Probabilistic Graphical Models --- theory, algorithm, and application Eric Xing Carnegie Mellon University The past decade has seen a growing trend of applying probability theory to machine intelligence systems that deal with complex real-world data with rich semantic structure and temporal and/or spatial dynamics. Probabilistic graphical model is a formalism that exploits the conjoined talents of graph theory and probability theory to build complex models out of simpler pieces, which offers a powerful language to elegantly define expressive distributions under complex scenarios, and provide a systematic computational framework for probabilistic inference. I discuss the mathematical underpinnings for recent developments in graphical models---including hierarchical and nonparametric Bayesian modeling, approximate inference, and relationships to other machine learning methods such as kernel machines and maximum margin learning---which lie in the theory of Bayesian statistics and convex analysis. I also discuss a number of applications: (1) Modeling topic evolution in document collections, (2) Unraveling actor functions in social networks, (3) Finding regulatory elements in DNA sequences, and (4) Reconstructing evolutionary history of human populations.