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These lectures will provide an introduction to the basic topics of probability and statistics for data analysis: | These lectures will provide an introduction to the basic topics of probability and statistics for data analysis: | ||
- | + | * The concept of probability and the most common probability laws (binomial, Poisson, exponential, Gaussian...) | |
- | + | * Parameter estimation: the method of moments, the Maximum Likelihood method, the chi-square estimator | |
- | + | * Confidence intervals | |
- | + | * Test of hypotheses: simple hypotheses, goodness of fit | |
- | + | * The Bayes rule, the Bayesian approach to parameter estimation, and Monte-Carlo Markov chains | |
- | + | ||
Several practical examples will be presented and hands-on tutorial sessions will be proposed. | Several practical examples will be presented and hands-on tutorial sessions will be proposed. | ||
- le cours est donné en anglais | - le cours est donné en anglais |
Version du 27 septembre 2016 à 13:56
- durée total des cours : 30 h
- surement 5 matinées (9h30-12h30) et 5 après-midis (14h-17h) au laboratoire APC.
Thèmes abordés (english version below):
- Lois de probabilité
- Estimation de paramètres
- Intervalles de confiance
- Traitement des incertitudes
- Test d'hypothèses
- Bayesian inference
Des exemples concrets seront traités, avec des applications informatiques.
These lectures will provide an introduction to the basic topics of probability and statistics for data analysis:
- The concept of probability and the most common probability laws (binomial, Poisson, exponential, Gaussian...)
- Parameter estimation: the method of moments, the Maximum Likelihood method, the chi-square estimator
- Confidence intervals
- Test of hypotheses: simple hypotheses, goodness of fit
- The Bayes rule, the Bayesian approach to parameter estimation, and Monte-Carlo Markov chains
Several practical examples will be presented and hands-on tutorial sessions will be proposed.
- le cours est donné en anglais