Course development and history
Basic statistical concepts and basic probability theory.
Directed graphical models.
Undirected graphical models.
Exactly inference for graphical models.
State space models.
Monte Carlo estimation.
Sequential Monte Carlo.
Markov Chain Monte Carlo.
The Dirichlet process.
The student should, on completion of the course, be able to:
explain and justify several important machine learning methods,
account for a number of types of methods and algorithms that are used in the field and implement them by means of the book, as well as expand and modify them
evaluate the application of the methods in new contexts critically and design new applications, follow research and development in the area.
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For non-program students, 90 credits are required, of which 45 credits have to be within mathematics or information technology. Furthermore, English B or the equivalent is required.
Prescribed book and articles.
If the course is discontinued, students may request to be examined during the following two academic years.
Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability. The examiner may apply another examination format when re-examining individual students.
Examination takes place in the form of homework and project.
EECS/Computational Science and Technology