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mds:smd:start

Statistical Methods for Data Science A.Y. 2017/18

Instructors

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/DO.
    • Office hours of prof. Ruggieri on Tue 27 Feb. 2018 are canceled.

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.

Software

Preliminary program and calendar

Project

  • TBD

Written exam

Written exam consists of open questions and exercises. Example text: sample1, sample2. The exam lasts 2 hours. No teaching material can be consulted during the exam. Registration is mandatory.

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. [B2] Chpts. 1,2.1,2.4 slides script1.R Ruggieri

Class calendar (preliminary)

Day Room Topic Learning material Instructor
3. 26.02 16:00-18:00 L1 Discrete and continuous random variables. [B1] Chpts. 4-5 Tantari
4. 27.02 9:00-11:00 N1 Simulation. Expectation and variance [B1] Chpts. 6-7 noteSim Tantari
5. 06.03 9:00-11:00 N1 Computations with random variables. Covariance [B1] Chpts. 8-10 Tantari
6. 12.03 16:00-18:00 L1 R basics and distributions. [B2] Chpts. 2.2,3-4 script2.R Ruggieri
7. 13.03 9:00-11:00 N1 R programming and graphics. [B2] Chpts. 2.3,3-4 exercise.R script3.R Ruggieri
8. 19.03 16:00-18:00 L1 Sum of random variables. Law of large numbers [B1] Chpts. 11,13 Tantari
9. 20.03 9:00-11:00 N1 The central limit theorem. Graphical summaries [B1] Chpts. 14,15 Tantari
10. 26.03 16:00-18:00 L1 Numerical summaries. Poisson process [B1] Chpts. 12,16 Rcode slidesTantari
11. 27.03 9:00-11:00 N1 Unbiased estimators. Efficiency and MSE [B1] Chpts. 17,19, 20 Tantari
12. 16.04 16:00-18:00 L1 Examples on CLT and MSE. Data preprocessing. [B2] Chpt. 10 dataprep.r script4.R Ruggieri
13. 17.04 9:00-11:00 N1 Maximum likelihood. [B1] Chpt. 21 fisher Tantari
14. 23.04 16:00-18:00 L1 Expectation-Maximization. Confidence Intervals. [B1] Chpt. 23 EMTantari
15. 24.04 9:00-11:00 N1 Project presentation. Confidence Intervals (2) [B1] Chpt. 23 Tantari
16. 30.04 16:00-18:00 L1 Recap and power-laws Newman's paper, script5.R Ruggieri
17. 07.05 16:00-18:00 L1 Project data Ruggieri
18. 08.05 9:00-11:00 N1 Bootstrap. Hypotheses testing [B1] Chpts. 18,24,25 Tantari
19. 14.05 16:00-18:00 L1 Hypotheses testing. t and F test [B1] Chpts. 26,27, 28 Tantari
20. 15.05 9:00-11:00 N1 Hypotheses testing (correlation, K-S, chi-square) CorrNotes K-S Tantari
21. 21.05 16:00-18:00 L1 Hypotheses testing. Bootstrap. Intermediate project task. [B2] Chpt. 5.1, script6.R Ruggieri
22. 22.05 9:00-11:00 N1
23. 28.05 16:00-18:00 L1
24. 29.05 9:00-11:00 N1

Previous years

mds/smd/start.txt · Ultima modifica: 20/02/2018 alle 19:05 (3 giorni fa) da Salvatore Ruggieri