103-0849-AAL  Multivariate Statistics and Machine Learning

SemesterAutumn Semester 2021
LecturersK. Schindler
Periodicityevery semester recurring course
Language of instructionEnglish
CommentEnrolment ONLY for MSc students with a decree declaring this course unit as an additional admission requirement.

Any other students (e.g. incoming exchange students, doctoral students) CANNOT enrol for this course unit.


AbstractIntroduction to statistical modelling and machine learning.
Learning objectiveThe goal is to familiarise students with the principles and tools of machine learning, and to enable them to apply them for practical data analysis.
Contentmultivariate probability distributions; comparison of distributions; regression; classification; model selection and cross-validation; clustering and density estimation; mixture models; neural networks
Literature- Hastie, Tibshirani, Friedman: The Elements of Statistical Learning, Springer 2009
- Bishop: Pattern Recognition and Machine Learning, Springer 2006
- Duda, Hart, Stork: Pattern CLassification, Wiley 2012