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Thursday, February 15
SC8 NISS Shortcourse: A Survey of Modern Data Science Thu, Feb 15, 1:30 PM - 5:30 PM
Salon D
Instructor(s): David Banks, Dept. of Statistical Science, Duke University
Modern data science is driven by applications, and these often entail Big Data and machine learning perspectives. This short course reviews key ideas and methods in nonparametric regression (starting with cross-validation and light bootstrap asymptotics, then moving on to the additive model, the generalized additive model, and neural networks. It also covers variable selection, with the Lasso and the Median Model, and describes the p >> n problem in the context of contributions by Candes and Tao, Donoho and Tanner, and Wainwright. The course next treats classification, with emphasis upon Random Forests, boosting, and ensemble strategies such as bagging, stacking and boosting.