PRELIMINARY KTH CSC Course Schedule, Fall 2011, 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 FALL 2011 Note: Homework exercise numbers and recommended reading sections refer to the 2011 fall course compendium (LN). Homework wordings are changed since last year. Homeworks are submitted as email attachments in txt or pdf format (not MS word, please). The attachment should be labeled with student name and homework number. Rec reading: LN 1 Mon Oct 24, 15:15-17:00, room D42, Lindstedsv 5. Overview, Administration, Presentation of participants. Rec reading: LN 2.0.1--2.1.10 Thu Oct 27, 13:15 to 15:00, room 4523, D-house floor 5. Bayesian analysis, fundamental relations: prior, posterior, likelihood; Bayes rule as inference principle. Homework 1: Exercise 3. Rec reading: LN 2.1.10-2.4 Mon Oct 31 13:15-15:00 in room 4523, D-house floor 5. Estimation, Conjugate priors, MCMC(intro), Testing and (short) Fiducial Probability. Homework 2: Exercise 5 ii), iii), Exercise 6 a), b). Tue Nov 8, 10:15 to 12:00, room 4523, D-house floor 5. Exercises and elaborations on the above. Homework 1 due Rec reading: LN 2.4--2.7 Wed Nov 9 10:15-12:00 in room 4523 Testing and FDR Evidence theory, DS and MDS combinators. Robust Bayes and Maximum Entropy. Homework 3: Exercise 9 ii), iii), iv), Exercise 11. Tue Nov 15, 10:15 to 12:00, room 4523 Problem solving. Homework 2 due. Rec reading: LN 3.1--3.2 Wed Nov 16, 10:15-12:00, in room 4523 Statistical Data Models, univariate, non-parametrics Multivariate models, dependency modelling. Homework 4: Exercise 14. Tue Nov 22, 10:15 to 12:00, ROOM 1537 !! E-house floor 5. Dynamical systems and time series. Variational Bayes Chapman-Kolmogorov tracking/prediction, Problem solving. Homework 3 due. Rec reading: LN 3.3 Wed Nov 23, 10:15 to 12:00, room 4523 retrodiction. MCMC diagnostics & theory Graphical models: Bayesian Networks and Markov Random Fields Tue Nov 29, 10:15 to 12:00, room 4523 Homework 4 due. Homework 5: Exercise 18 Rec reading: LN 2.8 Rec reading: LN 2.9 Wed Nov 30, 13:15 to 15:00, room 4523 Graphical model practise. SVM and kernel method, Homework 6: Exercise 22 Wed Dec 7, 10:15 to 12:00, room 4523 Hedged prediction technology. Discussion of Master's tests. Homework 5 due. Thu Dec 8 : NO LECTURE Dec 13: Homework 6 due. Master's tests: Deadline: Jan, 2012.