Elements of statistics
MATH0487-2, University of Liège, Fall 2023
Instructors: Lecturer: Pierre Sacré Teaching assistants: Antoine Debor, Arnaud Delaunoy, Antoine Evens Student instructors: ??, ??, ??
When: Tuesdays, 8:15am-10:15am.
Where: check on Celcat.
Communication: Ed Discussion is our primary digital channel for communication about the course. Sign up here: (use your @student.uliege.be email address). If you haven't received a registration email by the first day of the class, send an email to . An announcement about the course organization is waiting for you there.
Announcements
- For all future announcements, please sign up on for MATH0487 Elements of statistics.
- Welcome to the Fall 2023 edition of MATH0487!
Schedule and materials
Slides are made available as the semester progresses.
This tentative schedule is subject to change.
Date | Classroom | Topics |
---|---|---|
Tue 19/09 | B4 A204 | Overview [slides] Introduction [slides] Models, likelihood, and estimation [slides] |
Tue 26/09 | B4 A304 | Loss functions, bias--variance tradeoff, and asymptotics [slides] |
Tue 03/10 | B31 Durkheim | Exercises 1 [list] |
Tue 10/10 | B31 Durkheim | Point estimation [slides] |
Tue 17/10 | B31 Durkheim | Exercises 2 [list] |
Tue 24/10 | B31 Durkheim | Confidence intervals [slides, podcast] |
Tue 31/10 | (no class) | (no class) |
Tue 07/11 | B31 Durkheim | Exercises 3 [list] |
Tue 14/11 | B31 Durkheim | Regression [slides] |
Tue 21/11 | B31 Durkheim | Exercises 4 [list] |
Tue 28/11 | B31 Durkheim | Hypothesis testing [slides] |
Tue 05/12 | B31 Durkheim | Exercises 5 [list] |
Tue 12/11 | B31 Durkheim | Bayesian statistical inference [slides] |
Tue 19/12 | B31 Durkheim | Exercises 6 [list] |
Additional materials
Most relevant books (see on myULiège):
- All of statistics: A concise course in statistical inference Larry Wasserman Springer, 2004
- Mathematical statistics and data analysis John A. Rice Cengage Learning, 2014
- Mathematical methods for physics and engineering K. F. Riley, M. P. Hobson, S. J. Bence Cambridge University Press, 2006 (chapter 30 ‘Probability’ and chapter 31 ‘Statistics’)
Lecture slides from MATH0062 2022-2023 [slides].
Archives
- Fall 2022
- Fall 2021
- Fall 2020
- Fall 2019: theory, practice (L. Wehenkel)
- Fall 2018: theory, practice (L. Wehenkel)
- Fall 2017: theory, practice (L. Wehenkel)