401-4619-67L  Advanced Topics in Computational Statistics

SemesterHerbstsemester 2018
DozierendeN. Meinshausen
Periodizität2-jährlich wiederkehrende Veranstaltung
LehrveranstaltungFindet dieses Semester nicht statt.
LehrspracheEnglisch


KurzbeschreibungThis lecture covers selected advanced topics in computational statistics. This year the focus will be on graphical modelling.
LernzielStudents learn the theoretical foundations of the selected methods, as well as practical skills to apply these methods and to interpret their outcomes.
InhaltThe 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
Voraussetzungen / BesonderesWe assume a solid background in mathematics, an introductory lecture in probability and statistics, and at least one more advanced course in statistics.