Seminar for Statistics

Computational Statistics

Lecturer: Dr. Martin Mächler

Prof. Peter Bühlmann

Lectures: Th 13-15, HG G3
Fr 9-10 , HG E 1.2
Assistants: Andreas Elsener

Marco Eigenmann

Sylvain Robert

Fr 10-12, HG E 1.2

Exception: Fr 26.02. 10-12, HG E19 and HG E26.3 

(computer rooms)

Question hours

Information about the question hours can be found here.

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. 

(more details: Course Catalogue Data)

Start of lectures

Thursday, 25.02.2016 (Exercises start on 26.02. with a special introduction to the "R" software)

Lecture notes:

Download pdf sk.pdf

R Scripts as used in the Lecture

A selection is online in this directory.


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 recommended.

Contacting lecturers and assistants

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, NOT directly to an assistant.

Lecture attestation (Testat):

In order to obtain ETCS-credit points you have to pass the written exam during the examination session.

If you need ETH-credit points need to solve at least 7 exercises. (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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