## Fadoua Balabdaoui: Catalogue data in Autumn Semester 2021 |

Name | Prof. Dr. Fadoua Balabdaoui |

Address | Mathematik, Bühlmann ETH Zürich, HG G 24.1 Rämistrasse 101 8092 Zürich SWITZERLAND |

Telephone | +41 44 632 61 84 |

fadoua.balabdaoui@stat.math.ethz.ch | |

URL | http://stat.ethz.ch/~fadouab/ |

Department | Mathematics |

Relationship | Adjunct Professor |

Number | Title | ECTS | Hours | Lecturers | |
---|---|---|---|---|---|

401-3620-20L | Student Seminar in Statistics: Inference in Some Non-Standard Regression Problems 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. Also offered in the Master Programmes Statistics resp. Data Science. | 4 credits | 2S | F. Balabdaoui | |

Abstract | Review of some non-standard regression models and the statistical properties of estimation methods in such models. | ||||

Objective | The main goal is the students get to discover some less known regression models which either generalize the well-known linear model (for example monotone regression) or violate some of the most fundamental assumptions (as in shuffled or unlinked regression models). | ||||

Content | Linear regression is one of the most used models for prediction and hence one of the most understood in statistical literature. However, linearity might be too simplistic to capture the actual relationship between some response and given covariates. Also, there are many real data problems where linearity is plausible but the actual pairing between the observed covariates and responses is completely lost or at partially. In this seminar, we review some of the non-classical regression models and the statistical properties of the estimation methods considered by well-known statisticians and machine learners. This will encompass: 1. Monotone regression 2. Single index model 3. Unlinked regression | ||||

Literature | In the following is the tentative material that will be read and studied by each pair of students (all the items listed below are available through the ETH electronic library or arXiv). Some of the items might change. 1. Chapter 2 from the book "Nonparametric estimation under shape constraints" by P. Groeneboom and G. Jongbloed, 2014, Cambridge University Press 2. "Nonparametric shape-restricted regression" by A. Guntuoyina and B. Sen, 2018, Statistical Science, Volume 33, 568-594 3. "Asymptotic distributions for two estimators of the single index model" by Y. Xia, 2006, Econometric Theory, Volume 22, 1112-1137 4. "Least squares estimation in the monotone single index model" by F. Balabdaoui, C. Durot and H. K. Jankowski, Journal of Bernoulli, 2019, Volume 4B, 3276-3310 5. "Least angle regression" by B. Efron, T. Hastie, I. Johnstone, and R. Tibshirani, 2004, Annals of Statsitics, Volume 32, 407-499. 6. "Sharp thresholds for high dimensional and noisy sparsity recovery using l1-constrained quadratic programming (Lasso)" by M. Wainwright, 2009, IEEE transactions in Information Theory, Volume 55, 1-19 7."Denoising linear models with permuted data" by A. Pananjady, M. Wainwright and T. A. Courtade and , 2017, IEEE International Symposium on Information Theory, 446-450. 8. "Linear regression with shuffled data: statistical and computation limits of permutation recovery" by A. Pananjady, M. Wainwright and T. A. Courtade , 2018, IEEE transactions in Information Theory, Volume 64, 3286-3300 9. "Linear regression without correspondence" by D. Hsu, K. Shi and X. Sun, 2017, NIPS 10. "A pseudo-likelihood approach to linear regression with partially shuffled data" by M. Slawski, G. Diao, E. Ben-David, 2019, arXiv. 11. "Uncoupled isotonic regression via minimum Wasserstein deconvolution" by P. Rigollet and J. Weed, 2019, Information and Inference, Volume 00, 1-27 | ||||

Prerequisites / Notice | The students need to be comfortable with regression models, classical estimation methods (Least squares, Maximum Likelihood estimation...), rates of convergence, asymptotic normality, etc. | ||||

401-4623-00L | Time Series AnalysisDoes not take place this semester. | 6 credits | 3G | F. Balabdaoui | |

Abstract | The course offers an introduction into analyzing times series, that is observations which occur in time. The material will cover Stationary Models, ARMA processes, Spectral Analysis, Forecasting, Nonstationary Models, ARIMA Models and an introduction to GARCH models. | ||||

Objective | The goal of the course is to have a a good overview of the different types of time series and the approaches used in their statistical analysis. | ||||

Content | This course treats modeling and analysis of time series, that is random variables which change in time. As opposed to the i.i.d. framework, the main feature exibited by time series is the dependence between successive observations. The key topics which will be covered as: Stationarity Autocorrelation Trend estimation Elimination of seasonality Spectral analysis, spectral densities Forecasting ARMA, ARIMA, Introduction into GARCH models | ||||

Literature | The main reference for this course is the book "Introduction to Time Series and Forecasting", by P. J. Brockwell and R. A. Davis | ||||

Prerequisites / Notice | Basic knowledge in probability and statistics | ||||

401-5640-00L | ZüKoSt: Seminar on Applied Statistics | 0 credits | 1K | M. Kalisch, F. Balabdaoui, A. Bandeira, P. L. Bühlmann, R. Furrer, L. Held, T. Hothorn, M. H. Maathuis, M. Mächler, L. Meier, M. Robinson, C. Strobl, S. van de Geer | |

Abstract | About 5 talks on applied statistics. | ||||

Objective | See how statistical methods are applied in practice. | ||||

Content | There will be about 5 talks on how statistical methods are applied in practice. | ||||

Prerequisites / Notice | This is no lecture. There is no exam and no credit points will be awarded. The current program can be found on the web: http://stat.ethz.ch/events/zukost Course language is English or German and may depend on the speaker. |