Universität Wien

040694 UK Nonparametric Inference and Resampling (MA) (2023S)

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

Thursday 02.03. 11:30 - 13:00 Digital
Tuesday 07.03. 11:45 - 12:30 Digital
Thursday 09.03. 11:30 - 13:00 Digital
Tuesday 14.03. 11:45 - 12:30 Digital
Thursday 16.03. 11:30 - 13:00 Digital
Tuesday 21.03. 11:45 - 12:30 Digital
Thursday 23.03. 11:30 - 13:00 Digital
Tuesday 28.03. 11:45 - 12:30 Digital
Thursday 30.03. 11:30 - 13:00 Digital
Tuesday 18.04. 11:45 - 12:30 Digital
Thursday 20.04. 11:30 - 13:00 Digital
Tuesday 25.04. 11:45 - 12:30 Digital
Thursday 27.04. 11:30 - 13:00 Digital
Tuesday 02.05. 11:45 - 12:30 Digital
Thursday 04.05. 11:30 - 13:00 Digital
Tuesday 09.05. 11:45 - 12:30 Digital
Thursday 11.05. 11:30 - 13:00 Digital
Tuesday 16.05. 11:45 - 12:30 Digital
Tuesday 23.05. 11:45 - 12:30 Digital
Thursday 25.05. 11:30 - 13:00 Digital
Thursday 01.06. 11:30 - 13:00 Digital
Tuesday 06.06. 11:45 - 12:30 Digital
Tuesday 13.06. 11:45 - 12:30 Digital
Thursday 15.06. 11:30 - 13:00 Digital
Tuesday 20.06. 11:45 - 12:30 Digital
Thursday 22.06. 11:30 - 13:00 Digital
Tuesday 27.06. 11:45 - 12:30 Digital
Thursday 29.06. 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