From 2 November 2020, the autumn semester 2020 will take place online. Exceptions: Courses that can only be carried out with on-site presence.
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401-3611-00L  Advanced Topics in Computational Statistics

SemesterAutumn Semester 2016
LecturersM. H. Maathuis
Periodicitytwo-yearly recurring course
CourseDoes not take place this semester.
Language of instructionEnglish


AbstractThis lecture covers selected advanced topics in computational statistics, including various classification methods, the EM algorithm, clustering, handling missing data, and graphical modelling.
ObjectiveStudents learn the theoretical foundations of the selected methods, as well as practical skills to apply these methods and to interpret their outcomes.
ContentThe course is roughly divided in three parts: (1) Supervised learning via (variations of) nearest neighbor methods, (2) the EM algorithm and clustering, (3) handling missing data and graphical models.
Lecture notesLecture notes.
Prerequisites / NoticeWe assume a solid background in mathematics, an introductory lecture in probability and statistics, and at least one more advanced course in statistics.