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概率统计

Statistical Methods
课程网址: http://videolectures.net/acai05_taylor_sm/  
主讲教师: Paul Taylor
开课单位: 曼彻斯特大学
开课时间: 2007-02-25
课程语种: 英语
中文简介:
这两节课将介绍古典统计学。第一个演讲是对一些基本统计理论的简要介绍,我觉得这些理论在这周可能会有用。主题包括:概率,似然推理,贝叶斯推理和偏差方差权衡的概念。第二个演讲涉及统计学的两个主要领域,即线性建模和探索性多元分析。线性模型具有一套复杂的程序,用于确定在预测输出的模型中应包括哪些潜在输入。输入可以是任何数据类型(分类或数字),输出在某种程度上也可以是。这种模型已经成功地应用于被认为是相当小的数据集上很多年了。一些线性模型现在正被用于更大的问题上,例如,用于决定是否批准某人申请信用卡的记分卡的构建。这是用于科学研究的主要统计模型类型。探索性多元分析是基于相同数学背景(向量/矩阵代数)的技术集合。它们也都是为了研究矢量观测的结构。其中一些技术正在大规模地应用于商业;例如,分层聚类分析用于对马赛克等系统中的所有邮政编码(每个编码代表大约16个房屋)进行(离线)分类,然后用于营销目标。具体技术包括:主成分分析;对应分析;扩展;聚类分析。
课程简介: These two sessions give an introduction to classical statistics. The first talk is a brief coverage of some basic statistical theory that I feel might be useful during the week. The topics included are: probability, likelihood inference, Bayesian inference and the concept of the bias variance tradeoff. The second talk covers two main areas of statistics, namely linear modelling and exploratory multivariate analysis. Linear modelling has an elaborate set of procedures for determining which of the potential inputs should be included in a model for predicting an output. The inputs can be of any data type (categorical or numerical), as can the output to some extent. This sort of modelling has been used successfully for many years on what would be considered quite small sets of data. Some linear models are now being used on much larger problems, for example, in the construction of scorecards for deciding whether to approve somebody’s application for a credit card. This is the primary type of statistical model that would be used in scientific research. Exploratory multivariate analysis is a collection of techniques that are all based on the same sort of mathematical background (vectors/matrix algebra). They are also all intended to investigate the structure of observations that are vectors. Some of these techniques are being used on a massive scale in business; for example, hierarchical cluster analysis is used to build (offline) classifications of all the postal codes (each code represents about 16 houses) in a system such as Mosaic which is then used for targeting of marketing. The specific techniques covered are: principal components analysis; correspondence analysis; scaling; cluster analysis.
关 键 词: 概率; 统计; 线性模型
课程来源: 视频讲座网
最后编审: 2019-10-31:lxf
阅读次数: 40