ETH :: D-MATH :: Computational Statistics

You can review your exam of the lectures from the Seminar für Statistik on Thursday, 27.09.2012, from 12:00 to 12:30, HG G 26.5. If this time is inconvenient for you, please contact Manuel (koller@stat.math.ethz.ch).

Prof. Peter Bühlmann	Time: Th 13-15, Fr 10-12
Tutors: Marcel Dettling, Nicolai Meinshausen	Place: HG F3

Course Synopsis

multiple regression, nonparametric methods for regression and classification (kernel estimates, smoothing splines, regression and classification trees, additive models, projection pursuit, neural nets), curse of dimensionality, resampling, bootstrap, cross validation.

Start of lectures

Thursday 1.4.2004

Lecture notes

Lecure notes are available in PS and PDF format

Exercises

Exercises will be based on the open-source statistics software R. Emphasis will be put on applied problems. Exercises take place every second friday, 10-12am, with exception of the first two exercises which take place Thursday, 8.4.2004 and Thursday, 22.4.2004, respectively. Active participation in the exercises is strongly recommended.

The exercises are available via ftp as ps-files.

Recommended Reading

T. Hastie, R. Tibshirani, J. Friedman. The Elements of Statistical Learning. Springer

J. E. Gentle. Elements of Computational Statistics. Springer

W. N. Venables, B. D. Ripley. Modern Applied Statistics with S. Springer

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