Graphical Models
Masters-level course, University of Oxford, Department of Statistics, 2024
This Part C, OMMS and MSc module covers graphical models, exploring their theory and applications in statistical analysis.
Course Overview
This course delves into the principles and applications of graphical models, providing students with a comprehensive understanding of their use in various statistical contexts.
Material
PDF lecture notes are available, as are online notes.
Slides (4-up version for printing)
It is strongly recommended that you make several attempts to solve each problem, before consulting the solutions.
Registered students should also see the canvas page for further material.
Key Topics
- Introduction to Graphical Models: Fundamentals and basic concepts.
- Conditional Independence: Understanding relationships between variables.
- Exponential Families: Fundamental theoretical notions.
- Undirected Graphical Models: Exploring factorization and the global, local, and pairwise undirected Markov properties.
- Gaussian Graphical Models: Multivariate Gaussian graphical models.
- Directed Graphical Models: Exploring factorization and the global and local directed Markov properties.
- Junction Trees: Efficient inference with graphical models.
- Causal Inference: Adjustment sets and the trek rule.