Summary of course
Morten Hjorth-Jensen Email morten.hjorth-jensen@fys.uio.no [1, 2]
[1] Department of Physics and Center of Mathematics for Applications, University of Oslo
[2] National Superconducting Cyclotron Laboratory, Michigan State University
Nov 29, 2018
© 1999-2018, Morten Hjorth-Jensen Email morten.hjorth-jensen@fys.uio.no. Released under CC Attribution-NonCommercial 4.0 license
What? Me worry? No final exam in this course!


Topics we have covered this year
The course has two central parts
- Statistical analysis and optimization of data
- Machine learning
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 of Bayesian statistics and modeling;
- Central elements from linear algebra
- Gradient methods for data optimization
- Monte Carlo methods, Markov chains, Metropolis-Hastings algorithm;
- 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.
Machine learning
The following topics will be covered
- Linear methods for regression and classification;
- Boltzmann machines;
- Neural networks;
- Decisions trees and nearest neighbor algorithms
- Support vector machines
Learning outcomes and overarching aims of this course
The course introduces a variety of central algorithms and methods
essential for studies of data analysis and machine learning. The
course is project based and through the various projects, normally
three, you will be exposed to fundamental research problems
in these fields, with the aim to reproduce state of the art scientific
results. The students will learn to develop and structure large codes
for studying these systems, get acquainted with computing facilities
and learn to handle large scientific projects. A good scientific and
ethical conduct is emphasized throughout the course.
- Understand linear methods for regression and classification;
- Learn about neural network;
- Learn about basic data analysis, Bayesian statistics, Monte Carlo methods, data optimization and machine learning;
- Be capable of extending the acquired knowledge to other systems and cases;
- Have an understanding of central algorithms used in data analysis and machine learning;
- Gain knowledge of central aspects of Monte Carlo methods, Markov chains, Metropolis and Gibbs samplers and their possible applications;
- Work on numerical projects to illustrate the theory. The projects play a central role and students are expected to know modern programming languages like Python or C++.
Best wishes to you all and thanks so much for your heroic efforts this semester
