NMAK16010U Graphical Models
Volume 2017/2018
Education
MSc Programme in Statistics
Content
- Markov kernels and conditional distributions
- Probabilistic conditional independence
- Conditional independence models
- Markov properties on undirected, directed, and bidirected graphs
- Bayesian networks
- Local computation in junction trees
- Gaussian graphical models
- Estimation of graph structure
Learning Outcome
Knowledge:
Basic knowledge of the topics covered
Skills:
- Understand simple properties of conditional distributions and Markov kernels
- Discuss and understand issues concerning conditional distributions and the interplay between probabilistic and other types of conditional independence
- Ability to use standard software packages for the analysis of simple graphical models
Competences:
- Understand graph based Markov properties and their role for simplification of computation and interpretation
- Understand properties and limitations of methods for estimating graph structure
Literature
Lecture notes and selected chapters from books
Recommended Academic Qualifications
Basic mathematical
statistics and probability based on measure theory.
I.e. Measures and Integrals + Stat1 + Stat2 or equivalent.
I.e. Measures and Integrals + Stat1 + Stat2 or equivalent.
Teaching and learning methods
Four hours of lectures and
three hours of exercises per week for 7 weeks.
Workload
- Category
- Hours
- Exam
- 27
- Lectures
- 28
- Practical exercises
- 3
- Preparation
- 130
- Theory exercises
- 18
- Total
- 206
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Exam
- Credit
- 7,5 ECTS
- Type of assessment
- Written assignment, 27 hoursWritten take-home assignment
- Aid
- All aids allowed
- Marking scale
- 7-point grading scale
- Censorship form
- External censorship
- Re-exam
As ordinary exam
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
- NMAK16010U
- Credit
- 7,5 ECTS
- Level
- Full Degree Master
- Duration
- 1 block
- Placement
- Block 2
- Schedule
- A
- Course capacity
- No restrictions/ no limitations
- Continuing and further education
- Study board
- Study Board of Mathematics and Computer Science
Contracting department
- Department of Mathematical Sciences
Course Coordinators
- Steffen L. Lauritzen (9-706579766d787e6972447165786c326f7932686f)
Lecturers
Steffen L. Lauritzen
Saved on the
08-03-2017