Statistical Inverse Methods, spring 2018

Course page for Statistical Inverse Methods — Tilastolliset inversiomenetelmät

Advanced Course, 5 credits, PAP303, spring 2018, periods 3 and 4

Course is held in Physicum, on Tuesdays at 12-14 in D106. Exercise sessions will be held on Wednesdays at 10-12 in computer class D210.

Lecturer: Antti Penttilä, you can contact me by e-mail, Antti.I.Penttila (a t) helsinki.fi, or room D310 in Physicum. Course assistant is Timo Väisänen, Timo.H.Vaisanen (a t) helsinki.fi.

Lectures and schedule

• 16.01. Introduction
• 23.01. Distributions, statistical inference
• 30.01. Statistical tests, linear model
• 06.02. Linear model
• 13.02. ---TRAVELING, NO LECTURE---
• 20.02. Nonlinear model, nonparametrical methods
• 27.02. Multivariate methods
• 13.03. Bayesian inference
• 20.03. Monte Carlo -methods
• 27.03. ---TRAVELING, NO LECTURE---
• 10.04. Markov Chain Monte Carlo
• 17.04. ---TRAVELING, NO LECTURE---
• 24.04. Markov Chain Monte Carlo

Course material

The course handout follows previous years but is refined during the course. Latest version is distributed here, but be aware that I will update the material while we advance in the lectures.

Final SIM'2018 handout (updated 02-05-2018)

Exercise sessions

• 24.01. Complete Exercise 1
• 31.01. Exercise 2
• 07.02. Exercise 3
• 14.02. ---TRAVELING, NO SESSION---
• 21.02. Exercise 4
• 28.02. Exercise 5
• 14.03. Exercise 6
• 21.03. Exercise 7
• 28.03. Exercise 8
• 11.04. Exercise 9
• 18.04. Exercise 10
• 02.05. Exercise 11

Supplementary data: two-variable.datlinear-model-data-1.datlinear-model-data-2a.datlinear-model-data-2b.datlinear-model-data-3.datdataRed.datasteroid_density.datMN-data-1.datMN-data-2.datMN-data-3.datspectra.datIris.dat, , , , , , , , , , ,

Previous courses

• SIM in spring 2016
• DAIM in spring 2014
• DAIM in spring 2012