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Instructors: Prof. Dr. Johannes Lederer
Event type:
Lecture
Displayed in timetable as:
M-MSAT-V
Hours per week:
2
Language of instruction:
English
Min. | Max. participants:
- | -
Comments/contents:
We will introduce advanced concepts of high-dimensional statistics. In particular, we will learn about inference and theories for prediction, estimation, and variable selection. We will discuss mathematical aspects as well as practical aspects. We will use the programming language R for the labs. The course language is English.
Learning objectives:
Understand advanced principles underlying high-dimensional statistics and common frameworks for applying these principles. Derive key mathematical results and implement estimators.
Didactic concept:
We will combine mathematical derivations with exercises and data-driven programming labs.
Literature:
Literatur: Lederer, J., 2022. Fundamentals of High-Dimensional Statistics: With Exercises and R Labs. Springer Texts in Statistics.
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