Sayed A. Inference and Learning from Data. Vol 2. Inference 2023

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Sayed A. Inference and Learning from Data. Vol 2. Inference 2023

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Textbook in PDF format This extraordinary three-volume work, written in an engaging and rigorous style by a world authority in the field, provides an accessible, comprehensive introduction to the full spectrum of mathematical and statistical techniques underpinning contemporary methods in data-driven learning and inference. This second volume, Inference, builds on the foundational topics established in volume I to introduce students to techniques for inferring unknown variables and quantities, including Bayesian inference, Monte Carlo Markov Chain methods, maximum-likelihood estimation, hidden Markov models, Bayesian networks, and reinforcement learning. A consistent structure and pedagogy is employed throughout this volume to reinforce student understanding, with over 350 end-of-chapter problems (including solutions for instructors), 180 solved examples, almost 200 figures, datasets and downloadable MatLAB code. Supported by sister volumes Foundations and Learning, and unique in its scale and depth, this textbook sequence is ideal for early-career researchers and graduate students across many courses in signal processing, machine learning, statistical analysis, data science and inference. Preface P.1 Emphasis on Foundations P.2 Glimpse of History P.3 Organization of the Text P.4 How to Use the Text P.5 Simulation Datasets P.6 Acknowledgments Notation Mean-Square-Error Inference Bayesian Inference Linear Regression Kalman Filter Maximum Likelihood Expectation Maximization Predictive Modeling Expectation Propagation Particle Filters Variational Inference Latent Dirichlet Allocation Hidden Markov Models Decoding Hidden Markov Models Independent Component Analysis Bayesian Networks Inference over Graphs Undirected Graphs Markov Decision Processes Value and Policy Iterations Temporal Difference Learning Q-Learning Value Function Approximation Policy Gradient Methods Author Index Subject Index