30408 - ADVANCED MATHEMATICS AND STATISTICS - MODULE 2 (ADVANCED STATISTICAL METHODS)
Department of Decision Sciences
Course taught in English
Go to class group/s: 25
Course Director:
ANTONIO LIJOI
ANTONIO LIJOI
Suggested background knowledge
Solid knowledge of calculus and of basic programming tools in R facilitates students’ understanding of the topics covered during the course.
Mission & Content Summary
MISSION
Data Science has recently emerged as one of the most exciting interdisciplinary research areas both in academia and among practitioners. The unprecedented availability of data is setting a variety of theoretical and computational challenges for statistics and is, thus, fueling novel groundbreaking developments in the field. Researchers and professional data scientists who want to play a leading role in such a new scenario must definitely have a solid mastery of topics in Probability and Statistics.
The main aim of the course is to introduce students to intermediate level tools in Probability Theory and Statistical Inference. The first part is devoted to investigating mathematical aspects of probability, with a special emphasis on multivariate distributions and limiting theorems. In the second part students are guided through the methodological core of point estimation (both from a frequentist and Bayesian perspective), hypothesis testing and regression modeling. These theoretical aspects are complemented by an in-depth presentation of elementary simulation and computational techniques that are routinely used to implement most common statistical procedures.
CONTENT SUMMARY
- Review of discrete and continuous random variables.
- Random vectors.
- Transformations of random variables and of random vectors.
- Simulation of random variables.
- Laws of large numbers and the central limit theorem.
- Parametric statistical models.
- Parameter estimation: minimum variance and unbiased estimators, maximum likelihood and Bayesian methods.
- Hypothesis testing.
- Regression models.
Intended Learning Outcomes (ILO)
KNOWLEDGE AND UNDERSTANDING
At the end of the course student will be able to...
- Deal with intermediate statistical and probabilistic tools that lie at the foundations of modern Data Science applications.
- Develop a multivariable thinking that is essential to understand and model large and complex datasets.
- Identify drawbacks and merits of both the frequentist and the Bayesian approaches to statistical inference.
- Profitably attend courses on advanced topics in Probability and Stochastic Processes, Statistics and Machine Learning.
APPLYING KNOWLEDGE AND UNDERSTANDING
At the end of the course student will be able to...
- Tailor statistical models to specific experiments, with the aim of addressing estimation and hypothesis testing problems.
- Study relationships among multivariate data, with the aim of drawing predictions and impacting decision-making processes.
- Interpret the output of basic statistical procedures in view of actual applications to real data.
Teaching methods
- Face-to-face lectures
DETAILS
Assessment methods
| Continuous assessment | Partial exams | General exam | |
|---|---|---|---|
|
x | x |
ATTENDING AND NOT ATTENDING STUDENTS
The exam has a hybrid structure and consists of two mutliple choice tests:
- One test is run without Respondus Monitor and without Lockdown Browser and it is with exercises.
- The other test is via Respondus Monitor, with Lockdown Browser, and involves only questions on theory. Hence, one does not need to perform any specific calculations as in standard exercises. Questions are about definitions, statements of properties and of theorems (without proofs) that have been displayed and discussed during class lectures.
The mid-term exam is replaced by a multiple choice test granting up to 4 bonus points that can be added to the mark gained in regular exam sessions, until the September 2020 session, to identify the final student's mark.
Teaching materials
ATTENDING AND NOT ATTENDING STUDENTS
F.J. SAMANIEGO, Stochastic Modeling and Mathematical Statistics, Boca Raton, FL, CRC Press, 2014.
Last change 31/05/2019 08:23