HT 2017 - Computational Statistics SB1b/SM2 |

Lecturers: Prof François Caron, Dr Jennifer Rogers

Class tutors: Prof François Caron, Dr Jennifer Rogers

Teaching Assistants: Giuseppe di Benedetto, Fadhel Ayed

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

News

Undergraduate revision class on May 17 at 2pm, LG01.

09-05: Details of revisions classes

13-04: Specimen questions

Timetable

Week | Lectures Tuesday 12:00-13:00 LG.01, 24-29 Saint-Giles' | Lectures Friday 12:00-13:00 LG.01, 24-29 Saint-Giles' | Practicals MSc Friday 14:00-16:00 LG.02, 24-29 Saint-Giles' | Practicals Undergrad (assessed) Wednesday 15:00-16:30 LG.02, 24-29 Saint-Giles' | Problem classes MSc Thursday 13:30-14:30 LG.01 24-29 Saint-Giles' | Problem classes Undergrad Thursday 9-10, 14:30-15:30 or 17-18 LG.05 24-29 Saint-Giles' |

1 | X | X | ||||

2 | X | X | ||||

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

4 | X | X | X | X | X | |

5 | X | X | ||||

6 | X | X | X | X | X | |

7 | X | X | X | |||

8 | X |

Lectures

- Part I: Bootstrap [Slides] [Lecture notes]
- Part II: 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 1: Monday 12:00 HT week 8
- Practical 2: 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, at the department of statistics, 24-29 Saint-Giles', 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 or 14:30 class) or Fadhel Ayed <fadhel.ayed@some.ox.ac.uk> (Thursday 17:00 class). Class allocation details are on Minerva (accessible from Oxford University network).

- Problem Sheet 1 (due Tuesday 31 Jan, 12:00)
- Problem Sheet 2 (due Tuesday 7 Feb, 12:00)
- Problem Sheet 3 (due Tuesday 21 Feb, 12:00)
- Problem Sheet 4 (due Tuesday 28 Feb, 12:00)

There is no marking of problem sheets for MSc students. Please complete the problem sheets before the class.

Specimen questions on Hidden Markov models and revisions

Specimen questions on Hidden Markov models

Revision class for undergraduate students: May 17, 2pm LG01. We will cover the above specimen questions on HMM + 2015 past paper Q5(a)(i-iii), (iv) first sentence + 2016 past paper Q5(a).

Consultation for undergraduate students: May 24, 2-3pm, LG01.

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: 08 Feb. 2017