mds:smd:start

**Salvatore Ruggieri**- Università di Pisa

**Office hours**- Tuesday h 14:00 - 17:00, Department of Computer Science, room 321/DO.

Day of Week | Hour | Room |
---|---|---|

Monday | 14:00 - 16:00 | Fib-N1 |

Tuesday | 9:00 - 11:00 | Fib-A1 |

Students should be comfortable with most of the topics on mathematical calculus covered in:

**[P]**J. Ward, J. Abdey.**Mathematics and Statistics**. University of London, 2013.*Chapters 1-8 of Part 1*.

Extra-lessons refreshing such notions may be planned in the first part of the course.

The following are *mandatory text books*:

**[T]**F.M. Dekking C. Kraaikamp, H.P. Lopuha, L.E. Meester.**A Modern Introduction to Probability and Statistics**. Springer, 2005.**[R]**P. Dalgaard.**Introductory Statistics with R**. 2nd edition, Springer, 2008.

- The project can be done in groups of at most 3 students.
- The project must be completed by end of July, including oral discussion (on project and all topics of the course).
- The project replaces the written exam but
**students have to register for the written dates in order to fill the student's questionnaire**. - Google Drive project directory (accessible only to authorized students)

* There are no mid-terms.* The exam consists of a written part and an oral part. The written part consists of exercises on the topics of the course. Each question is assigned a grade, summing up to 30 points. Students are admitted to the oral part if they receive a grade of at least 18 points. Oral consists of critical discussion of the written part and of open questions and problem solving on the topics of the course.
Registration to exams is mandatory: register here

Date | Hour | Room |
---|---|---|

11/9/2019 | 16:00 - 18:00 | Fib-N1 |

Date | Room | Topic | Learning material | |
---|---|---|---|---|

1 | 18.02 14:00-16:00 | N1 | Introduction. Probability and independence. | [T] Chpts. 1-3 |

2 | 19.02 9:00-11:00 | A1 | R basics. | [R] Chpts. 1,2.1,2.2 slides script1.R |

3 | 26.02 9:00-11:00 | A1 | Discrete random variables. | [T] Chpt. 4 [R] Chpt. 3 script2.R |

4 | 4.03 14:00-16:00 | N1 | Continuous random variables. Simulation. | [T] Chpts. 5, 6.1-6.2 [R] Chpt. 3 script3.R |

5 | 5.03 9:00-11:00 | A1 | Expectation and variance. R data access. | [T] Chpt. 7 [R] Chpt. 2.4 script4.R |

6 | 12.03 9:00-11:00 | A1 | Recalls: derivatives and integrals. | [P] Chpt. 1-8 scriptMath.R |

7 | 13.03 11:00-13:00 | I-Lab | Power laws and Zipf laws. | Newman's paper Sects. I,II,IIIA,IIIB,IIIE,IIIF script5.R |

8 | 18.03 14:00-16:00 | N1 | Zipf laws. Project presentation. | |

9 | 19.03 9:00-11:00 | A1 | R programming. | [R] Chpt. 2.3 exercise.R script6.R |

10 | 20.03 11:00-13:00 | I-Lab | Computations with random variables. Joint distributions. | [T] Chpts. 8-9 script7.R |

11 | 25.03 14:00-16:00 | N1 | Covariance. Sum of random variables. | [T] Chpts. 10-11 |

12 | 26.03 9:00-11:00 | A1 | Law of large numbers. The central limit theorem. | [T] Chpts. 13-14 script8.R |

13 | 8.04 14:00-16:00 | N1 | Graphical summaries. | [T] Chpt. 15 script9.R |

14 | 9.04 9:00-11:00 | A1 | Numerical summaries. Data preprocessing in R. Q&A on the project. | [T] Chpt. 16, [R] Chpts. 4,10 script10.R, dataprep.R |

15 | 15.04 14:00-16:00 | N1 | Unbiased estimators. Efficiency and MSE | [T] Chpts. 17.1-17.3, 19, 20 script11.R |

16 | 16.04 9:00-11:00 | A1 | Maximum likelihood. Fisher information. | [T] Chpt. 21 notes1.pdf |

17 | 29.04 14:00-16:00 | N1 | Linear, polynomial, and non-linear regressions and least squares. | [T] Chpts. 17.4,22 [R] Chpts. 6,12.1,16.1-16.2 script12.R |

18 | 30.04 9:00-11:00 | A1 | Confidence Intervals: Gaussian, T-student, large sample method. | [T] Chpts. 23.1,23.2,23.4,24.3,24.4 script13.R |

19 | 7.05 9:00-11:00 | A1 | Empirical bootstrap. Application to confidence intervals. | [T] Chpts. 18.1,18.2,23.3 script14.R |

20 | 8.05 11:00-13:00 | I-Lab | Parametric bootstrap. Hypotheses testing. | [T] Chpts. 18.3,25 script15.R |

21 | 20.05 14:00-16:00 | N1 | One-sample t-test and application to linear regression. | [T] Chpts. 26-27, [R] Chpts. 5.1,5.2 script16.R |

22 | 22.05 11:00-13:00 | Sem.Ovest | Goodness of fit: chi-square, K-S. Fitting power laws. audio-video recording of the lesson | K-S script17.R |

23 | 28.05 9:00-11:00 | A1 | Hypotheses testing: F-test, comparing two samples. | [T] Chpts. 28, [R] Chpts. 5.3-5.7 script18.R |

24 | 29.05 11:00-13:00 | I-Lab | Project tutoring. |

mds/smd/start.txt · Ultima modifica: 03/09/2019 alle 18:33 (13 giorni fa) da Salvatore Ruggieri