Summer Semester 25
Vorlesung
Statistical Learning
- Lecturer:
- Prof. Dr. Thomas Deckers
- Contact:
- Term:
- Summer Semester 2025
- Cycle:
- Block
- Time:
- 02.04. 9-14 Uhr
- Room:
- T03 R02 D81, V15 R04 H25, R11 T04 C84, online, R11 T03 C15
- Start:
- 02.04.2025
- End:
- 25.04.2025
- Language:
- German/English
- Moodle:
- Lecture in Moodle
- LSF:
- Lecture in LSF
- Participants:
- Linked Lectures:
Description:
Successful participation in the module “Methoden der Ökonometrie” is recommended.
The syllabus includes: statistical and machine learning methods, in particular: linear and polynomial regression, logistic regression and linear discriminant analysis; cross-validation and the bootstrap, model selection and regularization methods (ridge and lasso); nonlinear models, splines and generalized additive models; tree-based methods, random forests and boosting; support-vector machines. Some unsupervised learning methods are discussed: principal components and clustering (k-means and hierarchical).
Outline:
Lecture and excercise will be combined. The dates for the block seminar are (room not yet determined):
- 02.04.2025: 9:00 - 14:00 T03 R02 D81
- 03.04.2025: 9:00 - 17:00 V15 R04 H25
- 04.04.2025: 9:00 - 17:00 R11 T04 C84
- 07.04.2025: Zoom (link and time slot follows)
- 25.04.2025: 9:00 - 14:00 R11 T03 C15
Literature:
James, Gareth, et al. An introduction to statistical learning. Vol. 112. No. 1. New York: springer, 2013.
Formalities:
Die Veranstaltung befasst sich mit dem Thema 'Statistical Learning' und wird als Block angeboten.
Links:
Informationen zur Anrechenbarkeit sowie den Inhalten dieser Veranstaltung finden sich im Modulhandbuch.