makes the 1080i version available within 1 week of the upload).