Sara van de Geer: Katalogdaten im Frühjahrssemester 2018 |
Name | Frau Prof. em. Dr. Sara van de Geer |
Lehrgebiet | Mathematik |
Adresse | Seminar für Statistik (SfS) ETH Zürich, HG GO 14.2 Rämistrasse 101 8092 Zürich SWITZERLAND |
Telefon | +41 44 632 22 52 |
sara.vandegeer@stat.math.ethz.ch | |
URL | http://stat.ethz.ch/~vsara |
Departement | Mathematik |
Beziehung | Professorin emerita |
Nummer | Titel | ECTS | Umfang | Dozierende | |
---|---|---|---|---|---|
401-3620-18L | Student Seminar in Statistics: Nonparametric Estimation under Shape-Constraints Maximale Teilnehmerzahl: 22 Hauptsächlich für Studierende der Bachelor- und Master-Studiengänge Mathematik, welche nach der einführenden Lerneinheit 401-2604-00L Wahrscheinlichkeit und Statistik (Probability and Statistics) mindestens ein Kernfach oder Wahlfach in Statistik besucht haben. | 4 KP | 2S | F. Balabdaoui, P. L. Bühlmann, M. H. Maathuis, N. Meinshausen, S. van de Geer | |
Kurzbeschreibung | Statistical inference based on a random sample can be performed under additional shape restrictions on the unknown entity to be estimated (regression curve, probability density, ROC curve...). Under shape restrictions, we mean a variety of constraints. Examples thereof include monotonicity, bounded variation, convexity, k-monotonicity or log-concavity. | ||||
Lernziel | The main goal of this Student Seminar is to get acquainted with the existing approaches in shape constrained estimation. The students will get to learn that specific estimation techniques can be used under shape restrictions to obtain better estimators, especially for small/moderate sample sizes. Students will also have the opportunity to learn that one of the main merits of shape constrained inference is to avoid choosing some arbitrary tuning parameter as it is the case with bandwidth selection in kernel estimation methods. Furthemore, students will get to read about some efficient algorithms that can be used to fastly compute the obtained estimators. One of the famous algoritms is the so-called PAVA (Pool Adjacent Violators Algorithm) used under monotonicity to compute a monotone estimator of a regression curve or a probability density. During the Seminar, the students will have to study some selected chapters from the books "Statistical Inference under Order Restrictions" by Barlow, Bartholomew, Bremner and Brunk, and "Nonparametric estimation under shape constraints" by Groeneboom and Jongbloed. Some "famous" articles on the subject will be also studied. | ||||
Voraussetzungen / Besonderes | We require at least one course in statistics in addition to the 4th semester course Introduction to Probability and Statistics and basic knowledge in computer programming. Topics will be assigned during the first meeting. | ||||
406-3621-AAL | Fundamentals of Mathematical Statistics Belegung ist NUR erlaubt für MSc Studierende, die diese Lerneinheit als Auflagenfach verfügt haben. Alle anderen Studierenden (u.a. auch Mobilitätsstudierende, Doktorierende) können diese Lerneinheit NICHT belegen. | 10 KP | 21R | S. van de Geer | |
Kurzbeschreibung | The course covers the basics of inferential statistics. | ||||
Lernziel |