Autumn Semester 2020 takes place in a mixed form of online and classroom teaching.
Please read the published information on the individual courses carefully.

401-4619-67L  Advanced Topics in Computational Statistics

SemesterAutumn Semester 2019
Lecturersnot available
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.