Questa è una vecchia versione del documento!
Day of Week | Hour | Room |
---|---|---|
Monday | 16:00 - 18:00 | Fib-L1 |
Tuesday | 9:00 - 11:00 | Fib-N1 |
The following are mandatory text books:
The following is an optional text book for recalling mathematics pre-requisites of the course:
Written exam consists of open questions and exercises. Example text: sample1, sample2. The exam lasts 2 hours. No teaching material can be consulted during the exam. Registration is mandatory.
Date | Hour | Room |
---|---|---|
22/1/2019 | 9:00 - 11:00 | Fib-L1 |
12/2/2019 | 9:00 - 11:00 | Fib-L1 |
Day | Room | Topic | Learning material | Instructor | |
---|---|---|---|---|---|
1. | 19.02 16:00-18:00 | L1 | Introduction. Probability and independence. | [B1] Chpts. 1-3 | Tantari |
2. | 20.02 9:00-11:00 | N1 | R basics. | [B2] Chpts. 1,2.1,2.4 slides script1.R | Ruggieri |
3. | 27.02 9:00-11:00 | N1 | Discrete and continuous random variables. | [B1] Chpts. 4-5 | Tantari |
4. | 06.03 9:00-11:00 | N1 | Simulation. Expectation and variance | [B1] Chpts. 6-7 noteSim | Tantari |
5. | 12.03 16:00-18:00 | L1 | R basics and distributions. | [B2] Chpts. 2.2,3-4 script2.R | Ruggieri |
6. | 13.03 9:00-11:00 | N1 | R programming and graphics. | [B2] Chpts. 2.3,3-4 exercise.R script3.R | Ruggieri |
7. | 19.03 16:00-18:00 | L1 | Computations with random variables. Covariance | [B1] Chpts. 8-10 | Tantari |
8. | 20.03 9:00-11:00 | N1 | Sum of random variables. Law of large numbers | [B1] Chpts. 11,13 | Tantari |
9. | 26.03 16:00-18:00 | L1 | The central limit theorem. Graphical summaries | [B1] Chpts. 14,15 | Tantari |
10. | 27.03 9:00-11:00 | N1 | Numerical summaries. Poisson process | [B1] Chpts. 12,16 Rcode slides | Tantari |
11. | 16.04 16:00-18:00 | L1 | Examples on CLT. Data preprocessing. | [B2] Chpt. 10 dataprep.r script4.R | Ruggieri |
12. | 17.04 9:00-11:00 | N1 | Unbiased estimators. Efficiency and MSE | [B1] Chpts. 17,19, 20 | Tantari |
13. | 23.04 16:00-18:00 | L1 | Maximum likelihood. | [B1] Chpt. 21 | Tantari |
14. | 24.04 9:00-11:00 | N1 | Fisher Information. Linear Regressions and Least Squares. | [B1] Chpt. 22 fisher | Tantari |
15. | 30.04 16:00-18:00 | L1 | Examples on and MSE. Power-laws | Newman's paper, roc_adult.R script5.R | Ruggieri |
16. | 02.05 14:00-16:00 | A1 | Project and data presentation | Tantari+Ruggieri | |
17. | 07.05 16:00-18:00 | L1 | Confidence Intervals: Gaussian, T-student, large sample method. | [B1] Chpt. 23,24 | Tantari |
18. | 08.05 9:00-11:00 | N1 | Empirical and parametric bootstrap. Application to confidence intervals. | [B1] Chpts. 18,23 | Tantari |
19. | 14.05 16:00-18:00 | L1 | Hypotheses testing. | [B1] Chpts. 25-26 | Tantari |
20. | 15.05 9:00-11:00 | N1 | Hypotheses testing. Bootstrap. Project tutoring. | [B2] Chpt. 5.1, script6.R | Ruggieri |
21. | 21.05 16:00-18:00 | L1 | Hypotheses testing. t-test and application to linear regressions | [B1] Chpts. 27 | Tantari |
22. | 22.05 9:00-11:00 | N1 | Hypotheses testing: correlation and Fisher transformation, comparing samples | [B1] Chpt. 28 CorrNotes | Tantari |
23. | 28.05 16:00-18:00 | L1 | Hypotheses testing: F-test, K-S, chi-square | K-S | Tantari |
24. | 29.05 9:00-11:00 | N1 | Hypotheses testing, parameter estimation. | [B2] Chpts. 5.2-5.7, 6, script7.R | Ruggieri |