\boolfalse {citerequest}\boolfalse {citetracker}\boolfalse {pagetracker}\boolfalse {backtracker}\relax \babel@toc {english}{} \babel@toc {english}{} \contentsline {chapter}{List of Figures}{xi}{section*.5}% \contentsline {chapter}{List of Tables}{xiii}{section*.7}% \contentsline {chapter}{Notational Conventions}{xv}{section*.10}% \contentsline {chapter}{Acronyms and Abbreviations}{xvii}{section*.13}% \contentsline {chapter}{\numberline {1}Introduction}{1}{chapter.1}% \contentsline {section}{\numberline {1.1}Context and motivation}{1}{section.1.1}% \contentsline {section}{\numberline {1.2}Survey of related work}{2}{section.1.2}% \contentsline {section}{\numberline {1.3}Research objectives and thesis outline}{2}{section.1.3}% \contentsline {chapter}{\numberline {2}Background / Theory}{3}{chapter.2}% \contentsline {section}{\numberline {2.1}The Bayesian Framework}{3}{section.2.1}% \contentsline {subsection}{\numberline {2.1.1}Modeling via Exchangeability}{3}{subsection.2.1.1}% \contentsline {section}{\numberline {2.2}Exponential Families}{7}{section.2.2}% \contentsline {subsection}{\numberline {2.2.1}Properties of the Canonical Exponential Family}{9}{subsection.2.2.1}% \contentsline {subsection}{\numberline {2.2.2}Interpretation as Linearly Constrained Maximum Entropy Distribution}{9}{subsection.2.2.2}% \contentsline {subsection}{\numberline {2.2.3}Examples}{9}{subsection.2.2.3}% \contentsline {section}{\numberline {2.3}Sufficient Statistics}{9}{section.2.3}% \contentsline {section}{\numberline {2.4}Incorporating Prior Knowledge}{11}{section.2.4}% \contentsline {subsection}{\numberline {2.4.1}Conjugate Priors}{11}{subsection.2.4.1}% \contentsline {subsection}{\numberline {2.4.2}Multinomial Observations}{11}{subsection.2.4.2}% \contentsline {subsection}{\numberline {2.4.3}Gaussian Observations}{11}{subsection.2.4.3}% \contentsline {subsection}{\numberline {2.4.4}Multivariate Linear Regression Model}{11}{subsection.2.4.4}% \contentsline {section}{\numberline {2.5}Graphical Models}{11}{section.2.5}% \contentsline {subsection}{\numberline {2.5.1}A Brief Overview}{11}{subsection.2.5.1}% \contentsline {subsection}{\numberline {2.5.2}Directed Graphical Models}{11}{subsection.2.5.2}% \contentsline {subsection}{\numberline {2.5.3}Undirected Graphical Models}{11}{subsection.2.5.3}% \contentsline {subsection}{\numberline {2.5.4}Belief Propagation}{11}{subsection.2.5.4}% \contentsline {section}{\numberline {2.6}Hidden Markov Model}{11}{section.2.6}% \contentsline {subsection}{\numberline {2.6.1}Forward-Backward Algorithm}{11}{subsection.2.6.1}% \contentsline {subsection}{\numberline {2.6.2}Viterbi Algorithm}{11}{subsection.2.6.2}% \contentsline {section}{\numberline {2.7}State Space Models}{11}{section.2.7}% \contentsline {subsection}{\numberline {2.7.1}Standard Discrete-Time Linear-Gaussian State Space Formulation}{11}{subsection.2.7.1}% \contentsline {subsection}{\numberline {2.7.2}Vector Autoregressive Processes}{11}{subsection.2.7.2}% 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{subsubsection}{\nonumberline Example for list\xspace (4*itemize)}{39}{section*.28}% \contentsline {subsection}{\numberline {9.2.2}Example for list\xspace (enumerate)}{42}{subsection.9.2.2}% \contentsline {subsubsection}{\nonumberline Example for list\xspace (4*enumerate)}{43}{section*.29}% \contentsline {subsection}{\numberline {9.2.3}Example for list\xspace (description)}{45}{subsection.9.2.3}% \contentsline {subsubsection}{\nonumberline Example for list\xspace (4*description)}{47}{section*.30}% \contentsline {chapter}{\numberline {A}Appendix}{55}{appendix.A}% \contentsline {chapter}{Bibliography}{XIX}{section*.31}% \contentsfinish