modern statistical methods rajen d shah r shah statslab cam ac uk course webpage http www statslab cam ac uk rds37 modern stat methods html in this course we will ...
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...Modern statistical methods rajen d shah r statslab cam ac uk course webpage http www rds stat html in this we will study a selection of important is heavily biased towards my own interests but i hope it nevertheless give you avour some the most recent methodological developments statistics over last years sorts datasets that statisticians have been challenged to changed greatly where past were used with many obser vations few carefully chosen variables are now seeing number can run into thousands and exceed observations for example microarray data typically gene expression values measured sev eral genes only hundred tissue samples classical often simply not applicable these high dimensional situations divided chapters unequal size our rst chapter start by introducing ridge regression simple generalisation ordinary least squares lead us beautiful connections functional analysis ultimately one successful exible classes learning algorithms kernel machines second concerns lasso its extensi...