Nicolai Meinshausen: Catalogue data in Autumn Semester 2017

Name Prof. Dr. Nicolai Meinshausen
Professur für Statistik
ETH Zürich, HG G 23.2
Rämistrasse 101
8092 Zürich
Telephone+41 44 632 32 74
RelationshipFull Professor

401-3620-67LStudent Seminar in Statistics: Computer Age Statistical Inference Restricted registration - show details
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 credits2SM. H. Maathuis, P. L. Bühlmann, N. Meinshausen, S. van de Geer
AbstractWe study selected chapters from the book "Computer Age Statistical Inference: Algorithms, Evidence and Data Science" by Bradley Efron and Trevor Hastie.
ObjectiveDuring this seminar, we will study roughly one chapter per week from the book "Computer Age Statistical Inference: Algorithms, Evidence and Data Science" by Bradley Efron and Trevor Hastie. You will obtain a good overview of the field of modern statistics. Moreover, you will practice your self-studying and presentation skills.
ContentIn the words of Efron and Hastie: "The twenty-first century has seen a breathtaking expansion of statistical methodology, both in scope and in influence. “Big data,” “data science,” and “machine learning” have become familiar terms in the news, as statistical methods are brought to bear upon the enormous data sets of modern science and commerce. How did we get here? And where are we going? This book takes us on a journey through the revolution in data analysis following the introduction of electronic computation in the 1950s. Beginning with classical inferential theories – Bayesian, frequentist, Fisherian – individual chapters take up a series of influential topics: survival analysis, logistic regression, empirical Bayes, the jackknife and bootstrap, random forests, neural networks, Markov chain Monte Carlo, inference after model selection, and dozens more. The book integrates methodology and algorithms with statistical inference, and ends with speculation on the future direction of statistics and data science."
LiteratureBradley Efron and Trevor Hastie (2016). Computer Age Statistical Inference: Algorithms, Evidence and Data Science. Cambridge University Press, New York. ISBN: 9781107149892.
Prerequisites / NoticeWe require at least one course in statistics in addition to the 4th semester course Introduction to Probability and Statistics, as well as some experience with the statistical software R.

Topics will be assigned during the first meeting.
401-4619-67LAdvanced Topics in Computational Statistics4 credits2VN. Meinshausen
AbstractThis lecture covers selected advanced topics in computational statistics. This year the focus will be on graphical modelling.
ObjectiveStudents learn the theoretical foundations of the selected methods, as well as practical skills to apply these methods and to interpret their outcomes.
ContentThe main focus will be on graphical models in various forms:
Markov properties of undirected graphs; Belief propagation; Hidden Markov Models; Structure estimation and parameter estimation; inference for high-dimensional data; causal graphical models
Prerequisites / NoticeWe assume a solid background in mathematics, an introductory lecture in probability and statistics, and at least one more advanced course in statistics.
401-5620-00LResearch Seminar on Statistics Information 0 credits2KL. Held, T. Hothorn, D. Kozbur, M. H. Maathuis, N. Meinshausen, S. van de Geer, M. Wolf
AbstractResearch colloquium
401-5640-00LZüKoSt: Seminar on Applied Statistics Information 0 credits1KM. Kalisch, R. Furrer, L. Held, T. Hothorn, M. H. Maathuis, M. Mächler, L. Meier, N. Meinshausen, M. Robinson, C. Strobl, S. van de Geer
AbstractAbout 5 talks on applied statistics.
ObjectiveSee how statistical methods are applied in practice.
ContentThere will be about 5 talks on how statistical methods are applied in practice.
Prerequisites / NoticeThis is no lecture. There is no exam and no credit points will be awarded. The current program can be found on the web:
Course language is English or German and may depend on the speaker.