Statistical inference

Summary

Inference from the particular to the general based on probability models is central to the statistical method. This course gives a graduate-level introduction of the main ideas of statistical inference.

Content

Keywords

Statistical inference; calibration; data; decision theory; evidence; likelihood inference.

Learning Prerequisites

Required courses

Solid familiarity with the following materials is required:

- First courses in probability and statistics (such as taught in the EPFL undergraduate)

- Linear algebra (such as taught in the EPFL undergraduate)

- Real Analysis (such as taught in the EPFL undergraduate)

Recommended courses

Highly beneficial are:

- Measure theory and advanced probability

Expected student activities

Attending lectures and exercise sessions; interacting in class; solving problem sheets.

Assessment methods

Final exam and possibly an optional mid-term exam.

Dans le cas de l'art. 3 al. 5 du Règlement de section, l'enseignant décide de la forme de l'examen qu'il communique aux étudiants concernés.

Resources

Ressources en bibliothèque

• Find the references at the Library

Moodle Link

• https://go.epfl.ch/MATH-562

Prerequisite for

MATH-524