T3: Statistical data analysis

Format

Block course, 1 week

Contents

Introduction to  probability theory and statististics with a foucs on paramteric statistical methods; Supervised statistical learning theory (nonparametric function estimation, empirical process theory, empirical risk minimization, structural risk minimization)

Concepts

The students will provide you with a solid background in basic statistical principles. In the second part, the students will gain a proper mathematical understanding of how and why support vector classification works.

Basic texts

• www.wiley.com/en-us/Statistical+Learning+Theory-p-9780471030034
• www.springer.com/gp/book/9780387987804