Presentazione

Organizzazione della Didattica

DM270
SCIENZE STATISTICHE ORD. 2014

Theory and methods for inference


Corsi comuni

 

Frontali Esercizi Laboratorio Studio Individuale
ORE: 64 0 0 69

Periodo

AnnoPeriodo
I anno2 semestre

Frequenza

Facoltativa

Erogazione

Convenzionale

Lingua

Inglese

Calendario Attività Didattiche

InizioFine
01/03/201611/06/2016

Tipologia

No results found

Responsabile Insegnamento

ResponsabileSSDStruttura
Prof. SARTORI NICOLASECS-S/01Dipartimento di Scienze Statistiche

Altri Docenti

DocenteCoperturaSSDStruttura
Prof.ssa VENTURA LAURADid. IntegrativaSECS-S/01Dipartimento di Scienze Statistiche

Attività di Supporto alla Didattica

Non previste

Bollettino

First year Masters courses, especially Calcolo delle probabilità, Statistica progredito.

The course aims at offering students a deep understanding of the likelihood based frequentist theory of statistical inference, inviting them them as well to personal work on recent research in the field.


- Statistical models: data variability and uncertainty in inference. - Likelihood: observed and expected quantities. Exact properties and reparameterizations. - Likelihood inference: first order asymptotics and computational aspects in R. - Introduction to Bayesian inference. - Estimating equations and pseudo-likelihoods. - Data and model reductions. - The frequency-decision paradigm. - Exponential families. - Group families.

1/3 homework. 1/3 final written exam, 1/3 oral presentation rewiewing one or two recent research papers.

Student’s assessment will consider how the topics presented are mastered in problems and applications, how finely the main methodologies are appeciated in their strenghths and weaknesses, how deep the personal interaction with recent research papers appears. PhD students can sit the exam only once, in the exam session following the course.

Pace, Luigi; Salvan, Alessandra, Principles of statistical inferencefrom a neofisherian perspective. Singapore: World scientific, 1997 Davison, Anthony Christopher, Statistical models. New York: Cambridge University Press, 2003 Severini, Thomas A., Elements of distribution theory. Cambridge: Cambridge University press, 2005 Severini, Thomas A., Likelihood methods in statistics. Oxford: Oxford University press, 2000 Young, G. A.; Smith, R. L., Essentials of statistical inference. Cambridge: Cambridge university press, 2005