Prof. Dr. Luca Amendola


Institut für Theoretische Physik -- Universität Heidelberg


Philosophenweg 16 -- D-69120 Heidelberg -- Germany

Tel: +49-6221-549-407 -- Fax: +49-6221-549-333

Sprechstunde: After my lectures
and by appointment Tuesday 11.00 - 12.00 a.m. (other times also possible)





  Computational Statistics

Summer Semester 2017

   The course is an introduction to statistical analysis, with emphasis on computational methods with the R language.
  

   LSF data

Program
   - Random variables
   - Introduction to R language (install R on your computer)
   - Probability distribution functions
   - Moments, generating function, central limit theorem etc
   - Bayes theorem
   - Linear and non-linear regression
   - Estimators (maximum likelihood, robust estimators etc)
   - Hypothesis testing (non-parametric, multiple, etc)
   - Cluster analysis
   - Principal Component Analysis
   - Bayesian model selection
   - Fisher matrix



   NOTE: Course begins on April 18th, 2017
   Classes on Tuesday 9:15-11:00 in HS 2 KIP INF 227
   Exercise classes on Wednesday 16:15-18:00, starting on April, 26th, CIP-Pool Philosophenweg 12,

   Exam on July 26th, 16:15-18:30, CIP-Pool Philosophenweg 12. You can bring a hand-written one-side page A4 cheat sheet with all the formulae you can write. The exam will consist of writing some pseudo-code (or if you prefer, R-code) and some analytical exercises.

   Second date: 17.10.17, gHS Philosophenweg 12, 9:30-12:00 (same rules as above)

   Contact the tutor coordinator Dr. Nelson Lima for any information related to exercises.

   
  
Calendar:
   18.04
   25.04
   02.05
   09.05
   16.05
   23.05
   30.05
   06.06
   13.06
   20.06
   27.07
   04.07
   11.07
   18.07

Exercise class calendar:
Computers are provided, but you can also bring your own laptop if you install R

   26.04
   03.05
   10.05
   17.05
   24.05
   31.05
   07.06
   14.06
   21.06
   28.07
   05.07
   12.07
   19.07

    CREDITS: 6
   
    During the course a few homework sheets will be handed out (you will be able to download them from this page). Some of them will count towards admission to the final written exam (this will be clearly specified on the sheet and in class).

    You can work in pairs. Please put your names on every page!

    All the exercises are now posted at this link




      Suggested texts:

      Lecture notes (new version July 2017)

      DeGroot and Schervish, Probability and Statistics, Addison Wesley
      P. Gregory, Bayesian Logical Data Analysis for the Physical Sciences, Cambridge University Press
      Introduction to R  (an introductory manual on R language)
   
 


 

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