Models for Complex Systems (ModComp)
Course content
The course is an introduction to probability models capable of capturing dependence structures among many observables. The kind of models treated are often called generative models because they directly provide a data generating mechanism.
Graphical methods play a central role in the course. Graphs provide a natural depiction of dependence but have also a formal mathematical content and are decisive for developing efficient algorithms.
The theoretical part of the course will be illustrated by a number of concrete applications using data, and a practical application of the theory will be part of the compulsory group project.
The following topics will be covered in the course:
- Bayesian networks
- Linear Gaussian networks
- Models with latent variables
- Hidden Markov models
- Gaussian processes
MSc Programme in Statistics
MSc Programme in Mathematics-Economics
Knowledge
- Graphical representations of dependence and conditional independence
- Standard probability propagation algorithms in a network
- Standard examples of Bayesian networks
- Gaussian models
Skills
By the end of the course, the student must
- master the graph terminology
- master the relation between graphs and probability models
- be able to decide conditional independence by d-separation
- be able to implement simulations of variables from a Bayesian network
- master computations with linear Gaussian networks based on linear algebra
- master computations with discrete networks
- be able to implement ordinary probability propagation algorithms within the framework of Bayesian networks
- be able to implement selected learning algorithms and be able to apply them
Competences
By the end of the course, the student must
- be able to decide correctness and relevans of algorithms as well as theoretical computations within the framework of Bayesian networks
- be able to assess if a Bayesian network correctly represents a specific application
- be able to assess and discuss the benefits and deficits of an algorithm for a specific Bayesian network, e.g. in terms of run time complexity or generality
- be able to solve a larger assignment, that includes theoretical as well as practical elements, in collaboration with others
4 hours of lectures and 4 hours of exercises per week for seven weeks.
Will be announced on Absalon
The course is targeted towards MSc students in statistics, computer science, or similar. Participants are expected to have corresponding mathematical and computational qualifications, for example, by having passed a BSc level course in linear algebra, and either the courses MatStat and StatMet (formerly Mathematical Statistics) or the courses Machine Learning A and Machine Learning B.
The course is identical to the discontinued courses NMAB20002U Modeller for komplekse systemer (ModKomp) and NMAB21009U Models for Complex Systems (ModComp). Therefore you cannot register for NMAK22007U Models for Complex Systems (ModComp), if you have already passed either one of the two discontinued courses.
- ECTS
- 7,5 ECTS
- Type of assessment
-
Continuous assessmentOral examination, 15 min
- Type of assessment details
- The students must write and hand in a report in groups of 4-6
individuals. The report will form the basis for the oral exam, and
the report must be handed in to participate in the oral exam
In addition, the continuous evaluation consists of 3 individual quizzes of one hour each, which will be taken as part of the teaching.
The oral exam will consist of a presentation of a select part of the group report and a subsequent discussion. The oral exam is individual and without preparation.
For the final grade each student's two best quiz scores will count by 1/4 and the oral exam will count by 1/2. - Aid
- All aids allowed
- Marking scale
- 7-point grading scale
- Censorship form
- External censorship
Criteria for exam assessment
The student should convincingly and accurately demonstrate the knowledge, skills and competences described under Intended learning outcome.
Single subject courses (day)
- Category
- Hours
- Lectures
- 28
- Preparation
- 86
- Theory exercises
- 28
- Project work
- 60
- Exam
- 4
- English
- 206
Kursusinformation
- Language
- English
- Course number
- NMAK22007U
- ECTS
- 7,5 ECTS
- Programme level
- Full Degree Master
- Duration
-
1 block
- Placement
- Block 3
- Schedulegroup
-
B
- Capacity
- No limit
The number of seats may be reduced in the late registration period - Studyboard
- Study Board of Mathematics and Computer Science
Contracting department
- Department of Mathematical Sciences
Contracting faculty
- Faculty of Science
Course Coordinator
- Sebastian Weichwald (10-787c6a6e686d7c667169457266796d33707a336970)
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Courseinformation of students