统计前沿选讲II

(陈欣)STA51022022秋  
2022秋
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选课类别:专业任务 教学语言:英文
课程类别:专业选修课 开课单位:统计与数据科学系
课程层次:研究生 获得学分:3.0
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课程简介(教工部数据)
本课程首先讲述半参数回归的基本概念,半参数回归是现代统计学的基石。本课程也为进一步学习其他领域比如大数据,深度学习,人工智能 打下良好的基础。半参数回归降低数据的复杂度,并且保留数据的重要特征,可应用于许多学科领域。基本教学目标是掌握比如正则化回归分析,样条和局部平均法,可加模型,混合模型,分位数半参数回归,以及半参数回归中的模型选择等。基本目标是教会学生掌握统计学习和现代统计方法,培养学生的统计学思维和分析数据的能力,并为后续课程打下良好的基础。


This course begins with an introduction to the basic concepts of semiparametric regression, which is the cornerstone of modern statistics. This course also lays a good foundation for further study in other areas such as big data, deep learning, and artificial intelligence. Semiparametric regression reduces complex data sets to summaries that we can understand well, while keeping essential features of the data. The basic teaching objectives are to master such as regularized regression analysis, Spline and local averaging methods, additive model, mixed models, quantile semiparametric regression and model selection in semiparametric regression. The basic goal is to teach students to master semiparametric regression and modern statistical methods, to develop students' statistical thinking and ability to analyse data, and to lay a good foundation for follow-up courses.
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陈欣

统计与数据科学系

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