Course: Selected Methods of Statistical Learning

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Course title Selected Methods of Statistical Learning
Course code KMA/VMST
Organizational form of instruction Lecture + Exercise
Level of course Master
Year of study not specified
Semester Summer
Number of ECTS credits 5
Language of instruction Czech
Status of course Compulsory, Compulsory-optional
Form of instruction Face-to-face
Work placements This is not an internship
Recommended optional programme components None
Lecturer(s)
  • Fačevicová Kamila, Mgr. Ph.D.
  • Hron Karel, prof. RNDr. Ph.D.
Course content
1. Basics of statistical learning 2. Linear regression 3. Classification 4. Resampling methods - cross validation and bootstrap 5. Linear model selection and regularization 6. Beyond linearity - splines, generalized additive models 7. Deep learning 7. Survival analysis 8. Unsupervised learning (PCA, cluster analysis)

Learning activities and teaching methods
Lecture, Dialogic Lecture (Discussion, Dialog, Brainstorming), Demonstration
  • Preparation for the Exam - 40 hours per semester
  • Preparation for the Course Credit - 20 hours per semester
  • Attendace - 52 hours per semester
Learning outcomes
Understand popular advanced methods of statistical learning including their implementation in statistical software R.
Application Apply probability theory and multivariate statistics to methods of statistical learning.
Prerequisites
Basic knowledge of probability theory and multivariate statistics.

Assessment methods and criteria
Oral exam, Seminar Work

Credit: Presentation of a project covering topics of statistical learning. Exam: oral.
Recommended literature
  • B. Efron, R. Hastie. (2017). Computer age statistical inference. Cambridge University Press, Cambridge.
  • Everitt, B., Hothorn, T. (2011). An introduction to applied multivariate analysis with R. Springer, Heidelberg.
  • I. Goodfellow, Y. Bengio, A. Courville. (2016). Deep Learning. MIT Press, Boston.
  • James, G., Witten, D., Hastie, T., Tibshirani, R. (2021). An introduction to statistical learning. An introduction to statistical learning.
  • T. Hastie, R. Tibshirani, J. Friedman. (2016). The elements of statistical learning. Springer, New York.


Study plans that include the course
Faculty Study plan (Version) Category of Branch/Specialization Recommended year of study Recommended semester
Faculty: Faculty of Science Study plan (Version): Applied Mathematics (2023) Category: Mathematics courses 1 Recommended year of study:1, Recommended semester: Summer
Faculty: Faculty of Science Study plan (Version): Mathematics (2023) Category: Mathematics courses 1 Recommended year of study:1, Recommended semester: Summer