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Short Course on Gaussian Graphical Models

In the lectures Prof. Lauritzen shall go through basic elements of undirected graphical Gaussian models, their maximum likelihood theory, and discuss features arising when additional structure such as symmetry and total positivity is taken into account. Prof. Lauritzen describes and discusses alternative methods of estimation and associated existence problems.


Titel:

Gaussian Graphical Models

Abstract:

In the lectures I shall go through basic elements of undirected graphical Gaussian models, their maximum likelihood theory, and discuss features arising when additional structure such as symmetry and total positivity is taken into account. I shall describe and discuss alternative methods of estimation and associated existence problems.

Schedule:

Tuesday, May 3, 16:15-18:00
Wednesday, May 4, 16:15-18:00
Monday, May 9, 16:15-18:00

Location:

TU München, Zentrum Mathematik, Parkring 11, 85748 Garching (Room BC1 2.02.01).

Poster:

The poster can be found here.

Slides:

The slides for the 1st lecture can be found here.

The slides for the 2nd lecture can be found here.

The slides for the 3nd lecture can be found here.