KTH CSC 
Course Plan, Spring 2009,
DD2447: Statistical Methods in Computer Science.(6hp, 6ECTS)
Teacher: Stefan Arnborg, stefan@nada.kth.se.
Office hours: After lectures or by appointment.

CODE OF HONOR

The CSC School Code of Honour applies to all assignments handed in:
If you have cooperated with or been given significant advice by someone
not teaching the course, you must state this on the solution turned in.
Reasonable amounts of cooperation is permitted as long as you can explain
your solution in full detail.


This course summarizes statistical and probabilistic methods used in 
applied Computer Science.

PREREQUISITES


Courses in mathematics (analysis), programming, computer science and
statistics equivalent to obligatory courses on KTH D- or F-programme.
Matlab or similar tool (Octave, R).

The following MIT course is a fairly good approximation of the 
probability competence assumed:

http://mit.ocw.cn/OcwWeb/Electrical-Engineering-and-Computer-Science/
6-041Spring-2006/CourseHome/index.htm

LEARNING GOALS

After successfully taking this course, you will be able to:

-motivate the use of uncertainty management and statistical methodology in 
 computer science applications, as well as the main methods in use,

-account for algorithms used in the area and use the standard tools,

-critically evaluate the applicability of these methods in new contexts, 
 and design new applications of uncertainty management,

-follow research and development in the area.

SYLLABUS

Common statistical models and their use:
Bayesian, testing, and fiducial statistical philosophy
Hypothesis choice
Parametric inference
Non-parametric inference
Elements of regression
Clustering
Graphical statistical models
Prediction and retrodiction
Chapman-Kolmogoroff formulation
Elements of Vapnik/Chervonenki's learning theory
Evidence theory, estimation and combination of evidence.
Support Vector Machines and Kernel methods
Stochastic simulation, Markov Chain Monte Carlo.



GRADING

Grades are E-A during 2009. 70% of homeworks and a very short 
oral discussion of them gives grade C. Less gives F-D.

For higher grades, essentially all homeworks should be turned in on time.
Alternative assignments will be substituted for those homeworks you miss. 
For grade B you must pass one Master's test, for grade A you must do two
Master's tests.