Johns Hopkins University 3 credits Computer Science
This course is concerned with the problems of inference and decision making under uncertainty. It develops the theoretical basis for a number of different approaches and explores sample applications. The course discusses foundational issues in probability and statistics, including the meaning of probability statement, and the necessity of a rational agent acting in accord with probability theory. We will look at possible generalizations of Bayesian probability, including Dempster-Shafer theory. Next, we will develop algorithms for Bayesian networks—graphical probabilistic models—for exact and approximate inference and consider several application areas. Finally, the course will examine the problem of making optimal decisions under uncertainty. We will explore the conceptual foundations of decision theory and then consider influence diagrams, which are graphical models extending Bayesian networks to the domain of decision analysis. As time permits, we will also look at Bayesian games and Markov decision processes. Pertinent background in probability and theoretical computer science is developed as needed in the course.
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