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Probabilistic Graphical Models and Neural Generative Models Introduction to the theoretical foundations of generative models and their applications in prediction, knowledge discovery, and creative design. Foundations of probabilistic graphical models (PGMs), learning, and inference in traditional PGMs such as hidden Markov models, mixture models, and latent Dirichlet allocation. Undirected neural generative models (NGMs), including Markov random fields, and variants of Boltzmann machines. Directed NGMs, including Helmholtz machines and deep belief nets, variational autoencoders, and generative adversarial networks.