Statistical Learning in Practice - Young
Statistical Learning in Practice - Young
Mr. E. Young
Statistical learning aims to build statistical models for learning relationships and structures
from data, mainly with the goal of predicting future outcomes. It blends classical statistics
with techniques from modern machine learning with the aim of providing concrete algorithms,
for example for regression or classification tasks. This course consists of 12 lectures and 12
practical classes. We will get to know some of the most successful and widely used statistical
methodologies in modern applications, with a focus on practical aspects and concrete problems.
The practical classes will cover an introduction to the programming language R, exploratory
data analysis and the implementation of the statistical methods discussed in the lectures. We
aim to cover a selection of the following topics:
• Time series
Prerequisites
Elementary probability theory, maximum likelihood estimation, hypothesis tests and confidence
intervals, linear models. Previous experience with R is not essential and can be obtained during
the course (only a good working knowledge of R will be necessary, as provided, for instance, in
the lab sessions of the first reference below).
Literature
4. P.J. Brockwell and R.A. Davis. Introduction to time series and forecasting. Springer,
1996.
1
Additional support
This course includes practical classes, in which statistical methods are introduced in a practical
context and students carry out analysis of datasets using R. In the practical classes, the students
have the opportunity to discuss statistical questions with the lecturers. Four example sheets
will be provided and there will be four associated example classes (the last one probably to be
held in Easter term). There will be a revision class in the Easter Term.