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S-114.202 Laskennallisen tekniikan erikoiskurssi II
S-114.202 Special Course on Computational Engineering II

The topic of the course in spring 2002 is

On-line and Sequential Learning

Teachers: prof. Jouko Lampinen, Dr.Tech. Aki Vehtari
Volume: 3 cr, L

Place and time:


Course requirements: active participation in the seminars, seminar presentation, and small programming excercises.

Announcements, Ilmoitukset


Date Talker Subject Summary
22.1. Jouko Lampinen Introduction to the course and assigment of the seminar topics
29.1. Aki Vehtari Introduction to Monte Carlo methods
Mainly based on:
MacKay, 2001: Information Theory, Inference and Learning Algorithms, Chapters 27-30. (Postscript/PDF)

12.2. Simo Särkkä Bottou: On-line Learning and Stochastic Approximations (OLNN Ch. 2) + Kalman filter PS, PDF
19.2. Toni Tamminen Opper: A Bayesian Approach to On-line Learning (OLNN Ch. 17) PS, PDF
26.2. Paula Litkey
Kabashima and Shinomoto: On-line Learning of a Decision Boundary with and without Queries (OLNN Ch. 15) PS, PDF
5.3. Janne Sinkkonen Jun Liu, Chen and Logvinenko: A theoretical framework for sequential importance sampling and resampling (SMCMP Ch. 11)
12.3. Ilkka Kalliomäki Isard and Blake: CONDENSATION algorithm (SMCMP Ch. 16 or some other article)
19.3. Jarkko Salojärvi van der Merwe et al: The Unscented Particle Filter PS, PDF
26.3. Kalle Korhonen Højen-Sørensen et al, On-Line Probabilistic Classification with Particle Filters. (NNSP2000) PS, PDF
2.4. Tommi Nykopp S. McGinnity and G. Irwin: Manoeuvring target tracking using a multiple model bootstrap filter. (SMCMP Ch 23.) PS, PDF
9.4. Jaakko Peltonen Multiple object tracking PS, PDF, Slides PS, Slides PDF
16.4. Jarkko Venna Particle Filters for Mobile Robot Localization (SMCMP Ch 19.) PS, PDF

Seminar topics

Home work assignment


Prof. Jouko Lampinen
Dr.Tech. Aki Vehtari

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This page has been updated 28.04.2002