Elements of statistics
MATH0487-2, University of Liège, Fall
Instructors: Lecturer: Pierre Sacré Teaching assistants: Antoine Debor, Antoine Evens, Jérôme Pierre Student instructors: Tom Beauve, Yanis Geurts, Lilou Pollart
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: *new sign up link* (choose EU region, use your @student.uliege.be email address). 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 edition of MATH0487!
Schedule and materials
Slides are made available as the semester progresses.
This tentative schedule is subject to change.
| Date | Topics |
|---|---|
| Tue 15/09 | Overview [slides, notebook] Introduction [slides, notebook] Models, likelihood, estimation, and method of moments [slides, notebook] |
| Tue 22/09 | Loss functions, bias-variance tradeoff, and asymptotics [slides, notebook] |
| Tue 29/09 | Exercises 1 [list] |
| Tue 06/10 | Maximum likelihood estimation [slides, notebook] |
| Tue 13/10 | Exercises 2 [list] |
| Tue 20/10 | Confidence intervals [slides, notebook] |
| Tue 27/10 | No class (Fall holidays) |
| Tue 03/11 | Exercises 3 [list] |
| Tue 10/11 | Regression [slides, notebook] |
| Tue 17/11 | Exercises 4 [list] |
| Tue 24/11 | Hypothesis testing [slides, notebook] |
| Tue 01/12 | Exercises 5 [list] |
| Tue 08/12 | Bayesian statistical inference [slides, no notebook] |
| Tue 15/12 | 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 2023-2024 [slides].
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- Fall 2019: theory, practice (L. Wehenkel)
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