Universität Wien

040170 UK Statistics of high-dimensional and complex data (2023W)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work

Summary

1 Dmytriv , Moodle
2 Dmytriv , Moodle

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
Registration information is available for each group.

Groups

Group 1

Die Literatur zu dem Thema dieses Kurses ist durchweg auf Englisch. Daher sind auch die Kursmaterialien auf Englisch. Der Kurs kann auf Wunsch auf Deutsch gehalten werden, wobei es sinnvoller wäre den Kurs komplett auch auf Englisch zu halten.

max. 35 participants
Language: German
LMS: Moodle

Lecturers

Classes (iCal) - next class is marked with N

  • Wednesday 04.10. 08:00 - 09:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 11.10. 08:00 - 09:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 18.10. 08:00 - 09:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 25.10. 08:00 - 09:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 08.11. 08:00 - 09:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 15.11. 08:00 - 09:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 22.11. 08:00 - 09:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 29.11. 08:00 - 09:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 06.12. 08:00 - 09:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 13.12. 08:00 - 09:30 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 10.01. 08:00 - 09:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 17.01. 08:00 - 09:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 24.01. 08:00 - 09:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 31.01. 08:00 - 09:30 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock

Aims, contents and method of the course

The aim of the course is to provide students with the necessary statistical toolkit to analyze
and extract information from data in various forms. The course combines the elements of
Statistics, Data Mining, and Econometrics. All presented methods will be accompanied with
real-world examples and their implementations in R statistical software.

Course contents: High-dimensional linear models, model selection, LASSO, Ridge, Multiple Testing, etc.

Examination topics

Statistical theory presented in the lecture plus practical skills in R are necessary for this course.

Group 2

max. 35 participants
Language: German
LMS: Moodle

Lecturers

Classes (iCal) - next class is marked with N

  • Wednesday 04.10. 11:30 - 13:00 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 11.10. 11:30 - 13:00 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 18.10. 11:30 - 13:00 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 25.10. 11:30 - 13:00 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 08.11. 11:30 - 13:00 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 15.11. 11:30 - 13:00 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 22.11. 11:30 - 13:00 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 29.11. 11:30 - 13:00 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 06.12. 11:30 - 13:00 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 13.12. 08:00 - 09:30 Hörsaal 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 10.01. 11:30 - 13:00 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 17.01. 11:30 - 13:00 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 24.01. 11:30 - 13:00 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock
  • Wednesday 31.01. 11:30 - 13:00 Seminarraum 14 Oskar-Morgenstern-Platz 1 2.Stock

Aims, contents and method of the course

The aim of the course is to provide students with the necessary statistical toolkit to analyze
and extract information from data in various forms. The course combines the elements of
Statistics, Data Mining and Econometrics. All presented methods will be accompanied with
real-world examples and their implementations in R statistical software.

Course contents: High-dimensional linear models, model selection, LASSO, Ridge, Multiple Testing, etc.

Examination topics

Die in der Vorlesung vorgestellte statistische Theorie sowie praktische Kenntnisse in R sind für diesen Kurs erforderlich.

Information

Assessment and permitted materials

Midterm exam (on-site)+ Project in R at the end of the semester

Minimum requirements and assessment criteria

Two partial assessments 2*50% of the final grade. To complete the course positively, you must achieve at least 60% of the points.

Reading list

Hastie, T.; Tibshirani, R. & Friedman, J. (2001), The Elements of Statistical Learning , Springer New York Inc. , New York, NY, USA .
https://web.stanford.edu/~hastie/ElemStatLearn/

R Refresher:
R Graphics Cookbook: Practical Recipes for Visualizing Data - Winston Chang

Alle anderen relevanten Informationen werden in Moodle veröffentlicht.

Association in the course directory

Last modified: We 22.11.2023 13:07