IPM-Tehran-Iran

IPM Data Science Summer School

IPM Data Science Summer School

Statistics for Data Science

  • Probabilistic Modeling & Inference
    o Sampling & Confidence Intervals
    o A Regression Example
    o Hypothesis Testing
  • Frequentist/Bayesian Inference
    o Frequentism in Practice
    o Optimality
    o Flaws in Frequentist Inference
    o Bayesian Inference & Priors
  • Maximum Likelihood & Exponential Families
    o Likelihood & MLE
    o Fisher Information
    o The (Multivariate) Normal Distribution
    o Exponential Families
  • Linear Models
    o Estimation & Inference in Linear Models
    o Analysis of Variance
  • Generalized Linear Models & Regression Tree
    o Logistic Regression
    o GLMs
    o Regression Trees
  • Shrinkage Estimators & Emprical Bayes
    o The James-Stein Estimator
    o Ridge Regression
    o Empirical Bayes & Indirect Evidence
  • Sparse Modeling and the Lasso
    o Lasso & Path of Coefficients
    o Recovering Sparsity
    o Least Angle Regression
  • Large Scale Hypothesis Testing
    o Challenges in Large Scale Testing
    o False Discovery Rate
    o Empirical Bayes Testing
    o Choose of Null Distribution