Opetus

Nimi Op Opiskelumuoto Aika Paikkakunta Järjestäjä
High dimensional statistics 5 Cr Yleinen tentti 8.1.2020 - 8.1.2020
High dimensional statistics 5 Cr Luentokurssi 29.10.2019 - 15.12.2019
High dimensional statistics 5 Cr Yleinen tentti 7.2.2018 - 7.2.2018
High dimensional statistics 5 Cr Luentokurssi 30.10.2017 - 13.12.2017

Kohderyhmä

Master's Programme in Mathematics and Statistics (MAST) is responsible for the course.

The course belongs to the Statistics study track of MAST.

The course is available to students from other degree programmes.

Edeltävät opinnot tai edeltävä osaaminen

Basic studies of Bsc level statistics including linear models, linear algebra and R software.

Osaamistavoitteet

Knowledge of methods for high-dimensional inference problems and practical experience of solving them with computer.

Ajoitus

Recommended time/stage of studies for completion: 1. or 2. year.

The course is lectured every second year.

Sisältö

Statistical inference when either the number of data units is large and/or each unit has been measured on a large number of variables.

1. Large scale inference (P-values, false discovery rates, Bayesian posterior probabilities).

2. Variable selection (stepwise regression, AIC, BIC; penalized regression with glmnet package using Lasso, ridge regression and elastic net).

3. Dimension reduction (principal components analysis, singular value decomposition).

Applications across modern data science.

Oppimista tukevat aktiviteetit ja opetusmenetelmät

Lectures and computer exercises.

Arviointimenetelmät ja -kriteerit

Graded 1-5 based on exercises and exam.

Suositeltavat valinnaiset opinnot

Computational statistics

Toteutus

Weekly exercises and exam.