Universität Wien

040694 UK Nonparametric Inference and Resampling (MA) (2024S)

5.00 ECTS (3.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work
REMOTE
Tu 07.05. 11:45-12:30 Digital

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 05.03. 11:45 - 12:30 Digital
Thursday 07.03. 11:30 - 13:00 Digital
Thursday 14.03. 11:30 - 13:00 Digital
Tuesday 19.03. 11:45 - 12:30 Digital
Thursday 21.03. 11:30 - 13:00 Digital
Tuesday 09.04. 11:45 - 12:30 Digital
Thursday 11.04. 11:30 - 13:00 Digital
Tuesday 16.04. 11:45 - 12:30 Digital
Thursday 18.04. 11:30 - 13:00 Digital
Tuesday 23.04. 11:45 - 12:30 Digital
Thursday 25.04. 11:30 - 13:00 Digital
Tuesday 30.04. 11:45 - 12:30 Digital
Thursday 02.05. 11:30 - 13:00 Digital
Tuesday 14.05. 11:45 - 12:30 Digital
Thursday 16.05. 11:30 - 13:00 Digital
Tuesday 21.05. 11:45 - 12:30 Digital
Thursday 23.05. 11:30 - 13:00 Digital
Tuesday 28.05. 11:45 - 12:30 Digital
Tuesday 04.06. 11:45 - 12:30 Digital
Thursday 06.06. 11:30 - 13:00 Digital
Tuesday 11.06. 11:45 - 12:30 Digital
Thursday 13.06. 11:30 - 13:00 Digital
Tuesday 18.06. 11:45 - 12:30 Digital
Thursday 20.06. 11:30 - 13:00 Digital
Tuesday 25.06. 11:45 - 12:30 Digital
Thursday 27.06. 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.

The use of AI tools (e.g. ChatGPT) for the production of texts is only permitted if they are expressly requested by the course leader (e.g. for individual work tasks).

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: Su 03.03.2024 15:05