Beschreibung:

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).

Gliederung:

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

Literatur:

James, Gareth, et al. An introduction to statistical learning. Vol. 112. No. 1. New York: springer, 2013.

Formalia:

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.

Der Zoomlink für die Veranstaltung am Montag den 07.04.:

"Thema: Statistical Learning 
Zeit: 7.Apr. 2025 10:00 AM Amsterdam, Berlin, Rom, Stockholm, Wien
An Zoom-Meeting teilnehmen
https://uni-due.zoom-x.de/j/62605778786?pwd=l4WWn9nTN5aFDhbawY63hx0Gatzz1X.1

Meeting-ID: 626 0577 8786
Kenncode: 332034
"