Statistical analysis and optimization of data
The following topics will be covered
- Basic concepts, expectation values, variance, covariance, correlation functions and errors;
- Simpler models, binomial distribution, the Poisson distribution, simple and multivariate normal distributions;
- Central elements from linear algebra
- Gradient methods for data optimization
- Estimation of errors using cross-validation, blocking, bootstrapping and jackknife methods;
- Practical optimization using Singular-value decomposition and least squares for parameterizing data.
- Principal Component Analysis.