Gäller från och med: Spring 2023
Beslutad av: Maria Sandsten
Datum för fastställande: 2022-10-28
Avdelning: Mathematical Statistics
Kurstyp: Gemensam kurs, avancerad nivå och forskarnivå
Kursen ges även på avancerad nivå med kurskod: FMSF90
Undervisningsspråk: English
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.
Kunskap och förståelse
För godkänd kurs skall doktoranden
Färdighet och förmåga
För godkänd kurs skall doktoranden
Värderingsförmåga och förhållningssätt
För godkänd kurs skall doktoranden
* 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.
James, G., Witten, D., Hastie, T. & Tibshirani, R.: An Introduction to Statistical Learning: with Applications in R. Springer, 2021. ISBN 9781071614174.
Undervisningsformer: Föreläsningar, laborationer, projekt
Examinationsform: Inlämningsuppgifter.
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.
Betygsskala: Underkänd, godkänd
Examinator:
Förkunskapskrav: Basic statistics
Förutsatta förkunskaper: Basic statistics, some programming experience.
Kursansvariga:
Hemsida: http://www.ctr.maths.lu.se/utbildning/matematisk-statistik/