Sara van de Geer: Catalogue data in Spring Semester 2015 |
| Name | Prof. em. Dr. Sara van de Geer |
| Field | Mathematic |
| Address | Seminar für Statistik (SfS) ETH Zürich, HG GO 14.2 Rämistrasse 101 8092 Zürich SWITZERLAND |
| Telephone | +41 44 632 22 52 |
| sara.vandegeer@stat.math.ethz.ch | |
| URL | http://stat.ethz.ch/~vsara |
| Department | Mathematics |
| Relationship | Professor emerita |
| Number | Title | ECTS | Hours | Lecturers | |
|---|---|---|---|---|---|
| 401-2604-00L | Probability and Statistics | 7 credits | 4V + 2U | M. Larsson, S. van de Geer | |
| Abstract | - Laplace models, random walks, conditional probabilities, independence. - Kolmogorov's axioms, random variables, moments, multivariate distributions, laws of large numbers and central limit theorem. - Point estimators, tests and confidence intervals. | ||||
| Learning objective | The goal of this course is to provide an introduction to the basic ideas and concepts from probability theory and mathematical statistics. This includes a mathematically rigorous treatment as well as intuition and getting acquainted with the ideas behind the definitions. The course does not use measure theory systematically, but it does point out where this is required and what the connections are. | ||||
| Content | - Diskrete Wahrscheinlichkeitsräume: Laplace-Modelle, Binomial- und Poissonverteilung, bedingte Wahrscheinlichkeiten, Unabhängigkeit, Irrfahrten, erzeugende Funktionen, eventuell Markovketten. - Allgemeine Wahrscheinlichkeitsräume: Axiome von Kolmogorov, Zufallsvariablen und ihre Verteilungen, Erwartungswert und andere Kennzahlen, Entropie, charakteristische Funktionen, mehrdimensionale Verteilung inkl. Normalverteilung, Summen von Zufallsvariablen. - Grenzwertsätze: Schwaches und starkes Gesetz der grossen Zahlen, zentraler Grenzwertsatz. - Statistik: Fragestellungen der Statistik (Schätzen, Vertrauensintervalle, Testen), Verknüpfung Statistik und Wahrscheinlichkeit, Neyman-Pearson Lemma, Wilcoxon-, t- und Chiquadrat-Test, Beurteilung von Schätzern, kleinste Quadrate. | ||||
| Lecture notes | Es steht ein Skript zur Verfügung, das zu Beginn der Vorlesung verkauft wird. | ||||
| 401-3620-15L | Seminar in Statistics: High-Dimensional Statistics  Number of participants limited to 24. Mainly for students from the Mathematics Bachelor and Master Programmes who, in addition to the introductory course unit 401-2604-00L Probability and Statistics, have heard at least one core or elective course in statistics | 4 credits | 2S | N. Meinshausen, P. L. Bühlmann, M. H. Maathuis, S. van de Geer | |
| Abstract | |||||
| Learning objective | The seminar familiarizes students with the basic techniques of high-dimensional data analysis. Both theoretical concepts and practical implementation of methods will be discussed. Students will learn how to study a given topic from a book or a research paper in groups of two and how to prepare an oral presentation which is understandable to other students in the seminar. To achieve this goal, students meet twice. one and two weeks before their presentation, with an assistant or one of the lecturers. | ||||
| Prerequisites / Notice | We require at least one course in statistics in addition to the 4th semester course Introduction to Probability and Statistics. Topics will be assigned during the first meeting. | ||||
| 401-5620-00L | Research Seminar on Statistics  | 0 credits | 2K | P. L. Bühlmann, L. Held, T. Hothorn, M. H. Maathuis, N. Meinshausen, S. van de Geer, M. Wolf | |
| Abstract | Research colloquium | ||||
| Learning objective | |||||
| 401-5640-00L | ZüKoSt: Seminar on Applied Statistics | 0 credits | 1K | M. Kalisch, P. L. Bühlmann, L. Held, T. Hothorn, M. H. Maathuis, M. Mächler, L. Meier, N. Meinshausen, M. Robinson, C. Strobl, S. van de Geer | |
| Abstract | 5 to 6 talks on applied statistics. | ||||
| Learning objective | Kennenlernen von statistischen Methoden in ihrer Anwendung in verschiedenen Gebieten, besonders in Naturwissenschaft, Technik und Medizin. | ||||
| Content | In 5-6 Einzelvorträgen pro Semester werden Methoden der Statistik einzeln oder überblicksartig vorgestellt, oder es werden Probleme und Problemtypen aus einzelnen Anwendungsgebieten besprochen. 3 bis 4 der Vorträge stehen in der Regel unter einem Semesterthema. | ||||
| Lecture notes | Bei manchen Vorträgen werden Unterlagen verteilt. Eine Zusammenfassung ist kurz vor den Vorträgen im Internet unter http://stat.ethz.ch/talks/zukost abrufbar. Ankündigunen der Vorträge werden auf Wunsch zugesandt. | ||||
| Prerequisites / Notice | Dies ist keine Vorlesung. Es wird keine Prüfung durchgeführt, und es werden keine Kreditpunkte vergeben. Nach besonderem Programm. Koordinator M. Kalisch, Tel. 044 632 3435 Lehrsprache ist Englisch oder Deutsch je nach ReferentIn. Course language is English or German and may depend on the speaker. | ||||
| 406-2604-AAL | Probability and Statistics Enrolment only for MSc students who need this course as additional requirement. | 7 credits | 15R | S. van de Geer | |
| Abstract | Introduction to probability and statistics with many examples, based on chapters from the books "Probability and Random Processes" by G. Grimmett and D. Stirzaker and "Mathematical Statistics and Data Analysis" by J. Rice. | ||||
| Learning objective | The goal of this course is to provide an introduction to the basic ideas and concepts from probability theory and mathematical statistics. In addition to a mathematically rigorous treatment, also an intuitive understanding and familiarity with the ideas behind the definitions are emphasized. Measure theory is not used systematically, but it should become clear why and where measure theory is needed. | ||||
| Content | Probability: Chapters 1-5 (Probabilities and events, Discrete and continuous random variables, Generating functions) and Sections 7.1-7.5 (Convergence of random variables) from the book "Probability and Random Processes". Most of this material is also covered in Chap. 1-5 of "Mathematical Statistics and Data Analysis", on a slightly easier level. Statistics: Sections 8.1 - 8.5 (Estimation of parameters), 9.1 - 9.4 (Testing Hypotheses), 11.1 - 11.3 (Comparing two samples) from "Mathematical Statistics and Data Analysis". | ||||
| Literature | Geoffrey Grimmett and David Stirzaker, Probability and Random Processes. 3rd Edition. Oxford University Press, 2001. John A. Rice, Mathematical Statistics and Data Analysis, 3rd edition. Duxbury Press, 2006. | ||||
| 406-3621-AAL | Fundamentals of Mathematical Statistics Enrolment only for MSc students who need this course as additional requirement. | 10 credits | 21R | S. van de Geer | |
| Abstract | The course covers the basics of inferential statistics. | ||||
| Learning objective | |||||