Caricamento in corso...
Statistical learning
04REURT
A.A. 2022/23
Course Language
Inglese
Degree programme(s)
Doctorate Research in Matematica Pura E Applicata - Torino
Course structure
| Teaching | Hours |
|---|---|
| Lezioni | 18 |
Lecturers
| Teacher | Status | SSD | h.Les | h.Ex | h.Lab | h.Tut | Years teaching |
|---|---|---|---|---|---|---|---|
| Fontana Roberto | Professore Ordinario | STAT-01/A | 5 | 0 | 0 | 0 | 6 |
Co-lectures
Context
| SSD | CFU | Activities | Area context | *** N/A *** |
|---|
Il corso, che ha come prerequisito la conoscenza dei fondamenti della teoria delle probabilità e della statistica
inferenziale, completa la formazione dello studente di dottorato su:
1. teoria dei valori estremi;
2. modelli per dati dipendenti;
3. metodi statistici per la pianificazione degli esperimenti.
I metodi verranno illustrati in concreto mediante applicazioni del software R e/o SAS a problemi di tipo industriale,
scientifico e gestionale, in modo da rendere il corso di interesse per un ampio spettro di studenti di dottorato
The course aims at completing the education of Ph.D. students about:
1. extreme value theory;
2. models for dependent data;
3. statistical methods for the Design of Experiments (DOE).
All methods will be illustrated in practice using the R or the SAS software on applications to industrial, scientific, and management problems, in order to make the course useful and appealing to a broad audience of Ph.D. students.
Conoscenza delle basi della teoria della probabilità e della statistica inferenziale.
Knowledge of the basics of probability theory and inferential statistics.
Extreme value theory:
- Introduction: classical extreme value theory, peaks over threshold models, Point Process characterization of extremes
- Multivariate extremes: asymptotic characterization, study of the dependence among extreme values
- Extremes of stationary sequences: convergence conditions and extremal index.
Models for dependent data:
- introduction to Bayesian Statistics;
- time-series;
- spatial data;
- mixtures.
Design of Experiments:
- orthogonal fractional factorial designs
- optimal designs.
Extreme value theory:
- Introduction: classical extreme value theory, peaks over threshold models, Point Process characterization of extremes
- Multivariate extremes: asymptotic characterization, study of the dependence among extreme values
- Extremes of stationary sequences: convergence conditions and extremal index.
Models for dependent data:
- introduction to Bayesian Statistics;
- time-series;
- spatial data;
- mixtures.
Design of Experiments:
- orthogonal fractional factorial designs
- optimal designs.
In presenza
On site
Presentazione orale
Oral presentation
P.D.2-2 - Giugno
P.D.2-2 - June
Altri Dottoratipotenzialmente interessati:
- GESTIONE, PRODUZIONE E DESIGN (TORINO)
- INGEGNERIA CIVILE E AMBIENTALE