Modelling sequential data is important in many areas of science and engineering. Hidden Markov models (HMMs) and Kalman filter models (KFMs) are popular for this because they are simple and flexible. For example, HMMs have been used for speech recognition and bio-sequence analysis, and KFMs have

Problems involving causal inference have dogged at the heels of statistics since its earliest days. Correlation does not imply causation, and yet causal conclusions drawn from a carefully designed experiment are often valid. What can a statistical model say about causation? This question

Important inference problems in statistical physics, computer vision, error-correcting coding theory, and artificial intelligence can all be reformulated as the computation of marginal probabilities on factor graphs. The belief propagation (BP) algorithm is an efficient way to solve these problems

fields, including bioinformatics, communication theory, statistical physics, combinatorial optimization, signal and image processing, information retrieval and statistical machine learning. Many problems that arise in specific instances — including the key problems of computing marginals and modes

offset mixture model, followed by an importance reweighting procedure. This approach is compared with several alternative methods using real data. The paper also develops simulation-based methods for filtering, likelihood evaluation and model failure diagnostics. The issue of model choice using non

mixtures of normal distributions. Efficient simulation methods are used to approximate various prior, posterior, and predictive distributions. This allows for direct inference on a variety of practical issues, including problems of local versus global smoothing, uncertainty about density estimates

physics for over forty years, and, in the last few years, the related method of "Gibbs sampling" has been applied to problems of statistical inference. Concurrently, an alternative method for solving problems in statistical physics by means of dynamical simulation has been developed as well

The Bayesian framework for machine learning allows for the incorporation of prior knowledge in a coherent way, avoids overfitting problems, and provides a principled basis for selecting between alternative models. Unfortunately the computations required are usually intractable. This thesis presents

-limit performance of "Turbo Codes" -codes whose decoding algorithm is equivalent to loopy belief propagation in a chain-structured Bayesian network. In this paper we ask: is there something spe cial about the error-correcting code context, or does loopy propagation work as an ap proximate inference scheme

Given a snapshot of a social network, can we infer which new interactions among its members are likely to occur in the near future? We formalize this question as the link-prediction problem, and we develop approaches to link prediction based on measures for analyzing the “proximity” of nodes in a