MATH6112 Computer Analysis of Data and Models
Aims and Objectives
The overarching aim of the course is to provide the student with modern view of computer-based data analysis, from the statistical point of view. The course gives a unified and comprehensive approach to the subject.
Having successfully completed this module you will be able to:
- - Formulate statistical models and estimate their parameters. Interpret the estimated model.
- Construct models and predictions that can be expected to have good statistical properties, based on exploring alternative models and using cross-validation.
- - Produce a technical report that describes problem formulation and solution
- Revision of probability essentials - Introduce maximum-likelihood estimation and develop it for selected parametric models such as independent sampling and regression, including generalized linear models. Develop confidence intervals and hypothesis tests via the asymptotic normality result - Introduce optimal statistical decisions. Define a loss function and develop optimal binary classification as the main example. - Selected topics in model selection. In-sample and out-of-sample error. Cross-validation for model selection.
Learning and Teaching
Teaching and learning methods
A range of teaching and learning methods is used, centered on lectures, computer laboratories, and private study.
|Total study time||75|
Resources & Reading list
Hastie, T and R. Tibshirani and J. Friedman (2009). The elements of statistical learning.
Repeat type: Internal & External
Pre-requisites: - MATH1024 and MATH2010 or equivalent maturity with Probability and Statistics - Basic familiarity with programming in matlab or R or equivalent.
Costs associated with this module
Students are responsible for meeting the cost of essential textbooks, and of producing such essays, assignments, laboratory reports and dissertations as are required to fulfil the academic requirements for each programme of study.
In addition to this, students registered for this module typically also have to pay for:
Books and Stationery equipment
There are no additional compulsory costs associated with the module
Please also ensure you read the section on additional costs in the University’s Fees, Charges and Expenses Regulations in the University Calendar available at www.calendar.soton.ac.uk.