Introduction to Computational Statistics and Data Analysis

Lecturer: Dr. Constantin Weiser
Lecture ID:

3240

Contact Time: 2 SWS Lecture + 2 SWS Tutorial
Credits: 6 ECTS for Master Students
Time/Place: Tue, 08:30-10:00 Uhr / HS IX (lecture)
Mo, 16:15-17:45 Uhr / 00 265 PC-Pool (tutorial)
Start: 22.10.2019 (lecture) / 28.10.2019 (tutorial)
Language: English

 

Content:

This module provides booth, a wide-ranging overview of different areas of this field and for some topics a deep discussion of theory and practical usage.

(1) Introduction

    • algorithms and programming
    • introduction to a software package

(2) Numerical methods

    • optimization
    • differentiation / integration

(3) Sampling/Resampling methods

    • Monte Carlo simulation / bootstrap
    • Markov-Chain Monte Carlo

(4) Data analysis (exemplary selection)

    • data wrangling and visualisation
    • classification (Nearest-Neighbour, CART, ...)
    • clustering (K-Means, DBSCAN, ...)
    • machine learning (neural networks, support-vector machines, …)
    • text- / image-processing

 

Material:

Course materials will be downloadable from the e-learning platform ILIAS.