Core Courses

The BMS Core Courses in RTA 8 are only offered at HU, at the moment. New offers at FU and TU are in planning.

Statistical methods for data science
Basic concepts of estimation and hypothesis testing theory
Regression analysis (least squares, maximum likelihood, and Bayesian methods)
Analysis of variance (one-way and two-way classification, fixed and random effects)
Estimation and testing in generalized linear models * Classification (logistic regression, discriminant analysis)
Model selection and dimensionality reduction (AIC/BIC, Lasso, principal component analysis)

Analysis of high-dimensional data
Kernel density estimator
Bias-variance tradeoff
Non-parametric regression
Local polynomial and projection estimators
Oracle inequalities
Sparsity and Lasso
Unbiased risk estimation
Cross-validation
Thresholding and wavelets
Lepski's method
Statistical inverse problems
Early stopping