SB1.2/SM2 Computational Statistics (Lectures 1-7) HT19

Course details

See the SB1.2/SM2 course page for Lectures 8-13 for information about the course, including

further details of classes and labs.

Revision: Week 1 Part B 2017, 2016, 2015,…, Week 3 2018 Part B, MSc… Q’s from this section.

Lecture slides (to appear; schedule subject to possible adjustment)

The lectures will cover the material in Sections 1 and 4 of these lecture notes prepared by

Prof Meinshausen. My slides from last year are also available.

Week 1

L1 Permutation tests and Monte Carlo tests. Slides and Code

L2 Two-sample Wilcoxon Rank Sum Test. Location tests. Slides

Week 2

L3 Confidence Intervals for location; One-sample Wilcoxon Signed Rank Test.  Slides

L4 Smoothing methods. Linear Smoothers. Slides and Code

Week 3

L5 Local Polynomial Smoothers. Boundary error. Slides and Code

L6 Bandwidth and cross validation. Smoothing Splines and Penalised Regression. Slides and Code

Week 4

L7 Smoothing Splines and Penalised Regression (cont). Multivariate Smoothers. Slides, Code for

Splines and Multivariate smoothing (corrected paragraph about n+4 post lecture, reload pdf to see)

Problem sheets

Week 3 classes: PS1

Week 5 classes: PS2  - further typo in Q4 corrected 10/2/19  ( (x-xbar)/h)^2 so h^2 not h.

Part B Lab session (for lectures 1-7)

Week 4, Weds 3-4:30pm. Assessed Practical; R-solutions Q1. Data: baseball; blood pressure; clotting.

There are also some supplementary exercises with sample solutions which may be of interest.

MSc Lab session (for lectures 1-7)

Week 3, Friday 11-1. Non-assessed practical on Lectures 1-5. Practical; R-solutions; baseball data.

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

L. Wasserman, “All of Statistics”, Springer, 2004.

J. D. Gibbons, “Nonparametric Statistical Inference”, Marcel Dekker, 1985

J. D. Gibbons and S. Chakraborti, “Nonparametric Statistical Inference”, CRC Press, 2011

G.H. Givens and J.A. Hoeting, “Computational Statistic”s, 2nd edition, Wiley, 2012.

R. H. Randles and D. A. Wolfe, “Introduction to the Theory of Nonparametric Statistics”, Wiley 1979

Geoff Nicholls

nicholls@stats.ox.ac.uk