Training Course on “Probabilistic Graphical Model (PGM)” was held by Dr Vahid Rezaeetabar, Faculty Member of Allameh University, in the Statistical Research and Training Centre during 14-15 January 2018. During the course, subjects such as an introduction to the probabilistic graphical models, an introduction to constraint-and-search-and score-based algorithms and an introduction to meta-heuristic algorithms as well as how the variables order is set and Markov Chain Monte Carlo (MCMC) methods in graphical models were addressed.