Search result: Catalogue data in Autumn Semester 2020
|DAS in Data Science|
|401-0625-01L||Applied Analysis of Variance and Experimental Design||W||5 credits||2V + 1U||L. Meier|
|Abstract||Principles of experimental design, one-way analysis of variance, contrasts and multiple comparisons, multi-factor designs and analysis of variance, complete block designs, Latin square designs, random effects and mixed effects models, split-plot designs, incomplete block designs, two-series factorials and fractional designs, power.|
|Objective||Participants will be able to plan and analyze efficient experiments in the fields of natural sciences. They will gain practical experience by using the software R.|
|Content||Principles of experimental design, one-way analysis of variance, contrasts and multiple comparisons, multi-factor designs and analysis of variance, complete block designs, Latin square designs, random effects and mixed effects models, split-plot designs, incomplete block designs, two-series factorials and fractional designs, power.|
|Literature||G. Oehlert: A First Course in Design and Analysis of Experiments, W.H. Freeman and Company, New York, 2000.|
|Prerequisites / Notice||The exercises, but also the classes will be based on procedures from the freely available, open-source statistical software R, for which an introduction will be held.|
|401-0649-00L||Applied Statistical Regression||W||5 credits||2V + 1U||M. Dettling|
|Abstract||This course offers a practically oriented introduction into regression modeling methods. The basic concepts and some mathematical background are included, with the emphasis lying in learning "good practice" that can be applied in every student's own projects and daily work life. A special focus will be laid in the use of the statistical software package R for regression analysis.|
|Objective||The students acquire advanced practical skills in linear regression analysis and are also familiar with its extensions to generalized linear modeling.|
|Content||The course starts with the basics of linear modeling, and then proceeds to parameter estimation, tests, confidence intervals, residual analysis, model choice, and prediction. More rarely touched but practically relevant topics that will be covered include variable transformations, multicollinearity problems and model interpretation, as well as general modeling strategies. |
The last third of the course is dedicated to an introduction to generalized linear models: this includes the generalized additive model, logistic regression for binary response variables, binomial regression for grouped data and poisson regression for count data.
|Lecture notes||A script will be available.|
|Literature||Faraway (2005): Linear Models with R|
Faraway (2006): Extending the Linear Model with R
Draper & Smith (1998): Applied Regression Analysis
Fox (2008): Applied Regression Analysis and GLMs
Montgomery et al. (2006): Introduction to Linear Regression Analysis
|Prerequisites / Notice||The exercises, but also the classes will be based on procedures from the freely available, open-source statistical software package R, for which an introduction will be held.|
In the Mathematics Bachelor and Master programmes, the two course units 401-0649-00L "Applied Statistical Regression" and 401-3622-00L "Statistical Modelling" are mutually exclusive. Registration for the examination of one of these two course units is only allowed if you have not registered for the examination of the other course unit.
|401-3612-00L||Stochastic Simulation||W||5 credits||3G||F. Sigrist|
|Abstract||This course introduces statistical Monte Carlo methods. This includes applications of stochastic simulation in various fields (statistics, statistical mechanics, operations research, financial mathematics), generating uniform and arbitrary random variables (incl. rejection and importance sampling), the accuracy of methods, variance reduction, quasi-Monte Carlo, and Markov chain Monte Carlo.|
|Objective||Students know the stochastic simulation methods introduced in this course. Students understand and can explain these methods, show how they are related to each other, know their weaknesses and strengths, apply them in practice, and proof key results.|
|Content||Examples of simulations in different fields (statistics, statistical mechanics, operations research, financial mathematics). Generation of uniform random variables. Generation of random variables with arbitrary distributions (including rejection sampling and importance sampling), simulation of multivariate normal variables and stochastic differential equations. The accuracy of Monte Carlo methods. Methods for variance reduction and quasi-Monte Carlo. Introduction to Markov chains and Markov chain Monte Carlo (Metropolis-Hastings, Gibbs sampler, Hamiltonian Monte Carlo, reversible jump MCMC). Algorithms introduced in the course are illustrated with the statistical software R.|
|Lecture notes||A script will be available in English.|
|Literature||P. Glasserman, Monte Carlo Methods in Financial Engineering.|
B. D. Ripley. Stochastic Simulation. Wiley, 1987.
Ch. Robert, G. Casella. Monte Carlo Statistical Methods.
Springer 2004 (2nd edition).
|Prerequisites / Notice||It is assumed that students have had an introduction to probability theory and statistics (random variables, joint and conditional distributions, law of large numbers, central limit theorem, basics of measure theory).|
The course resources (including script, slides, exercises) will be provided via the Moodle online learning platform.
|401-3621-00L||Fundamentals of Mathematical Statistics||W||10 credits||4V + 1U||S. van de Geer|
|Abstract||The course covers the basics of inferential statistics.|
|401-3622-00L||Statistical Modelling||W||8 credits||4G||P. L. Bühlmann, M. Mächler|
|Abstract||In regression, the dependency of a random response variable on other variables is examined. We consider the theory of linear regression with one or more covariates, high-dimensional linear models, nonlinear models and generalized linear models, robust methods, model choice and nonparametric models. Several numerical examples will illustrate the theory.|
|Objective||Introduction into theory and practice of a broad and popular area of statistics, from a modern viewpoint.|
|Content||In der Regression wird die Abhängigkeit einer beobachteten quantitativen Grösse von einer oder mehreren anderen (unter Berücksichtigung zufälliger Fehler) untersucht. Themen der Vorlesung sind: Einfache und multiple Regression, Theorie allgemeiner linearer Modelle, Hoch-dimensionale Modelle, Ausblick auf nichtlineare Modelle. Querverbindungen zur Varianzanalyse, Modellsuche, Residuenanalyse; Einblicke in Robuste Regression. Durchrechnung und Diskussion von Anwendungsbeispielen.|
|Lecture notes||Lecture notes|
|Prerequisites / Notice||This is the course unit with former course title "Regression".|
Credits cannot be recognised for both courses 401-3622-00L Statistical Modelling and 401-0649-00L Applied Statistical Regression in the Mathematics Bachelor and Master programmes (to be precise: one course in the Bachelor and the other course in the Master is also forbidden).
Does not take place this semester.
|Abstract||Introduction to the Bayesian approach to statistics: decision theory, prior distributions, hierarchical Bayes models, empirical Bayes, Bayesian tests and model selection, empirical Bayes, Laplace approximation, Monte Carlo and Markov chain Monte Carlo methods.|
|Objective||Students understand the conceptual ideas behind Bayesian statistics and are familiar with common techniques used in Bayesian data analysis.|
|Content||Topics that we will discuss are:|
Difference between the frequentist and Bayesian approach (decision theory, principles), priors (conjugate priors, noninformative priors, Jeffreys prior), tests and model selection (Bayes factors, hyper-g priors for regression),hierarchical models and empirical Bayes methods, computational methods (Laplace approximation, Monte Carlo and Markov chain Monte Carlo methods)
|Lecture notes||A script will be available in English.|
|Literature||Christian Robert, The Bayesian Choice, 2nd edition, Springer 2007.|
A. Gelman et al., Bayesian Data Analysis, 3rd edition, Chapman & Hall (2013).
Additional references will be given in the course.
|Prerequisites / Notice||Familiarity with basic concepts of frequentist statistics and with basic concepts of probability theory (random variables, joint and conditional distributions, laws of large numbers and central limit theorem) will be assumed.|
|401-4623-00L||Time Series Analysis||W||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:
Elimination of seasonality
Spectral analysis, spectral densities
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|
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