M. Vidyasagar
Home Page
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
- List of sources used Text File
- Cambridge rainfall data set Text File
- Heathrow rainfall data set Text File
- Tiree rainfall data set Text File
- June 2012 UK Home prices data set Text File
- US longevity data set Text File
- Hong Kong heights and weights data set Text File
- Short heights and weights data set Text File
- CO2 level data set Text File
- Monthly milk production data set Text File
- US expenditure data set Text File
- 1986 IPO data set Text File
- 1987 IPO data set Text File
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