Advanced Methods in statistical data analysis

6 Oct 2014, 08:00 → 10 Oct 2014, 18:00 Europe/Copenhagen

DARK lounge (Rockefeller)

NEWS 14.01.2015 - we just got the list of those passing the take home exam. We will start sending the certificates today. If you didn't get your certificate before the end of this week, then please send an email to Steen H.


Data from experiments in high energy physics and observations in astrophysics demand nowadays a highly sophisticated statistical treatment. By inviting experts from both areas, we provide the students with the widest overview of the most advanced statistical methods currently used. The course will cover the fundamental concepts of modern statistical data analysis, including examples derived from the two areas of science mentioned.

The course is well suited and highly relevant for PhD students from a wide range of fields in Science, beyond the ones mentioned. The course will consist of lectures and practical problem- solving sessions (both calculations and computer exercises) and will last 5 full days. The course will be advertised internationally, and is open to Danish and foreign students.

Teachers

Dr. Roberto Trotta (Imperial College)
Dr. Wouter Verkerke (Nikhef)

Organizers

Dr. Stefania Xella
Dr. Steen Hansen

Preparation  !!! NEW !!!  (see menu on the side, entry "root install")
 

notes

• Introduction_Notes.pdf
• Likelihood_Based_Problems.pdf
• LinearModelData.txt
• RobertoTrotta_Problems.pdf
• SNe_simulated.dat
• Solutions_To_Likelihood_Based_Problems.pdf

Slides

• Bayesian_Inference_Copenhagen_2014.pdf
• figure.jpg
• Intro_Questions_Copenhagen.pdf
• Model_comparison_Copenhagen_2014.pdf

Monday, 6 October

Roberto Trotta: Probability theory, Random variables, parent distributions, samples, Central Limit Theorem, Maximum Likelihood, Confidence intervals

Roberto Trotta: Bayesian parameter inference: Bayes theorem and discussion, priors, general Bayesian approach to inference problems, Gaussian linear model

Tuesday, 7 October

Roberto Trotta: Roberto Trotta: Markov Chain Monte Carlo methods, Metropolis-Hastings, Hamiltonian Monte Carlo, Gibbs sampling. Practical and numerical issues. Convergence.

Roberto Trotta

Wednesday, 8 October

Roberto Trotta: Bayesian model selection: Bayesian evidence, computation of the evidence: numerical and analytical methods, example applications in cosmology and particle physics, Look elsewhere effect and Bayes, open challenges

Wouter: Wouter Verkerke

1 Lecture 1

Speaker: Dr Wouter Verkerke (NIKHEF)

Slides nbi_stats_2014_day1_exercises.pdf nbi_stats_lecture1.pdf

Thursday, 9 October

Wouter

2 Lecture 2

Speaker: Dr Wouter Verkerke (NIKHEF)

Slides nbi_stats_2014_day2_exercises.pdf nbi_stats_lecture2.pdf

Wouter: Wouter Verkerke

3 Lecture 3

Speaker: Dr Wouter Verkerke (NIKHEF)

Slides nbi_stats_lecture3.pdf

Friday, 10 October

Wouter

4 Lecture 4

Speaker: Dr Wouter Verkerke (NIKHEF)

Slides nbi_stats_2014_day3_exercises.pdf nbi_stats_lecture4.pdf

Wouter

5 Lecture 5

Speaker: Dr Wouter Verkerke (NIKHEF)

Slides nbi_stats_lecture5.pdf