mds:smd:2018
Differenze
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mds:smd:2018 [24/02/2021 alle 15:46 (4 anni fa)] – Salvatore Ruggieri | mds:smd:2018 [04/12/2021 alle 17:57 (3 anni fa)] (versione attuale) – eliminata Salvatore Ruggieri | ||
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- | ====== Statistical Methods for Data Science A.Y. 2017/18 ====== | ||
- | |||
- | =====Instructors===== | ||
- | |||
- | * **Daniele Tantari** | ||
- | * Scuola Normale Superiore | ||
- | * [[https:// | ||
- | * [[daniele.tantari@sns.it]] | ||
- | * **Salvatore Ruggieri** | ||
- | * Università di Pisa | ||
- | * [[http:// | ||
- | * [[ruggieri@di.unipi.it]] | ||
- | |||
- | =====Classes===== | ||
- | |||
- | ^ Day of Week ^ Hour ^ Room ^ | ||
- | | Monday | 16:00 - 18:00 | Fib-L1 | ||
- | | Tuesday | 9:00 - 11:00 | Fib-N1 | ||
- | |||
- | =====Office hours===== | ||
- | |||
- | * Prof. Tantari: Tuesday h 11:00 - 15:00, Scuola Normale Superiore, room 93 (please send an email in advance) | ||
- | * Prof. Ruggieri: Tuesday h 14:00 - 17:00, Department of Computer Science, room 321/ | ||
- | |||
- | |||
- | |||
- | =====Text Books===== | ||
- | |||
- | The following are mandatory text books: | ||
- | |||
- | * **[B1]** F.M. Dekking C. Kraaikamp, H.P. Lopuha, L.E. Meester. **A Modern Introduction to Probability and Statistics**. Springer, 2005. | ||
- | * **[B2]** P. Dalgaard. **Introductory Statistics with R**. 2nd edition, Springer, 2008. | ||
- | |||
- | The following is an optional text book for recalling mathematics pre-requisites of the course: | ||
- | |||
- | * **[B3]** J. Ward, J. Abdey. **Mathematics and Statistics**. University of London, 2013. Chapters 4-8 of Part 1 present basic calculus (derivatives and integrals). | ||
- | |||
- | =====Software===== | ||
- | |||
- | * [[https:// | ||
- | * [[https:// | ||
- | |||
- | =====Preliminary program and calendar===== | ||
- | |||
- | * [[https:// | ||
- | * [[https:// | ||
- | |||
- | |||
- | =====Project===== | ||
- | |||
- | * Project can be done in groups of at most 3 students. | ||
- | * Project final delivery dates: 11 June h 9, 2 July h 9, 23 July h 9 | ||
- | * Oral dates: 12 June, 3 July, 24 July | ||
- | * Students doing the project will skip the written exam but **they have to [[https:// | ||
- | * [[https:// | ||
- | * Ateco 2007 classification: | ||
- | * {{ : | ||
- | * {{ : | ||
- | |||
- | =====Written exam===== | ||
- | |||
- | Written exam consists of open questions and exercises. Example text: **{{ : | ||
- | [[https:// | ||
- | |||
- | ^ Date ^ Hour ^ Room ^ | ||
- | | 22/ | ||
- | | 12/ | ||
- | |||
- | =====Class calendar (final) ===== | ||
- | |||
- | ^ ^ Day ^ Room ^ Topic ^ Learning material ^ Instructor ^ | ||
- | |1.| 19.02 16:00-18:00 | L1 | Introduction. Probability and independence. | [B1] Chpts. 1-3 | Tantari | | ||
- | |2.| 20.02 9:00-11:00 | N1 | R basics. | ||
- | |3.| 27.02 9:00-11:00 | N1 | Discrete and continuous random variables. | ||
- | |4.| 06.03 9:00-11:00 | N1| Simulation. Expectation and variance | ||
- | |5.| 12.03 16:00-18:00 | L1 | R basics and distributions. | ||
- | |6.| 13.03 9:00-11:00 | N1 | R programming and graphics. | ||
- | |7.| 19.03 16:00-18:00 | L1 | Computations with random variables. Covariance | ||
- | |8.| 20.03 9:00-11:00 | N1 | Sum of random variables. Law of large numbers | ||
- | |9.| 26.03 16:00-18:00 | L1 | The central limit theorem. Graphical summaries | ||
- | |10.| 27.03 9:00-11:00 | N1 | Numerical summaries. Poisson process | ||
- | |11.| 16.04 16:00-18:00 | L1 | Examples on CLT. Data preprocessing. | ||
- | |12.| 17.04 9:00-11:00 | N1 |Unbiased estimators. Efficiency and MSE |[B1] Chpts. 17,19, 20 |Tantari | ||
- | |13.| 23.04 16:00-18:00 | L1 | Maximum likelihood. | ||
- | |14.| 24.04 9:00-11:00 | N1 |Fisher Information. Linear Regressions and Least Squares. |[B1] Chpt. 22 {{ : | ||
- | |15.| 30.04 16:00-18:00 | L1 | Examples on and MSE. Power-laws | [[https:// | ||
- | |16.| 02.05 14:00-16:00 | A1 | Project and data presentation | ||
- | |17.| 07.05 16:00-18:00 | L1 | Confidence Intervals: Gaussian, T-student, large sample method. |[B1] Chpt. 23,24 |Tantari | ||
- | |18.| 08.05 9:00-11:00 | N1 | Empirical and parametric bootstrap. Application to confidence intervals. | ||
- | |19.| 14.05 16:00-18:00 | L1 | Hypotheses testing. | ||
- | |20.| 15.05 9:00-11:00 | N1 | Hypotheses testing. Bootstrap. Project tutoring. | ||
- | |21.| 21.05 16:00-18:00 | L1 | Hypotheses testing. t-test and application to linear regressions | ||
- | |22.| 22.05 9:00-11:00 | N1 |Hypotheses testing: correlation and Fisher transformation, | ||
- | |23.| 28.05 16:00-18:00 | L1 |Hypotheses testing: F-test, K-S, chi-square | ||
- | |24.| 29.05 9:00-11:00 | N1 | Hypotheses testing, parameter estimation. | [B2] Chpts. 5.2-5.7, 6, {{ : | ||
- | |||
- | =====Previous years===== | ||
- | |||
- | * [[mds: | ||
- | |||
mds/smd/2018.1614181610.txt.gz · Ultima modifica: 24/02/2021 alle 15:46 (4 anni fa) da Salvatore Ruggieri