401-3620-68L  Student Seminar in Statistics: Statistical Learning with Sparsity

SemesterAutumn Semester 2018
LecturersM. Mächler, M. H. Maathuis, N. Meinshausen, S. van de Geer
Periodicityevery semester recurring course
Language of instructionEnglish
CommentNumber of participants limited to 24.

Mainly for students from the Mathematics Bachelor and Master Programmes who, in addition to the introductory course unit 401-2604-00L Probability and Statistics, have heard at least one core or elective course in statistics. Also offered in the Master Programmes Statistics resp. Data Science.


AbstractWe study selected chapters from the 2015 book "Statistical Learning with Sparsity" by Trevor Hastie, Rob Tibshirani and Martin Wainwright.

(details see below)
ObjectiveDuring this seminar, we will study roughly one chapter per week from the book. You will obtain a good overview of the field of sparse & high-dimensional modeling of modern statistics.
Moreover, you will practice your self-studying and presentation skills.
Content(From the book's preface:) "... summarize the actively developing
field of statistical learning with sparsity.
A sparse statistical model is one having only a small number of nonzero parameters or weights. It represents a classic case of “less is more”: a sparse model can be much easier to estimate and interpret than a dense model.
In this age of big data, the number of features measured on a person or object can be large, and might be larger than the number of observations. The sparsity assumption allows us to tackle such problems and extract useful and reproducible patterns from big datasets."

For presentation of the material, occasionally you'd consider additional published research, possibly e.g., for "High-Dimensional Inference"
Lecture notesWebsite: with groups, FAQ, topics, slides, and Rscripts :
Link
LiteratureTrevor Hastie, Robert Tibshirani, Martin Wainwright (2015)
Statistical Learning with Sparsity: The Lasso and Generalization
Monographs on Statistics and Applied Probability 143
Chapman Hall/CRC
ISBN 9781498712170

Access :

- Link
(full access via ETH (library) network, if inside ETH (VPN))

- Author's website (includes errata, updated pdf, data):
Link
Prerequisites / NoticeWe require at least one course in statistics in addition to the 4th semester course Introduction to Probability and Statistics, as well as some experience with the statistical software R.

Topics will be assigned during the first meeting.