Prof. Dr. Steffen Lauritzen (Humboldt Prize Awardee)
presents a short course on
Gaussian Graphical Models
Date: May 3 - 9, 2016
Location: TU München, Zentrum Mathematik, Parkring 11, 85748 Garching-Hochbrück (Room BC1 2.02.01)
Organization: TUM-IAS Alumna Carl von Linde Senior Fellow Prof. Dr. Claudia Klüppelberg
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
