Probabilistic Modeling

A.Y. 2019/2020
Lesson for
6
Max ECTS
40
Overall hours
SSD
SECS-S/01
Language
English
Learning objectives
Students of this course will acquire a thorough understanding of the theory behind graphical and nonparametric modelling and the ability to apply these tools to real datasets, to perform an empirical analysis and to report and discuss its results.

Course structure and Syllabus

Active edition
Yes
Responsible
SECS-S/01 - STATISTICS - University credits: 6
Lessons: 40 hours
ATTENDING STUDENTS
Syllabus
Module I:
Introduction; Graphical models for categorical variables; Gaussian Graphical models; Bayesian network; Mixed interaction models; High dimensional Modelling

Module II
Empirical distribution function and rank based statistics; Density estimation; nonparametric regression.
NON-ATTENDING STUDENTS
Syllabus
Module I:
Introduction; Graphical models for categorical variables; Gaussian Graphical models; Bayesian network; Mixed interaction models; High dimensional Modelling

Module II
Empirical distribution function and rank based statistics; Density estimation; nonparametric regression.
Lesson period
Second trimester
Lesson period
Second trimester
Assessment methods
Esame
Assessment result
voto verbalizzato in trentesimi
Professor(s)
Reception:
Tuesday 10:30-13:30.
Room 32 DEMM
Reception:
Tuesday 9:00-12:00
DEMM, office 29, 3th floor