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Seminar for Statistics
 
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Computational Statistics

Prüfungseinsicht / Exam Consultation

You can review your exam of the lectures from the Seminar für Statistik on Friday, 23.09.2011, from 12:00 to 12:30, HG G 26.1. If this time is inconvenient for you, please contact Jürg (schell@stat.math.ethz.ch).

Dr. Martin Maechler, Prof. Peter Bühlmann Lectures: Th 13-15, HG E 3, Fr 9-10, HG E 3
Tutors: Christian Kerkhoff, Johannes Lederer, Fabio Sigrist, Patric Müller.
Exercises: Fr 10-12, HG E 3
Exceptions: Fr 25.02. 10-12, HG E 26.1 and HG E 26.3

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, 24.02.2011 (Exercises start on 25.02. with a special introduction to the "R" software)

Lecture notes                       (PDF print yourself!)

R Scripts as used in the Lecture

A selection is online in this ftp  directory.

Exercises

Exercises will be based on the free open-source statistics and graphics software R. Emphasis will be put on applied problems. Active participation in the exercises is strongly recommended for all.

Contacting lecturers and tutors

Of course you can always ask questions during the class and the exercise sessions. If you want to contact us by email, please write to compstat@stat.math.ethz.ch, NOT directly to a tutor.

Contacting lecturers and tutors

In order to obtain ETCS-credits you have to pass the written exam.

If you need ETH-credits you need to hand in your exercises and achieve a minimal amount of 40 points. (see the exercise page for more details)

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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© 2014 Mathematics Department | Imprint | Disclaimer | 26 July 2011
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