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Atelier Apprentissage 2005–2006

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In search of graphical models
Guido Consonni (Instituto Universitario di Studi Superiori di Pavia)

7 novembre 2005

Graphical models represent a powerful tool in multivariate analysis, since they allow to represent efficiently conditional independence relationships and to streamline computations. In this seminar I shall review some major aspects of current graphical modelling, especially from a Bayesian viewpoint, mostly with reference to the undirected Gaussian case. I shall in particular deal with structural learning, i.e. finding suitable graphical models for a given set of data, distinguishing between decomposable and non-decomposable graphs. I shall review some recent contributions in the are of prior specifications for graphical models, and will also briefly discuss computational issues in model search, especially when the dimension of the graph is large.

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Guido Consonni Guido Consonni (Instituto Universitario di Studi Superiori di Pavia)
Dipartimento di Economia Politica e Metodi Quantitativi