Time Series Class - Part 2 - Professor Chris Williams, University of Edinburgh
Alan Turing Institute via YouTube
Overview
Syllabus
Intro
Time Series
Overview
Inference Problems
Recursion formula
Viterbl alignment
Training a HMM
Aside: learning a Markov model
EM parameter updates
Outline
Linear-Gaussian HMMS
Inference Problem - filtering
Simple example
Applications
Extensions
Switching Linear Dynamical System (SLDS)
Factorial Switching Linear Dynamical System (FSLDS)
Control Theory
Conditional Random Fields (CRFS)
Recurrent Neural Networks
Sequential Data
Simplest recurrent network
Recurrent network unfolded in time
Vanishing and exploding gradients
speech recognition with recurrent networks
speech recognition with stacked LSTMs
recurrent network language models
recurrent encoder-decoder
Encoder-Recurrent-Decoder Networks
Summary
Taught by
Alan Turing Institute