TILS8000 Elements of statistical learning (5 cr)
Study level:
Advanced studies
Grading scale:
0-5
Language:
English
Responsible organisation:
Department of Mathematics and Statistics
Curriculum periods:
2017-2018, 2018-2019, 2019-2020
Description
Content
The course gives an overview of modern statistical methods for mathematically oriented students. The main focus is in prediction models and assessment of their performance in new data. The course starts with linear models and proceeds to additive generalized models and other non-linear models. Smoothing, splines and regularization play an important role. The methods are applied to real and simulated data.
Completion methods
Course exam, exercises and practical assignment
Assessment details
The grades are determined by the success in the course exam and possibly also by the performance shown in the exercises and the practical assignment.
Learning outcomes
Student
- knows linear and non-linear methods for regression and classification
- knows approaches for model assessment and model selection
- knows approaches for regularization and smoothing
- knows some methods for unsupervised learning
- can carry-out data-analysis with real data
- knows linear and non-linear methods for regression and classification
- knows approaches for model assessment and model selection
- knows approaches for regularization and smoothing
- knows some methods for unsupervised learning
- can carry-out data-analysis with real data
Description of prerequisites
probability calculus, linear algebra, vector calculus, programming
Study materials
Hastie, T., Tibshirani, R. & Friedman, J. (2009). The Elements of Statistical Learning, Second Edition. Springer, Berlin.
Available at https://web.stanford.edu/~hastie/Papers/ESLII.pdf
Available at https://web.stanford.edu/~hastie/Papers/ESLII.pdf
Literature
- Hastie, T., Tibshirani, R. & Friedman, J. (2009). The Elements of Statistical Learning, Second Edition. Springer, Berlin.<br />Available at http://statweb.stanford.edu/~tibs/ElemStatLearn/printings/ESLII_print10.pdf; ISBN: 978-0-387-84857-0
- http://statweb.stanford.edu/~tibs/ElemStatLearn/printings/ESLII_print10.pdf
Completion methods
Method 1
Select all marked parts
Parts of the completion methods
x
Teaching (5 cr)
Type:
Participation in teaching
Grading scale:
0-5
Language:
English