NMAA13024U Conditioning and Markov Properties (Beting)
Volume 2015/2016
Education
MSc Programme in Statistics
Content
- Markov kernels and conditional distributions: Properties, integration, uniqueness, disintegration
- The relation between conditional expectations and conditional distributions
- Existence of conditional distributions
- Conditional distributions given a transformation; sufficiency
- Conditional independence: For events, sigma algebras, and random variables
- Conditional independence models and graphs
- Markov properties on undirected graphs
- Bayesian networks
- Alternative graphical Markov properties
Learning Outcome
Knowledge:
Basic knowledge of the topics covered by the course: Conditional distributions, conditional independence, Bayesian networks, and other Markov structures.
Skill:
- Use concepts such as Markov kernels and conditional distributions.
- Compute conditional expectations using conditional distributions.
- Describe and compute the distribution of a system of random variables given a transformation
- Discuss and understand general properties of conditional independence
- Discuss and understand specific examples of graphical Markov models
- Discuss and understand Bayesian networks in concrete examples.
Competence:
- Discuss the relation between conditional expectations and conditional distributions.
- Understand the concept of conditional independence and relate it distributions relevant to statistical arguments
- Discuss the relation between Markov chains, Bayesian networks, and other Markov structures
Literature
Lecture notes and selected parts of suitable monographs
Academic qualifications
Advanced probability
theory 2(VidSand2) or equivalent
Teaching and learning methods
5 hours of lectures and 4
hours of exercises per week for 7 weeks.
Workload
- Category
- Hours
- Exam
- 24
- Lectures
- 35
- Preparation
- 119
- Theory exercises
- 28
- Total
- 206
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Exam
- Credit
- 7,5 ECTS
- Type of assessment
- Written assignment, 24 hours---
- Aid
- All aids allowed
- Marking scale
- 7-point grading scale
- Censorship form
- No external censorship
One internal examiner
Criteria for exam assesment
The student must in a satisfactory way demonstrate that he/she has mastered the learning outcome of the course.
Course information
- Language
- English
- Course code
- NMAA13024U
- Credit
- 7,5 ECTS
- Level
- Full Degree Master
- Duration
- 1 block
- Placement
- Block 3
- Schedule
- B
- Course capacity
- No limit
- Continuing and further education
- Study board
- Study Board of Mathematics and Computer Science
Contracting department
- Department of Mathematical Sciences
Course responsibles
- Steffen L. Lauritzen (9-706579766d787e6972447165786c326f7932686f)
Phone +45 35 33 75 97, office
04.4.16
Saved on the
27-04-2015