Inférence, évaluation et sélection de modèles

  • Teaching

    Details

    Faculty Faculty of Management, Economics and Social Sciences
    Domain Information Systems
    Code UE-EIG.00120
    Languages French
    Type of lesson Lecture
    Level Master
    Semester SA-2020

    Schedules and rooms

    Summary schedule Tuesday 08:15 - 11:00, Hebdomadaire (Autumn semester)
    Hours per week
    		3

    Teaching

    Responsibles
    • Donzé Laurent
    Teachers
    • Donzé Laurent
    Assistants
    • Berkachy Redina
    Description

    The course is an introduction to the inference methods in case of statistical models, the evaluation and the selection of models:

    1. Classical inference for linear and nonlinear models (Wald tests; tests based on maximum likelihood)
    2. Evaluation and models’ selection (Bias, variance and complexity; selection criteria; cross-validation)
    3. Resampling methods (Introduction to bootstrap; tests and confidence intervals; linear regression model)
    4. Algorithm EM

    The theoretical concepts and methods are illustrated by practical applications. R is the software used.
    Training objectives

    The course is part of the supplied of Master courses in applied statistics, which is a packet of four half-yearly ones of 4.5 ECTS (one by semester) over two years:

    1. Topics in multivariate statistics
    2. Introduction to Bayesian statistics
    3. Inference, evaluation, and selection of models
    4. Classification methods

    Although they complete each other, they can be chosen separately. Of general interest, the set of courses gives a broad view of problems and applied statistical methods, and of the data science. A  server of Jupyter notebooks completes the course.

    There is no specific public. Although the courses are primarily conceived for students of the Faculty of Management, Economics and Social Sciences, they can be attended by other students. 

    The student will benefit not only of theoretical knowledge but is also skilled in the use of the methods presented during the course.
    Condition of access Bachelor
    Comments

    Only students who will have validated the course could write a Master thesis under the supervision of the professor. The course is taught in French, but the students can talk in German or English. The exam can be written in one of this language.
    Available seats 20
    Softskills Yes
    Softskills seats 5
    Off field No
    BeNeFri Yes
    Mobility Yes
    UniPop No
    Auditor Yes

    Documents

    Bibliography

    A script with a listing of references is provided. The student will find on the course's Moodle platform other resources.
    Files and attachments
  • Dates and rooms
    Date Hour Type of lesson Place
    15.09.2020 08:15 - 11:00 Cours PER 21, Room F205
    22.09.2020 08:15 - 11:00 Cours PER 21, Room F205
    29.09.2020 08:15 - 11:00 Cours PER 21, Room F205
    06.10.2020 08:15 - 11:00 Cours PER 21, Room F205
    13.10.2020 08:15 - 11:00 Cours PER 21, Room F205
    20.10.2020 08:15 - 11:00 Cours PER 21, Room F205
    27.10.2020 08:15 - 11:00 Cours PER 21, Room F205
    03.11.2020 08:15 - 11:00 Cours PER 21, Room F205
    10.11.2020 08:15 - 11:00 Cours PER 21, Room F205
    17.11.2020 08:15 - 11:00 Cours PER 21, Room F205
    24.11.2020 08:15 - 11:00 Cours PER 21, Room F205
    01.12.2020 08:15 - 11:00 Cours PER 21, Room F205
    15.12.2020 08:15 - 11:00 Cours PER 21, Room F205
  • Assessments methods

    Written exam - SA-2020, Session d'hiver 2021

    Date 11.01.2021 11:00 - 12:00
    Assessments methods By rating
    Descriptions of Exams

    Durée d'examens: 90 Min. - A livres ouverts

    Les étudiant-e-s par groupe de deux ou trois effectuent un projet durant le semestre dont les modalités sont définies en début de semestre. La réussite du projet est nécessaire pour s'inscrire à l'examen.

