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 |