Undervisning

Namn Sp Studieform Tid Ort Arrangör
High dimensional statistics 5 Cr Allmän tent 8.1.2020 - 8.1.2020
High dimensional statistics 5 Cr Föreläsningskurs 29.10.2019 - 15.12.2019
High dimensional statistics 5 Cr Allmän tent 7.2.2018 - 7.2.2018
High dimensional statistics 5 Cr Föreläsningskurs 30.10.2017 - 13.12.2017

Målgrupp

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.

Tidigare studier eller kunskaper

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

Kunskapsmål

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

Timing

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

The course is lectured every second year.

Innehåll

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.

Aktiviteter och undervisningsmetoder som stöder lärandet

Lectures and computer exercises.

Bedömningsmetoder och kriterier

Graded 1-5 based on exercises and exam.

Rekommenderade valfria studier

Computational statistics

Studieavsnittets form

Weekly exercises and exam.