Additional (Unofficial) Errata for Probabilistic Graphical Models, first printing

Chapter 1

p. 40, exercise 2.9(b), likely the second condition should be $\left(\mathbf{X},\mathbf{Z}\ \perp \mathbf{W}\ \vert\ \mathbf{Y}\right)$ , not $\left(\mathbf{X},\mathbf{Y}\ \perp \mathbf{W}\ \vert\ \mathbf{Y}\right)$ .
p. 41, exercise 2.17, should read $K=\left|Val\left(X\right)\right|.$
p. 41, exercise 2.19(a), should read $I_P\left(X;Y\ \vert\ Z\right)=H_P\left(X\ \vert\ Z\right) - H_P\left(X\ \vert\ Y,Z\right).$

p. 61, equation 3.15, should read ”=” instead of ”==”.
p. 96, exercise 3.2c, confusing, probably should read something along the lines of ”… that is, can be written as $\sum_{i=1}^n\alpha_iX_i+\alpha_0$ where $Val\left(X_i\right)=\left\{0,1\right\}$ for $i=1,\dots,n.$ ”

p. 259, exercise 7.7 contains three typos, not all of them fixed in the later printing of the book:
1. Conditional covariance is usually defined without integrating out the covariate, $Cov_p\left[X_i;X_j\ \vert\ \mathbf{Z}\right]=E_p\left[\left(X_i-E\left[X_i\ \vert\ \mathbf{Z}\right]\right)\left(X_j-E\left[X_j\ \vert\ \mathbf{Z}\right]\right)\right]$ . If a covariate is to be integrated out, the expression for the first equation should then be $Cov_p\left[X_i;X_j\ \vert\ \mathbf{Z}\right] = E_{p\left(\mathbf{Z}\right)}E_{\left(X_i,X_j\ \vert\ \mathbf{Z}\right)}\left[\left(X_i-E\left[X_i\ \vert\ \mathbf{Z}\right]\right)\left(X_j-E\left[X_j\ \vert\ \mathbf{Z}\right]\right)\right]$ .
2. Second equation should read $\rho_{i,j}=\frac{Cov_p\left[X_i;X_j\ \vert\ \mathcal{X}-\left\{X_i,X_j\right\}\right]}{\sqrtVar_p\left[X_i\ \vert\ \mathcal{X}-\left\{X_i,X_j\right\}\right]Var_p\left[X_j\ \vert\ \mathcal{X}-\left\{X_i,X_j\right\}\right]}}$ .
3. Third equation should read $\rho_{i,j}=-\frac{J_{i,j}}{\sqrt{J_{i,i}J_{j,j}}}$ .

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courses/fall2010/598l/errata.txt · Last modified: 2011/01/20 14:15 by skirshne