ECE368 · immutable-source ledger

Corrections to the 2021 Probabilistic Reasoning notes

The historical PDF is preserved exactly. This ledger separates its useful conceptual map from formulas and theorem statements that should not be reused as printed.

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LocationPrinted issueCorrected statement
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PDF 6
Discrete expectation is written as Σ PX(x), omitting the value being averaged.E[X] = Σ x PX(x).
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PDF 9
A conjugate prior is described as having the same form as the observation likelihood.Conjugacy means the posterior belongs to the same family as the prior. The likelihood as a function of data need not share that family.
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MMSE is said to equivalently minimize squared bias, (E[θ-θ̂])².MMSE minimizes E[(θ-θ̂)²]. Squared bias omits variance. Given data, the posterior mean minimizes conditional MSE.
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PDF 13
Type-I and Type-II error probabilities are called inversely proportional.A likelihood-ratio threshold induces a trade-off; the two probabilities are not generally reciprocals or inversely proportional.
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The full-dimensional Gaussian density uses an inverse and determinant after assuming only positive semidefinite covariance. The rotated quadratic ends in yᵀΛ⁻¹yᵀ, and the density exponent uses Λᵀ.The ordinary density requires positive-definite covariance. With y=Qᵀ(x-μ), the quadratic and exponent use yᵀΛ⁻¹y.
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PDF 18
QDA loses the class index on an inverse; class estimators use a global n; and the covariance-bias sentence names standard deviation.Use Σc⁻¹, class count nc, and E[σ̂²ML] = (nc-1)σ²/nc in the scalar case.
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PDF 19
Cross-covariance repeats x in both factors.Σxy = E[(X-μx)(Y-μy)ᵀ].
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The regression likelihood is duplicated and labeled as a joint distribution p(y,x,θ).Use p(y|x,w,σ²) = N(y|wᵀx,σ²). Model x separately only if a joint model is intended.
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PDF 23
Ridge augmentation uses -λI, which produces a λ² penalty, while the solution uses λI. The MAP scale is likewise squared inconsistently.For penalty λ||w||², augment with √λ I; under isotropic Gaussian noise/prior, λ=σ²/τ².
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The logistic-regression objective maximizes a mixed-sign expression that is neither log likelihood nor negative cross entropy.Maximize Σ[y log p + (1-y) log(1-p)], or minimize its negative.
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The probability of path X₀,...,Xₙ omits endpoint transitions.Use p(X₀) ∏t=0n-1 p(Xt+1|Xt) for the joint path probability.
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PDF 25-27
Stationarity is conflated with convergence. Periodic, reducible, and absorbing chains are said to have no steady state; every nonunit eigenvalue is claimed strictly inside the unit circle.All finite chains have stationary distributions. Irreducibility gives uniqueness; finite irreducible aperiodicity gives convergence from every initial law. Absorbing chains can converge. Strict subdominant spectral modulus needs the corresponding ergodicity conditions.
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PDF 25-28
Row and column conventions alternate between incompatible forms; power iteration multiplies by one matrix and normalizes with another.Choose one orientation. For row probability vectors, πt+1tA and stationarity is π=πA.
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PDF 31
The d-separation conclusion is stated for every joint distribution on the variables.D-separation implies conditional independence for distributions satisfying the DAG's Markov factorization. Faithfulness is needed for the converse.
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Undirected separation is given as an unconditional "if and only if," and clique factorization equivalence omits positivity/regularity conditions.Graph separation implies CI for distributions Markov to the graph. For positive distributions, Hammersley-Clifford gives the standard factorization equivalence.
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PDF 35
Brute-force elimination for N variables of domain size k is called O(Nk).Naive enumeration is generally O(kN); factorization and elimination order can reduce the effective scope.
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PDF 37-38
General factor-to-variable initialization and marginal formulas omit or double-count sums/messages, and cyclic message passing is presented without a convergence caveat.A factor message sums the factor times incoming messages from every other neighboring variable. Tree sum-product is exact. Loopy belief propagation is not generically exact and need not converge.
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The HMM joint product uses zn inside an i loop; the hidden-state estimator maximizes a prior marginal rather than conditioning on observations.Use p(z₁)∏ p(zt|zt-1)∏ p(xt|zt) and infer from p(zt|x₁:T).
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PDF 40-41
The forward equation's left index does not match its right side; normalized beta is assigned an unjustified probability ratio; the backward recurrence uses the wrong transition index.αt(j)=p(xt|j)Σiαt-1(i)p(j|i) and βt(i)=Σjp(j|i)p(xt+1|j)βt+1(j). Positive message scaling is allowed if consistently canceled or tracked.
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PDF 41-42
Viterbi starts by maximizing over the observed sequence and contains malformed message/backpointer indices.Hold observations fixed. Maximize the joint over hidden paths and retain one maximizing predecessor for each destination state and time.
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PDF 42-43
EM equates the full latent posterior with one-node γ; the prior denominator repeats one term; the transition numerator lacks its time sum; the emission update is incomplete.Use one- and two-slice marginals: πk=γ₁(k), Aijtξt(i,j)/Σtγt(i), and normalized expected sufficient statistics for the chosen emission family.

Scope and provenance

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