Universität Wien

040694 UK Nonparametric Inference and Resampling (2022S)

5.00 ECTS (3.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work
REMOTE

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).

Details

max. 30 participants
Language: German

Lecturers

Classes (iCal) - next class is marked with N

Tuesday 01.03. 11:45 - 12:30 Digital
Thursday 03.03. 11:30 - 13:00 Digital
Tuesday 08.03. 11:45 - 12:30 Digital
Thursday 10.03. 11:30 - 13:00 Digital
Tuesday 15.03. 11:45 - 12:30 Digital
Thursday 17.03. 11:30 - 13:00 Digital
Tuesday 22.03. 11:45 - 12:30 Digital
Thursday 24.03. 11:30 - 13:00 Digital
Tuesday 29.03. 11:45 - 12:30 Digital
Thursday 31.03. 11:30 - 13:00 Digital
Tuesday 05.04. 11:45 - 12:30 Digital
Thursday 07.04. 11:30 - 13:00 Digital
Tuesday 26.04. 11:45 - 12:30 Digital
Thursday 28.04. 11:30 - 13:00 Digital
Tuesday 03.05. 11:45 - 12:30 Digital
Thursday 05.05. 11:30 - 13:00 Digital
Tuesday 10.05. 11:45 - 12:30 Digital
Thursday 12.05. 11:30 - 13:00 Digital
Tuesday 17.05. 11:45 - 12:30 Digital
Thursday 19.05. 11:30 - 13:00 Digital
Tuesday 24.05. 11:45 - 12:30 Digital
Tuesday 31.05. 11:45 - 12:30 Digital
Thursday 02.06. 11:30 - 13:00 Digital
Thursday 09.06. 11:30 - 13:00 Digital
Tuesday 14.06. 11:45 - 12:30 Digital
Tuesday 21.06. 11:45 - 12:30 Digital
Thursday 23.06. 11:30 - 13:00 Digital
Tuesday 28.06. 11:45 - 12:30 Digital
Thursday 30.06. 11:30 - 13:00 Digital

Information

Aims, contents and method of the course

Empirical risk minimization
Concentration Inequalities
Entropy and Chaining
Nonparametric Regression
Model Selection
Bootstrap

Course will take place online (Stream)

Assessment and permitted materials

Exercises, two or three sheets.

Minimum requirements and assessment criteria

Minimum of 50% is required to pass.

Examination topics

All topics covered in class.

Reading list

S. Boucheron, G. Lugosi und P. Massart. Concentration inequalitites. A nonasymptotic theory of independence. Oxford University Press, Oxford, 2013.
P. Massart. Concentration inequalitites and model selection. Springer, Berlin, 2007.
A. Tsybakov. Introduction to nonparametric estimation. Springer, 2009.
L. Wasserman. All of nonparametric statistics. Springer, 2006.

Association in the course directory

Last modified: Th 11.05.2023 11:27