02581 - Computational Data Analysis - F2009

Lecturers

Lasse Engbo Christensen (LEC), Associate Professor, IMM, statistics
Building
321, room 024 Phone: 4525 3315 Email: lec@imm.dtu.dk

Rasmus Larsen (RL),  Professor, IMM, image analysis
Building
321, room 220
Phone: 4525 3415
Email:
rl@imm.dtu.dk

Ole Winther (OWI), Associate Professor, IMM, intelligent signal processing
Building 321, room 115
Phone: 4525 3895
Email:
owi@imm.dtu.dk

Teaching Assistant

Ricardo Henao, Phd Student, IMM,
Building 321, room 128 Phone: 4525 3891 Email: rihe@imm.dtu.dk

Course description

This is a joint course offered by the three data analytic sections of IMM in Building 321

Through lectures, small exercises, and larger exercises the course introduces computational data analysis in these three disciplines at IMM. The larger exercises should be completed with reports The exercises will form the basis for the oral exam.

Course curriculum

 

Hastie, Tibshirani and Friedmann: The Elements of Statistical Learning – Data Mining, Inference and, Prediction, Springer, 2001

Exam

The oral examination will take place on June 2nd, 2009 in Building 321 room 206.

Course schedule

The exercises will use Matlab, R and S-plus.

Lectures and exercises including computer exercises will take place in room 033 Building 321. Below an overview of exercises is presented. Each module the lecture is followed by a computer exercise.

 

Tirsdag
03/02-2009
13:00-15:00

Overview of Supervised Learning (Chp. 2)
Deltagere: 02581 Computerintensiv Dataanalyse
lecture, LEC

Fredag
06/02-2009
09:00-10:00

Overview of Supervised Learning (Chp. 2)
Deltagere: 02581 Computerintensiv Dataanalyse
lecture, LEC

Tirsdag
10/02-2009
13:00-15:00

Linear Methods for Regression
Deltagere: 02581 Computerintensiv Dataanalyse
Lecture (Chp. 3, Sections 3.1, 3.2, 3.3 and 3.4), LEC

Fredag
13/02-2009
09:00-10:00

Linear Methods for Regression
Deltagere: 02581 Computerintensiv Dataanalyse
Lecture (Chp. 3, Sections 3.1, 3.2, 3.3 and 3.4), LEC

Tirsdag
17/02-2009
13:00-15:00

Model Assessment and Selection
Deltagere: 02581 Computerintensiv Dataanalyse
Lecture (2.1-2.4, 2.9, 7.1-7.3, 7.5, 7.9, 7.10, 8.2.2.), OWI

Fredag
20/02-2009
09:00-10:00

Model Assessment and Selection
Deltagere: 02581 Computerintensiv Dataanalyse
Lecture (2.1-2.4, 2.9, 7.1-7.3, 7.5, 7.9, 7.10, 8.2.2.), OWI

Tirsdag
24/02-2009
13:00-15:00

Model Inference and Averaging
Deltagere: 02581 Computerintensiv Dataanalyse
Lecture (7.7, 8.3, 8.6), OWI

Fredag
27/02-2009
09:00-10:00

Model Inference and Averaging
Deltagere: 02581 Computerintensiv Dataanalyse
Lecture (7.7, 8.3, 8.6), OWI

Tirsdag
03/03-2009
13:00-15:00

Linear Methods for Classification
Deltagere: 02581 Computerintensiv Dataanalyse
Lecture (Chp. 4, Sections 4.1, 4.2, 4.3), RL

Fredag
06/03-2009
09:00-10:00

Linear Methods for Classification
Deltagere: 02581 Computerintensiv Dataanalyse
Lecture (Chp. 4, Sections 4.1, 4.2, 4.3).
RL

Tirsdag
10/03-2009
13:00-15:00

Linear Methods for Classification
Deltagere: 02581 Computerintensiv Dataanalyse
Lecture (Chp. 4, Sections 4.4, 4.5.2, 12.2), RL

Fredag
13/03-2009
09:00-10:00

Linear Methods for Classification
Deltagere: 02581 Computerintensiv Dataanalyse
Lecture (Chp. 4, Sections 4.4, 4.5.2, 12.2), RL

Tirsdag
17/03-2009
13:00-15:00

Basis Expansion
Deltagere: 02581 Computerintensiv Dataanalyse
Lecture (Chp. 5, Sections 5.1, 5.2. 5.4, 5.5), RL

Fredag
20/03-2009
09:00-10:00

Basis Expansion
Deltagere: 02581 Computerintensiv Dataanalyse
Lecture (Chp. 5, Sections 5.1, 5.2. 5.4, 5.5), RL

Tirsdag
24/03-2009
13:00-15:00

Basis Expansion
Deltagere: 02581 Computerintensiv Dataanalyse
Lecture (Chp. 5, Sections 5.6, 5.7), RL

Fredag
27/03-2009
09:00-10:00

Basis Expansion
Deltagere: 02581 Computerintensiv Dataanalyse
Lecture (Chp. 5, Sections 5.6, 5.7), RL

Tirsdag
31/03-2009
13:00-15:00

Additive Models, Trees and Related Methods
Deltagere: 02581 Computerintensiv Dataanalyse
Lecture (Chp. 9, Sections 9.1 and 9.2), LEC

Fredag
03/04-2009
09:00-10:00

Additive Models, Trees and Related Methods
Deltagere: 02581 Computerintensiv Dataanalyse
Lecture (Chp. 9, Sections 9.1 and 9.2), LEC

Tirsdag
14/04-2009
13:00-15:00

Additive Models, Trees and Related Methods
Deltagere: 02581 Computerintensiv Dataanalyse
Lecture (Chp. 9, Sections 9.3, 9.4 and 9.6), LEC

Fredag
17/04-2009
12:00-13:00

Additive Models, Trees and Related Methods
Deltagere: 02581 Computerintensiv Dataanalyse
Lecture (Chp. 9, Sections 9.3, 9.4 and 9.6), LEC

Tirsdag
21/04-2009
13:00-15:00

Unsupervised learning I
Deltagere: 02581 Computerintensiv Dataanalyse
Lecture (14.1, 14.3, 8.5.1), OWI

Fredag
24/04-2009
09:00-10:00

Unsupervised learning I
Deltagere: 02581 Computerintensiv Dataanalyse
Lecture (14.1, 14.3, 8.5.1), OWI

Tirsdag
28/04-2009
13:00-15:00

Unsupervised Learning II
Deltagere: 02581 Computerintensiv Dataanalyse
Lecture (14.5-14.5.1, 14.6-14.6.2 (pages 496-499), 14.7), OWI

Tirsdag
05/05-2009
13:00-15:00

Unsupervised Learning II
Deltagere: 02581 Computerintensiv Dataanalyse
Lecture (14.5-14.5.1, 14.6-14.6.2 (pages 496-499), 14.7), OWI

Tirsdag
12/05-2009
9:00-11:00

Repitition and wrap-up
Deltagere: 02581 Computerintensiv Dataanalyse
Lecture LEC/OWI/RL

Onsdag
13/05-2009
9:00-10:00

Repitition and wrap-up
Deltagere: 02581 Computerintensiv Dataanalyse
Lecture LEC/OWI/RL