Week | Date | Topic(s) | Time | Location |
Lecturer(s) |
---|---|---|---|---|---|
39 | Sep 22 | Introduction. General description of the course. Computational Statistics - the statistician's point of view and the numerical analyst's point of view | 9:15-12:00 | KR |
DVR, LE |
The statistical language R - short introduction. Computer lab exercises | 13:15-17:00 | KR |
MN |
||
Sep 23 | Regression analysis, statistical concepts. Least Squares and QR factorization | 9:15-12:00 | KR |
DVR, LE |
|
Computer lab: Multiple regression. Normal equations vs QR factorization. Polynomial regression | 13:15-17:00 | KR |
DVR, LE |
||
Sep 24 | Regression analysis (cont). Rank deficiency. Singular value decomposition (SVD). Pseudo-inverses. | 9:15-12:00 | KR |
DVR, LE |
|
Computer lab: Numerical rank deficiency, collinearity. Application in pattern recognition: classification of handwritten digits (regression) | 13:15-17:00 | KR |
LE |
||
Sep 25 | Regression problems with sparse data matrices. Sparse matrices - storage formats. Solving least squares problems with sparse matrices: direct and iterative methods. Computing the SVD | 9:15-12:00 | KR |
MN |
|
Computer lab: Handling sparse matrices in R and MATLAB. Regression. Text mining | 13:15-17:00 | KR |
MN |
||
Sep 26 | Graphs and their usage in Statistical applications (page-rank), regression trees, classification trees. Concepts of numerical stability. Floating point computations - short introduction, variance example | 9:15-12:00 | KR |
LE, DVR |
|
Computer lab: Floating point arithmetic - examples of loss of accuracy. Page ranking, the Google matrix | 13:15-17:00 | KR |
LE |