Cand.merc.(mat.) – erhvervsøkonomi og matematik
Probabilistic Machine Learning
About the course
What you will learn
At the end of the course, students are expected to be able to
- Explain the concept of Bayesian statistics and how it differs from frequentist statistics
- Understand, choose between and apply Graphical models and Bayesian networks to model dependence structures in data
- Under and apply models with latent variables to describe complex random phenomena
- Use MC-methods and MCMC-algorithms to do estimation and inferences in complex statistical models within a Bayesian setting
- Use the EM-algorithm to make inference in models with latent variables
- Communicate the results of an analysis performed with probabilistic machine learning methods