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Seminar for Statistics
 
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Computational Statistics

Dr. Martin Maechler, Prof. Peter Bühlmann Lectures: Th 13-15, HG E 3, Fr 9-10, HG E 3
Tutors: Daniel Stekhoven, Alain Hauser, Philipp RütimannSarah Gerster Exercises: Fr 10-12, HG E 3
Exceptions: Fr 26.02. 10-12, HG E 26.1 and HG E 26.3 and Fr 04.06. 10-12, HG E 26.1 and HG E 27

Exam consultation:
You can review your exam of the lecture "Computational Statistics" on Friday, 01.10.2010, 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).

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, 25.02.2010 (Exercises start on 26.02. 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.

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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