Kursussøgning, efter- og videreuddannelse – Københavns Universitet

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Kursussøgning, efter- og videreuddannelse

Graphical Models

Practical information
Study year 2016/2017
Time
Block 2
Programme level Full Degree Master
ECTS 7,5 ECTS
Course responsible
  • Steffen L. Lauritzen (9-74697d7a717c826d764875697c7036737d366c73)
  • Department of Mathematical Sciences
Course number: NMAK16010U

Course 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

Recommended prerequisites

Basic mathematical statistics and probability based on measure theory.
I.e. Measures and Integrals + Stat1 + Stat2 or equivalent.

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Education

MSc Programme in Statistics

Studyboard

Study Board of Mathematics and Computer Science

Course type

Single subject courses (day)

Teacher

Steffen L. Lauritzen

Duration

1 block

Schedulegroup

A
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Teaching and learning methods

Four hours of lectures and three hours of exercises per week for 7 weeks.

Capacity

No restrictions/ no limitations

Language

English

Literature

Lecture notes and selected chapters from books

Workload

Category Hours
Lectures 28
Theory exercises 18
Practical exercises 3
Preparation 130
Exam 27
English 206

Exam (Written assignment)

Type of assessment

Written assignment, 27 hours
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Aid

All aids allowed

Marking scale

7-point grading scale

Criteria for exam assessment

The student must in a satisfactory way demonstrate that he/she has mastered the learning outcome of the course.

Censorship form

No external censorship
One internal examiner

Re-exam

As ordinary exam

Mere information om kurset
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