M. Vidyasagar

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Teaching: Fall 2012

BMEN 7V87: Statistical Learning Theory

  • Recommended Text:
    Learning and Generalization (Second Edition), M. Vidyasagar, Springer-Verlag, 2003.

SYSM 6303: Quantitative Introduction to Risk & Uncertainty in Business

Syllabus PDF

Lecture Notes

  • Introduction PDF
  • Notes for Lecture 1 PDF
  • Examples for Lecture 1 PDF
  • Notes for Lecture 2 PDF
  • Notes for Lecture 3 PDF
  • Examples for Lecture 3 PDF
  • Notes for Lecture 4 PDF
  • Examples for Lecture 4 PDF
  • Notes for Lecture 5 PDF
  • Examples for Lecture 5 PDF
  • Notes for Lecture 6-1 PDF
  • Notes for Lecture 7 PDF
  • Examples for Lecture 7 PDF

Data Files

Matlab Diaries

  • Rainfall analysis diary Text File
  • Longevity analysis diary Text File
  • Height and weight analysis diary Text File
  • Maximum likelihood estimates diary Text File
  • K-S Test for home prices, height and weight data -- diary Text File
  • K-S Test for rainfall data -- diary Text File
  • Monte Carlo simulation of functions of Gaussian variables Text File
  • Monte Carlo simulation of investment options Text File
  • CO2 level analysis -- diary Text File
  • Milk production analysis -- diary Text File
  • Tiree rainfall analysis -- diary Text File

Homework Sets