FMSF90F

Temporary

Data Analysis: Statistical Learning and Visualization with Project

7.5

Course given jointly for second and third cycle

7152 (Centre of Mathematical Sciences / Mathematical Statistics)

2022-10-28

Maria Sandsten

English

Every spring semester

The course begins with an overview of basic data wrangling and visualisation. With a focus on the student's ability to identify and illustrate important features of the data.

Then important methods in statistical learning are introduced. Emphasis is given to dimension reduction, supervised and unsupervised learning. Issues arising from fitting multiple models (i.e. multiple testing) as well as the methods relationship to regression are discussed. Computer based labs and projects form an important part of the learning activities. The course concludes with a project where the students will select suitable methods to analyze a given data material.

* Basic methods for data handling and common visualisation methods for data
* Methods for data reduction such as Principal Component Analysis (PCA) and their use for imputation of missing data.
* Methods for unsupervised and supervised learning/classification such as: Support Vector Machines (SVM), clustering (K-means), hierarchical clustering, simpler regression methods, and methods for decision trees (bagging, boosting, and random forests).
* Multiple testing and common solutions such as Benjamini-Hochberg and Bonferroni.

Describe different ways of aggregating, summarising and visualising data.
Explain the principles of dimension reduction.
Explain the principles of supervised and unsupervised learning.

be able to wrangle, present and visualise data to highlight important features in a complex data material.
be able to perform dimension reduction and imputation of missing data.
be able to use common methods for classification, supervised and unsupervised learning.
use methods for classification and statistical learning to draw conclusion regarding a data material.
present the analysis and conclusions of a practical problem in a written report.

Reflect over the limitations of the chosen model and method, as well as alternative solutions.
Reflect over the possible issues with fitting multiple models to the same data material.

Lectures

Laboratory exercises

Project

Written assignments

The course is examined using four projects. Three projects covering specific parts of the course and one final project using components from the entire course. The students are encouraged to bring their own data.

Failed, pass

Basic statistics

Basic statistics, some programming experience.

James, G., Witten, D., Hastie, T. & Tibshirani, R.: An Introduction to Statistical Learning: with Applications in R. Springer, 2021. ISBN 9781071614174.

FMSF90F

2022-10-28

Maria Sandsten