Statistics B
Course content
The course covers a number of modern statistical models and methods, mathematical methods for analyzing them, and mathematical relations between the different methods.
The course will cover the following content
- Elements of statistical decision theory
- Asymptotic and finite sample error bounds
- Non-parametric statistical models
- High-dimensional linear regression
- Sparse discrete and Gaussian graphical models
The mathematical content will be presented together with a mix of practical applications demonstrating how the models and methods are used for data analysis.
MSc Programme in Statistics
Knowledge:
- Loss functions and risk minimization
- Standard inequalities from probability theory
- Non-parametric model assumptions e.g. via kernel methods
- Finite sample error bounds under common assumptions, e.g. smoothness or sparsity
- Penalized regression, including ridge regression and lasso
- Graphical lasso
Skills:
- Perform theoretical analyses of statistical methods under parametric or non-parametric model assumptions.
- Discuss the limitations of the models and methods covered
- Derive error bounds based on the theory covered
- Ability to interpret theoretical results in the context of practical data analysis, including how complex models with many covariates can be analyzed and the results interpreted
Competences:
- Analysis of complex regression models with a large number of covariates
- Translation between joint models and regression models
- Translation of a scientific hypothesis into either a parametric or a non-parametric mathematical hypothesis
4 hours lectures and 4 hours of exercises per week for 7 weeks.
See Absalon for a list of course literature.
Probability theory and mathematical statistics equivalent to the
courses Measure and Integrals and Mathematical Statistics.
Knowledge of conditional distributions as covered in either
Graphical models or Statistics A.
It is recommended that the course Regression is taken no later than
at the same time as this course.
Academic qualifications equivalent to a BSc degree is
recommended.
- ECTS
- 7,5 ECTS
- Type of assessment
-
Written examination, 3 hours under invigilation...
- Aid
- Written aids allowed
- Marking scale
- 7-point grading scale
- Censorship form
- No external censorship
One internal examiner
Criteria for exam assessment
The student must in a satisfactory way demonstrate that he/she has mastered the learning outcome of the course.
Single subject courses (day)
- Category
- Hours
- Lectures
- 28
- Preparation
- 115
- Exercises
- 28
- Exam
- 35
- English
- 206
Kursusinformation
- Language
- English
- Course number
- NMAK20004U
- ECTS
- 7,5 ECTS
- Programme level
- Full Degree Master
- Duration
-
1 block
- Schedulegroup
-
B
- Capacity
- No limit
- Studyboard
- Study Board of Mathematics and Computer Science
Contracting department
- Department of Mathematical Sciences
Contracting faculty
- Faculty of Science
Course Coordinator
- Niklas Andreas Pfister (2-75774774687b6f35727c356b72)
Teacher
Niklas Pfister
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Courseinformation of students