Universität Wien

040694 UK Nonparametric Inference and Resampling (MA) (2025S)

5.00 ECTS (3.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work
MIXED
Moodle
We 25.06. 13:15-14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock

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 13.03. 11:30 - 13:00 Digital
  • Wednesday 19.03. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Thursday 20.03. 11:30 - 13:00 Digital
  • Thursday 27.03. 11:30 - 13:00 Digital
  • Wednesday 02.04. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Thursday 03.04. 11:30 - 13:00 Digital
  • Wednesday 09.04. 13:15 - 14:45 Hörsaal 15 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 10.04. 11:30 - 13:00 Digital
  • Tuesday 29.04. 13:15 - 14:45 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Wednesday 30.04. 13:15 - 14:45 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 02.05. 13:15 - 14:45 Digital
  • Thursday 08.05. 11:30 - 13:00 Digital
  • Wednesday 14.05. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Thursday 15.05. 11:30 - 13:00 Digital
  • Wednesday 21.05. 13:15 - 14:45 Seminarraum 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 22.05. 11:30 - 13:00 Digital
  • Tuesday 27.05. 13:15 - 14:45 Seminarraum 16 Oskar-Morgenstern-Platz 1 3.Stock
  • Wednesday 28.05. 13:15 - 14:45 Digital
  • Thursday 05.06. 11:30 - 13:00 Digital
  • Wednesday 11.06. 13:15 - 14:45 Seminarraum 15 Oskar-Morgenstern-Platz 1 3.Stock
  • Thursday 12.06. 11:30 - 13:00 Digital
  • Thursday 26.06. 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: Tu 29.04.2025 15:25