Introduces the theory and application of modern, computationally-based methods for exploring and drawing inferences from data. Covers re-sampling methods, non-parametric regression, prediction, and dimension reduction and clustering. Specific topics include Monte Carlo simulation, bootstrap cross-validation, splines, locally weighted regression, CART, random forests, neural networks, support vector machines, and hierarchical clustering. De-emphasizes proofs and replaces them with an extended discussion of the interpretation of results and simulation and data analysis for illustration.

0

22

May 17, 2022

English

English [CC]

Description

Course Objectives

After completing this course, a student will be able to understand the theoretical basis for the current methods used in statistical analysis.

Readings

  • T. Hastie, R. Tibshirani, and J. H. Fried. (2001) The Elements of Statistical Learning. Springer-Verlag: New York.
  • Venables, W.N. and Ripley, B.D. (2002) Modern Applied Statistics with S-Plus. Springer-Verlag: New York.
  • Brian D. Ripley. (1996) Pattern Recognition and Neural Networks. Cambridge University Press.

Course Curriculum

    • Stuff You Should Know: Basics of Probability, the Central Limit Theorem, and Inference 00:25:00
    • Introduction to Regression and Prediction 00:55:00
    • Overview of Supervised Learning 00:55:00
    • Linear Methods for Regression 00:55:00
    • Linear Methods for Classification 00:55:00
    • Kernel Methods 00:55:00

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