ECE 5412 - Bayesian Estimation and Learning

Spring. 3 credits. Letter grades only.

Offered at Cornell Tech in New York City.

Staff.

Course covering Bayesian inference for stochastic systems, parameter estimation and Bayesian networks. Includes optimal Bayesian filtering including Kalman filter, Hidden Markov model filter, sequential Monte-Carlo (particle) filters; maximum likelihood parameter estimation including the EM algorithm; social learning models and inference; Bayesian networks and their applications. The course will emphasize applications in social systems/networks, sensing and communication systems.

Outcome 1: Students will learn state of the art methods in Bayesian state estimation, parameter estimation and applications.