Introduction to Computational Statistics and Data Analysis (Winter 2022/2023)

Lecturer: Dr. Constantin Weiser
Lecture ID: 3240
Credits: 6 ECTS for Master Students
Time/Place:

Tue, 08:15-09:45  HS IV (Lecture)

Thu, 16:15-17:45 HS IV (Tutorial)

Start: 03.11.2022
Language: English

 

This course will be in classroom (no online teaching)

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.