- Monte-Carlo Algorithms
•Direct Sampling by rejection, pebble game, by mapping
•Importance sampling
•Direct brut-force sampling
•Stochastic algorithms for Optimization
- Markov-Chain Monte-Carlo (MCMC)
•Ising model [running example of Graphical Model]
•Gibbs sampling, Metropolis-Hastings. Exact sampling (for special cases, e.g. treeс with link to Dynamic Programming)
- Algorithms for Inference & Learning
•Variational algorithms (mean-field, belief propagation/message passing – example of Ising model)
•Neural Networks Algorithms – training/learning, executing/inference (primer on tensorflow or pytorch or julia-flux)