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Graphical Models
Provider: Faculty of Science

Activity no.: 5562-20-07-31There are 45 available seats 
Enrollment deadline: 16/11/2020
PlaceDepartment of Mathematical Sciences
Universitetsparken 5, 2100 København Ø
Date and time16.11.2020, at: 08:00 - 29.01.2021, at: 16:00
Regular seats50
ECTS credits7.50
Contact personNina Weisse    E-mail address: weisse@math.ku.dk
Enrolment Handling/Course OrganiserSteffen L. Lauritzen    E-mail address: lauritzen@math.ku.dk
Written languageEnglish
Teaching languageEnglish
Semester/BlockBlock 2
Scheme groupA (Tues 8-12 + Thurs 8-17) C
Exam requirementsThe student must in a satisfactory way demonstrate that he/she has mastered the learning outcome of the course
Exam formWritten assignment
Exam formWritten assignment
Exam detailsWritten take-home assignment, 27 hours
Exam aidsAll aids allowed
Grading scale7 point grading scale. For PhD students: Passed / Not Passed
Internal/external examiner
Exam re-examinationSame as ordinary
Course workload
Course workload categoryHours
Preparation130.00
Lectures28.00
Theory exercises18.00
Practical exercises3.00
Exam27.00

Sum206.00


Content
- 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
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
Previous years have used
S. Lauritzen: Lectures on Graphical Models. Department of Mathematical Sciences, University of Copenhagen, 2018
plus parts of S. Højsgaard, D. Edwards, S. Lauritzen. Graphical Models with R. Springer-Verlag, New York, 2012.

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

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