Statistics: High Dimensionality and Application
Objectives
Available soon
General characterization
Code
12981
Credits
9.0
Responsible teacher
Regina Maria Baltazar Bispo
Hours
Weekly - 4
Total - Available soon
Teaching language
Português
Prerequisites
Available soon
Bibliography
Available soon
Teaching method
Available soon
Evaluation method
Available soon
Subject matter
Statistical modeling: review.
Introduction to high-dimensionality.
Linear models (univariate) and regularization. LASSO, Ridge and Elastic Net regression. Model estimation and evaluation.
Multivariate regression and regularization methods.
Multivariate analysis and regularization. Application to PCA and CCA.
Programs
Programs where the course is taught: