From 2 November 2020, the autumn semester 2020 will take place online. Exceptions: Courses that can only be carried out with on-site presence. Please note the information provided by the lecturers via e-mail.
Advanced Topics in Computational Statistics
Autumn Semester 2019
two-yearly recurring course
Does not take place this semester.
Language of instruction
This lecture covers selected advanced topics in computational statistics. This year the focus will be on graphical modelling.
Students learn the theoretical foundations of the selected methods, as well as practical skills to apply these methods and to interpret their outcomes.
The 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 / Notice
We assume a solid background in mathematics, an introductory lecture in probability and statistics, and at least one more advanced course in statistics.