Detailed time schedule

Week	Date	Topic(s)	Time	Location	Lecturer(s)
41	Oct 6	Structured matrices in statistical applications. Structured covariance matrices - Toeplitz and circulant matrices. Invariant and shift-invariant systems. Fourier matrices	9:15-12:00	P/2345	DVR, MN
		Computer lab: Data simulations (generating test data with a required structure). Eigenvalue problems (?)	13:15-17:00	P/2516D	MN
	Oct 7	Total Least squares (TLS): statistical view and numerical view. The issue of robustness	9:15-12:00	P/2345	MN
		Computer lab: Programming and using the TLS method, comparisons with the classical LS method	13:15-17:00	P/2516D	MN
	Oct 8	Principal Component Analysis. Partial Least Squares. Shrinkage methods. Cross validation	9:15-12:00	P/2345	DVR, LE
		Computer lab: Partial Least Squares	13:15-17:00	P/2516D	LE
	Oct 9	Random number generators. Markov chain Monte Carlo methods (MCMC). Parallelization issues, accuracy of the obtained solution	9:15-12:00	P/2345	DVR, MN
		Computer lab: Discussions and completing tasks from the first three days in Week 41	13:15-17:00	P/2516D	DVR, MN
	Oct 10	Overview of software tools for statistical computations (SPSS, SAS, R, MATLAB, Statistica, symbolic computations)	9:15-12:00	Pol_2345	DVR, LE, MN
		Summary of the course material and sketch of new problems, methodologies, methods to be considered further	13:15-14:00	P/2516D	DVR, LE, MN