Detailed time schedule

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
'KR' = Kompakta Rummet, House B, Campus Valla, Linköpings Universitet