EE5571

Deterministic and random approaches to learning and inference from data, with applications to statistical models for estimation, detection, and classification. Algorithms and their performance include minimum-variance unbiased estimators, sufficient statistics, fundamental bounds, (non)linear least-squares, maximum-likelihood, expectation-maximization, nonparametric density estimators, mean-square error and Bayesian estimators, importance sampling, Kalman and particle filtering, sequential probability ratio test, bootstrap, Monte Carlo Markov Chains, and graphical models.

prereq: courses in Stochastic Processes (EE 5531) and Digital Signal Processing (EE 4541)

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