The spring semester 2021 will generally take place online. New presence elements as of April 26 will be communicated by the lecturers.

401-4619-67L  Advanced Topics in Computational Statistics

SemesterAutumn Semester 2018
LecturersN. Meinshausen
Periodicitytwo-yearly recurring course
CourseDoes not take place this semester.
Language of instructionEnglish


AbstractThis lecture covers selected advanced topics in computational statistics. This year the focus will be on graphical modelling.
ObjectiveStudents learn the theoretical foundations of the selected methods, as well as practical skills to apply these methods and to interpret their outcomes.
ContentThe main focus will be on graphical models in various forms:
Markov properties of undirected graphs; Belief propagation; Hidden Markov Models; Structure estimation and parameter estimation; inference for high-dimensional data; causal graphical models
Prerequisites / NoticeWe assume a solid background in mathematics, an introductory lecture in probability and statistics, and at least one more advanced course in statistics.