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Statistics for Data Science 2019/20

This course serves as an introduction to foundational aspects of modern statistical data analysis. Frequentist and Bayesian inference are presented from the perspective of probabilistic modelling.

Mathematical preliminaries  
Introduction Video  
Probability theory  
Probability spaces Video Exercises
Random variables Video Exercises
Joint distributions Video Exercises
Random variable transformations Video Exercises
Expectation, covariance, inequalities, limits Video Exercises
Frequentist inference  
Foundations and maximum likelihood Video Exercises
Finite-sample estimator properties Video Exercises
Asymptotic estimator properties Video Exercises
Confidence intervals Video Exercises
Hypothesis testing Video Exercises
Nonparametric inference Video Exercises
Bayesian inference  
Foundations and conjugate inference Video Exercises
Bayesian filtering Video Exercises
Numerical methods Video Exercises
Variational inference Video Exercises
Machine learning
Support vector machines Video Exercises