    MISE À JOUR 16.11.2020 (Covid-19)
    nouvelle durée d'examen: 60 minutes
  • Assignment
    Valid for the following curricula:
    BeNeFri - Sciences économiques et sociales
    Version: 2018/SP_V01_SES_BeNeFri
    Course > Master course offering for BeNeFri Students
    Complementary learnings in SES or mobility students
    Version: ens_compl_ses
    Mster course offering for Mobility Students
    Ma - Accounting and Finance - 120 ECTS
    Version: 2024/SP_V01_DD_Caen
    UniFr courses > Elective courses - Max 18 ECTS > SES Master level courses
    UniFr courses > Modules "Data Analytics" and "Audit et Fiscalité": min. 2 courses > DAT: Data Analytics
    Ma - Accounting and Finance - 90 ECTS
    Version: 2021/SA_V01 Dès SA-2024
    Course - 72 ECTS > Minimum 0 / maximum 1 optional master course offered at the University of Fribourg, if 72 ECTS not yet reached in the above modules > SES Master level courses
    Course - 72 ECTS > Modules "Data Analytics" and "Audit et Fiscalité": min. 3 courses > DAT: Data Analytics > Elective courses
    Ma - Business Communication : Business Informatics - 90 ECTS
    Version: 2020/SA_V02
    Courses - 60 ECTS > Option Group > Information Management > Cours > Module Wirtschaftsinformatik > DADS: Data Analytics & Decision Support
    Courses - 60 ECTS > Option Group > Information Management > Cours > Modules management > DAT: Data Analytics
    Ma - Business Communication : Economics - 90 ECTS
    Version: 2021/SA_V02
    Courses > Option Group > Economics > Elective courses - 18 ECTS > Kurse der Module Master Volkswirtschaftslehre, ohne die Module 4 und 9
    Ma - Business Informatics - 90 ECTS
    Version: 2020/SA-v01
    Classes - min. 45 ECTS > Modules IT Management - min. 22 ECTS > DADS: Data Analytics & Decision Support
    Classes - min. 45 ECTS > Modules management - max. 15 ECTS > DAT: Data Analytics
    Classes - min. 45 ECTS > Module IT and IT Management > DADS: Data Analytics & Decision Support
    Ma - Communication and Media Research - 90 ECTS
    Version: 2015/SA_V01
    Courses - 60 ECTS > Inter- and Transdisciplinary Perspectives > SES Master level courses
    Ma - Communication and Society - 90 ECTS
    Version: 2021/SA_V03
    Forschungsbereiche > Inter- & Transdisciplinary Perspectives
    Ma - Data Analytics & Economics - 90 ECTS
    Version: 2020/SA-v01
    Courses min 63 ECTS > Mandatory Modules (45 to 63 ECTS) > Module I: Data Analytics (Data)
    Ma - Economics - 90 ECTS
    Version: 2021/SA_V04
    Le choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Sustainable Development and Social Responsibility > Elective courses in Sustainable Development and Social Responsibility > Ma - Elective courses in Political Economy
    Le choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Sustainable Development and Social Responsibility > Elective courses in Sustainable Development and Social Responsibility > Elective courses of the SES Faculty - max. 15 ECTS > SES Master level courses
    Le choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Public Economics and Policy > Elective courses in Public Economics and Policy > Ma - Elective courses in Political Economy
    Le choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Public Economics and Policy > Elective courses in Public Economics and Policy > Elective courses of the SES Faculty - max. 15 ECTS > SES Master level courses
    Le choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Business Economics > Elective courses in Business Economics > Ma - Elective courses in Political Economy
    Le choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Business Economics > Elective courses in Business Economics > Wahlkurse der SES-Fakultät - max. 15 ECTS > SES Master level courses
    Le choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Quantitative Economics > Elective courses in Quantitative Economics > Courses from the SES faculty - max. 15 ECTS > SES Master level courses
    Le choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Quantitative Economics > Elective courses in Quantitative Economics
    Le choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Quantitative Economics
    Course selection for the Master WITHOUT options > Elective courses > Elective courses of the SES Faculty - max. 15 ECTS > SES Master level courses
    Course selection for the Master WITHOUT options > Elective courses > Ma - Elective courses in Political Economy
    Ma - European Business - 90 ECTS
    Version: 2017/SA_v01
    Courses - 63 ECTS > Additional courses: Any Master courses of the Faculty of Economics and Social Sciences, as well as maximum 9 ECTS from all Master programmes of the University. > SES Master level courses
    Ma - International and European Business - 90 ECTS
    Version: 2021/SA_v01 dès SA-2024
    Courses > Modules > Elective courses of the management modules > Elective courses of the management modules > Elective courses for the Master in management
    Courses > Modules > One complete module taken from the following list > DAT Module validation element group > DAT: Data Analytics > Elective courses
    Courses > Additional courses > SES Master level courses
    Ma - Management - 90 ECTS
    Version: 2021/SA_v03 dès SA-2024
    Courses: min. 72 ECTS > Modules - min 54 ECTS > Elective courses taken outside a validating module > Elective courses in the management modules > Elective courses for the Master in management
    Courses: min. 72 ECTS > Modules - min 54 ECTS > Minimum of 3 modules with a minimum of 18 ECTS and 2 core courses > DAT Module validation element group > DAT: Data Analytics > Elective courses
    Courses: min. 72 ECTS > Elective courses > SES Master level courses
    Ma - Management - 90 ECTS [MA]
    Version: 2017/SA_v01
    Courses: min. 63 ECTS > Cours facultatifs : max. 18 ECTS > SES Master level courses
    Ma - Marketing - 90 ECTS
    Version: 2021/V03 dès SA-2024
    Courses - 72 ECTS > Complementary module > DAT Module validation element group > DAT: Data Analytics > Elective courses
    Courses - 72 ECTS > Elective Master courses from the whole university > SES Master level courses
    Ma - Public Economics and Public Finance - 90 ECTS
    Version: 2021/SA_V01_DD_PEPF
    Cours > Up to 40 ECTS credits must fulfill the conditions required for the specialisation according to the approuved document "Individual choice of lectures". > Ma - Elective courses in Political Economy
    MiMa - Business Informatics - 30 ECTS
    Version: 2020/SA_V01
    Cours > Module Wirtschaftsinformatik > DADS: Data Analytics & Decision Support
    Cours > Modules management > DAT: Data Analytics
    MiMa - Data Analytics - 30 ECTS
    Version: 2020/SA-v01
    À choix 18 crédits ECTS
    À choix 9 crédits ECTS > DADS: Data Analytics & Decision Support
    MiMa - Economics - 30 ECTS
    Version: 2021/SA_V01
    Elective courses > Ma - Elective courses in Political Economy
    MiMa - Gestion d'entreprise - 30 ECTS
    Version: 2021/SA_V01
    Elective courses - 30 ECTS > DAT: Data Analytics