High-dimensional data analysis

course High-dimensional data analysis

lecturer Mark A. van de Wiel, Wessel N. van Wieringen

contact mark.vdwiel@vumc.nl, w.n.van.wieringen@vu.nl

credits 6 ETC

period 1st semester (2018-2019)

schedule Fridays, 10:00-14:30

dates Weeks 36 to 51

location VU University Amsterdam

room Room 403, Snellius Building, Mathematical Institute, Leiden University

lectures Handouts of lectures

Lecture 1 (Introducing high-dimensional data).

Lecture 2 (Preliminaries).

Lectures 2/3/4 (Ridge regression).

Lectures 5/6 (Lasso regression).

Other lectures (Website of Mark van de Wiel).

R R manuals

To be found: here.

exam January 11, 2019; retake: February 7, 2019 (always check schedule for latest info!)
old exams Example exams

Example exam 1 (2013-2014, first take).

Example exam 2 (2013-2014, retake).

literature

Van Wieringen, W.N. (2018), "Lecture notes on ridge regression", arXiv:1509.09169 [stat.ME].

Additional notes handed out during the lecture.

course		High-dimensional data analysis
lecturer		Mark A. van de Wiel, Wessel N. van Wieringen
contact		mark.vdwiel@vumc.nl, w.n.van.wieringen@vu.nl
credits		6 ETC
period		1st semester (2018-2019)
schedule		Fridays, 10:00-14:30
dates		Weeks 36 to 51
location		VU University Amsterdam
room		Room 403, Snellius Building, Mathematical Institute, Leiden University
lectures		Handouts of lectures
		Lecture 1 (Introducing high-dimensional data). Lecture 2 (Preliminaries). Lectures 2/3/4 (Ridge regression). Lectures 5/6 (Lasso regression). Other lectures (Website of Mark van de Wiel).
R		R manuals
		To be found: here.
exam		January 11, 2019; retake: February 7, 2019 (always check schedule for latest info!)
old exams		Example exams
		Example exam 1 (2013-2014, first take). Example exam 2 (2013-2014, retake).
literature		Van Wieringen, W.N. (2018), "Lecture notes on ridge regression", arXiv:1509.09169 [stat.ME]. Additional notes handed out during the lecture.