Peter L. Bühlmann: Catalogue data in Autumn Semester 2018

Name Prof. Dr. Peter L. Bühlmann
FieldMathematik
Address
Seminar für Statistik (SfS)
ETH Zürich, HG G 17
Rämistrasse 101
8092 Zürich
SWITZERLAND
Telephone+41 44 632 73 38
Fax+41 44 632 12 28
E-mailpeter.buehlmann@stat.math.ethz.ch
URLhttp://stat.ethz.ch/~peterbu
DepartmentMathematics
RelationshipFull Professor

NumberTitleECTSHoursLecturers
401-3627-00LHigh-Dimensional Statistics
Does not take place this semester.
4 credits2VP. L. Bühlmann
Abstract"High-Dimensional Statistics" deals with modern methods and theory for statistical inference when the number of unknown parameters is of much larger order than sample size. Statistical estimation and algorithms for complex models and aspects of multiple testing will be discussed.
ObjectiveKnowledge of methods and basic theory for high-dimensional statistical inference
ContentLasso and Group Lasso for high-dimensional linear and generalized linear models; Additive models and many smooth univariate functions; Non-convex loss functions and l1-regularization; Stability selection, multiple testing and construction of p-values; Undirected graphical modeling
LiteraturePeter Bühlmann and Sara van de Geer (2011). Statistics for High-Dimensional Data: Methods, Theory and Applications. Springer Verlag.
ISBN 978-3-642-20191-2.
Prerequisites / NoticeKnowledge of basic concepts in probability theory, and intermediate knowledge of statistics (e.g. a course in linear models or computational statistics).