Multivariate statistics focusses on inferring the joint distributional properties of several random variables, seen as random vectors, with a main emphasis on uncovering their underlying dependence structure. This course offers a broad introduction to its ...
This course presents an introduction to statistical mechanics geared towards materials scientists. The concepts of macroscopic thermodynamics will be related to a microscopic picture and a statistical interpretation. Lectures and exercises will be compleme ...
Machine learning and data analysis are becoming increasingly central in sciences including physics. In this course, fundamental principles and methods of machine learning will be introduced and practised. ...
This course consists of three parts: an introduction to financial time series data characteristics and analysis, a discussion on econometrics techniques (eg, GARCH models, cointegration, extreme values, truncation), and an exploration of machine learning t ...
A rigorous introduction to the statistical analysis of random functions and associated random operators. Viewing random functions either as random Hilbert vectors or as stochastic processes, we will see the interplay between nonparametrics and multivariate ...
We provide a comprehensive overview of the econometric tools that are essential to estimate financial models, both for asset pricing and
for corporate finance. ...
An overview course intended for scientists and engineers who need to use statistical methods as part of their research, who have already attended a course at the second-year EPFL undergraduate level, and need revision and deepening of their knowledge at a ...
Introduction to multivariate data analysis and modelling. The course helps for a critical choice of methods and their integration in a research planning. It prepares for complexe data analysis in various fields of environemental sciences. Use of dedicated ...