KTH CSC 
Course Schedule, Spring 2010,
DD2447: Statistical Methods in Computer Science.(6hp, 6ECTS)
Teacher: Stefan Arnborg, stefan@nada.kth.se.
Office hours for advising: After lectures or by appointment.


LECTURE SCHEDULE SPRING 2010


Note: Homework exercise numbers and recommended reading sections refer to the course compendium (LN).

Rec reading: LN 1
Tue Jan 19, 13:15-15:00, room D32
  Overview, Administration, Presentation of participants.

Thu Jan 21 08:15-10:00 OUTSIDE room 1436, E-house floor 4.
  Advising before course, if required.

Rec reading: LN 2.0.1--2.1.10
Tue Jan 26, 13:15 to 15:00, room D32
  Bayesian analysis, fundamental relations: prior, posterior, likelihood;
  Bayes rule as inference principle.
Homework 1: Exercise 3.

Thu Jan 28 08:15-10:00 OUTSIDE room 1436, E-house floor 4.
  Advising before course, if required.


Rec reading: LN 2.1.10-2.4
Tue Feb 02 13:15-15:00 in room D32.
  Estimation, Conjugate priors, MCMC(intro),
  Testing and (short)  Fiducial Probability.
Homework 2: Exercise 5 ii), iii), Exercise 6 a), b).

Wed Feb  03, 15:15 to 17:00, room D32
  Exercises and elaborations on the above.
Homework 1 due

Rec reading: LN 2.4--2.7
Tue Feb 09 13:15-15:00 in room D32
  Testing and FDR
  Evidence theory, DS and MDS combinators. 
  Robust Bayes and Maximum Entropy.
Homework 3: Exercise 9 ii), iii), iv), Exercise 11. 

Wed Feb  10, 15:15 to 17:00, D32
  Problem solving.
Homework 2 due.

Rec reading: LN 3.1--3.2
Tue Feb 16 13:15-15:00 in room D32
  Statistical Data Models, univariate, non-parametrics

Homework 4: Exercise 14.

Wed Feb 17, 15:15 to 17:00, room D42
  Multivariate models, dependency modelling, dynamical systems
  and time series.  Problem solving.
Homework 3 due.

Tue Feb 23, 13:15 to 15:00, room D32
  Chapman-Kolmogorov tracking/prediction,
  retrodiction.
  MCMC diagnostics & theory


Wed Feb 24, 15:15 to 17:00, room D32
Homework 4 due.

Homework 5: Exercise 18

Rec reading: LN 3.3
Tue March 02, 13:15 to 15:00, room D33
  Graphical models: Bayesian Networks and Markov Random Fields

Homework 6: Exercise 22

Rec reading: LN 2.8
Wed Mar 03, 15:15 to 17:00, room D42
  Graphical model practise. 
Homework 5 due.

Rec reading: LN 2.9
Mon Mar 22, 10:15 to 12:00, room D32
  SVM and kernel method, Hedged prediction technology.



Tue Mar 23, 10:15 to 12:00, room D32
  Rounding up: Conformal predictors, prediction technology 
  based on Kolmogorov complexity and SVM methods.
Homework 6 due.

Mon Mar 29 10:15 to 12:00, room 1436.
 Discussion of Master's tests.

Master's tests: Deadline: June 1, 2010.