HT 2018 - Computational Statistics SB1b/SM2 |

Lecturers: Prof Geoff Nicholls (lectures 1-7), Prof François Caron (lectures 8-13)

Class tutors: Prof François Caron, Giuseppe di Benedetto, Fadhel Ayed

Teaching Assistants: Giuseppe di Benedetto (9am class), Fadhel Ayed (3pm class), Dominic Richards (2pm class)

You will find on this webpage the material for the second half of the course. The material regarding the first part is available from Geoff Nicholls' webpage.

News

Timetable

Week | Lectures Tuesday 12:00-13:00 LG.01, 24-29 Saint-Giles' | Lectures Friday 14:00-15:00 LG.01, 24-29 Saint-Giles' | Practicals MSc Friday 11:00-13:00 LG.02, 24-29 Saint-Giles' | Practicals Undergrad (assessed) Wednesday 15:00-16:30 LG.02, 24-29 Saint-Giles' | Problem classes MSc Tuesday 16-17 LG.01 24-29 Saint-Giles' | Problem classes Undergrad Thursday 9-10, 14-15, 15-16 LG.04 24-29 Saint-Giles' |

1 | X | X | ||||

2 | X | X | ||||

3 | X | X | X | X | X | |

4 | X | X | X | |||

5 | X | X | X | X | ||

6 | X | X | X | |||

7 | X | X | X | |||

8 | X | X | X |

Lectures

- For lectures 1-7 see Geoff Nicholls' webpage
- Part III (lectures 8-10): Bootstrap [Slides] [Lecture notes]
- Part IV (lectures 11-13): Hidden Markov Models [Slides] [Lecture notes]

Practicals

Undergraduate students

There are two assessed practicals for undergraduate students in week 4 and 8. The student submission deadlines are:

- Practical week 4: Monday 12:00 HT week 8
- Practical week 8: Monday 12:00 TT week 2

There are two non-assessed practicals for MSc students in week 3 and week 6, and one week-long assessed practical in week 1 TT. The student submission deadline for this assessed practical is Monday 10:00 TT week 2.

Problem classes

Undergraduate students

Please hand in the solutions to the problem sheets by Tuesday 12:00 before the class (except for PS4), at the department of statistics, 24-29 Saint-Giles' (write your name and the TA's name on the script), and send the R code by email, in a single well-commented R-script to Giuseppe Di Benedetto <giuseppe.dibenedetto@spc.ox.ac.uk> (Thursday 9:00 class), Dominic Richards <dominic.richards@spc.ox.ac.uk> (Thursday 14:00 class) or Fadhel Ayed <fadhel.ayed@some.ox.ac.uk> (Thursday 15:00 class). Class allocation details are on Minerva (accessible from Oxford University network).

- Problem Sheet 1 (due Tuesday week 3, 12:00)
- Problem Sheet 2 (due Tuesday week 5, 12:00)
- Problem Sheet 3 (due Tuesday week 7, 12:00)
- Problem Sheet 4 (due Wednesday week 8, 12:00)

There is no marking of problem sheets for MSc students. Please complete the problem sheets before the class. Solutions will be available on Weblearn.

Specimen questions on Hidden Markov models and revisions

Specimen questions on Hidden Markov models

Background reading

L. Wasserman. All of Statistics. A concise course in Statistical Inference. Chapter 8. Sptringer, 2010.

L. Wasserman. All of Nonparametric Statistics, Springer, 2005.

B. Efron, R.J. Tibshirani. An Introduction to the Bootstrap. Chapman and Hall, 1993.

B. Efron. Bootstrap methods: Another Look at the Jackknife. Annals of Statistics, Vol. 7(1), pp. 1-26, 1979. [pdf]

K.P. Murphy. Machine Learning. A probabilistic perspective. Chapters 17 and 18. The MIT Press, 2012.

D. Barber. Bayesian reasoning and machine learning. Cambridge University Press, 2012.

Last update: 21 Feb. 2018