NMAK16010U CHANGED: Graphical Models

Volume 2018/2019
Education

MSc Programme in Statistics

Content

CHANGED FOR THE STUDY YEAR 2018/19:

  • Markov kernels and conditional distributions
  • Probabilistic conditional independence
  • Conditional independence models
  • Markov properties on directed and undirected graphs
  • Bayesian networks
  • Gaussian graphical models
Learning Outcome

CHANGED FOR THE STUDY YEAR 2018/19:

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 models
Literature

Examples of course literature

S. Lauritzen: Lectures on Graphical Models. Department of Mathematical Sciences, University of Copenhagen plus occasional supplementary material.

Basic mathematical statistics and probability based on measure theory.
I.e. Measures and Integrals + Stat1 + Stat2 or equivalent.
Four hours of lectures and three hours of exercises per week for 7 weeks.
  • Category
  • Hours
  • Exam
  • 27
  • Lectures
  • 28
  • Practical exercises
  • 3
  • Preparation
  • 130
  • Theory exercises
  • 18
  • Total
  • 206
Credit
7,5 ECTS
Type of assessment
Written assignment, 27 hours
Written 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.