Only for ZGSM (ETH D-MATH and UZH I-MATH) doctoral students. The latter need to register at myStudies and then send an email to info@zgsm.ch with their name, course number and student ID. Please see https://zgsm.math.uzh.ch/index.php?id=forum0
Courses
Number
Title
Hours
Lecturers
401-3627-00 V
High-Dimensional Statistics
Planned to be offered in the Spring (!) semester 2025 again, but not in the Autumn Semester 2025.
"High-Dimensional Statistics" deals with modern methods and theory for statistical inference when the number of unknown parameters is of much larger order than sample size. Statistical estimation and algorithms for complex models and aspects of multiple testing will be discussed.
Learning objective
Knowledge of methods and basic theory for high-dimensional statistical inference
Content
Lasso and Group Lasso for high-dimensional linear and generalized linear models; Additive models and many smooth univariate functions; Non-convex loss functions and l1-regularization; Stability selection, multiple testing and construction of p-values; Undirected graphical modeling
Literature
Peter Bühlmann and Sara van de Geer (2011). Statistics for High-Dimensional Data: Methods, Theory and Applications. Springer Verlag. ISBN 978-3-642-20191-2.
Prerequisites / Notice
Knowledge of basic concepts in probability theory, and intermediate knowledge of statistics (e.g. a course in linear models or computational statistics).
Performance assessment
Performance assessment information (valid until the course unit is held again)
Performance assessment as a semester course