Coursebooks 2017-2018

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Statistics for data science

MATH-413

Lecturer(s) :

Panaretos Victor

Language:

English

Summary

Statistics lies at the foundation of data science, providing a unifying theoretical and methodological backbone for the diverse tasks enountered in this emerging field. This course rigorously develops the key notions and methods of statistics, with an emphasis on concepts rather than techniques.

Content

Keywords

Data science, inference, likelihood, regression, regularisation, statistics.  

Learning Prerequisites

Required courses

Real analysis, linear algebra, probability.

Recommended courses

A first course in statistics.

Important concepts to start the course

Students taking the course will need a solid grasp of notions from analysis (limits, sequences, series, continuity, differential/integral calculus) and linear algebra (linear subspaces, bases, dimension, eigendecompositions, etc). Though the course will cover a rapid review of probability, a first encounter with the subject is necessary (random variables, distributions/densities, independence, conditional probability). Familiarity with introductory level notions of statistics would be highly beneficial but not necessary.

Learning Outcomes

By the end of the course, the student must be able to:

Assessment methods

Final exam.

Resources

Bibliography

Davison, A.C. (2003). Statistical Models, Cambridge.

Panaretos, V.M. (2016). Statistics for Mathematicians. Birkhäuser.

Wasserman, L. (2004). All of Statistics. Springer.

Friedman, J., Hastie, T. and Tibshirani, R. (2010). Elements of Statistical Learning. Springer

 

In the programs

Reference week

 MoTuWeThFr
8-9  MAA331  
9-10    
10-11     
11-12     
12-13MED 0 1418    
13-14    
14-15 MED 0 1418   
15-16    
16-17     
17-18     
18-19     
19-20     
20-21     
21-22     
 
      Lecture
      Exercise, TP
      Project, other

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  • Autumn semester
  • Winter sessions
  • Spring semester
  • Summer sessions
  • Lecture in French
  • Lecture in English
  • Lecture in German