Unit convenor and teaching staff |
Unit convenor and teaching staff
Convenor
Benoit Liquet-Weiland
Contact via Lecturer
Room 630, 12 Wally’s Walk
Lecturer
Hassan Doosti
Room 534, 12 Wally's Walk
Tutor
Teo Nguyen
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Credit points |
Credit points
10
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Prerequisites |
Prerequisites
Admission to MRes
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Corequisites |
Corequisites
STAT710 or STAT7310
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Co-badged status |
Co-badged status
STAT8178
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Unit description |
Unit description
This unit offers students the opportunity to study some modern computational methods in statistics. The first half of the unit covers maximum likelihood computations, penalised likelihood, missing data and the EM algorithm. The second half considers Kernel density estimation, Kernel regression, quantile regression and inferences using Monte-Carlo and bootstrapping methods. State-of-the-art computing softwares are used. |
Information about important academic dates including deadlines for withdrawing from units are available at https://www.mq.edu.au/study/calendar-of-dates
On successful completion of this unit, you will be able to:
Requirements to Pass this Unit
General Faculty Policy on assessment submission deadlines and late submissions: .
Assessments where Late Submissions will be accepted
Special Consideration Policy:
The Special Consideration Policy aims to support students who have been impacted by short- term circumstances or events that are serious, unavoidable and significantly disruptive, and which may affect their performance in assessment. If you experience circumstances or events that affect your ability to complete the written assessments in this unit on time, please inform the convenor and submit a Special Consideration request through ask.mq.edu.au.
Name | Weighting | Hurdle | Due |
---|---|---|---|
Assignment 3 | 40% | No | Week 4 |
Assignment 1 | 30% | No | Week 8 |
Assignment 2 | 30% | No | Week 13 |
Assessment Type 1: Quantitative analysis task
Indicative Time on Task 2: 10 hours
Due: Week 4
Weighting: 40%
Students will write code and interpret output in order to answer statistical questions. Students may work on the assignment on their own computers or using University resources.
Assessment Type 1: Quantitative analysis task
Indicative Time on Task 2: 10 hours
Due: Week 8
Weighting: 30%
Students will write code and interpret output in order to answer statistical questions. Students may work on the assignment on their own computers or using University resources.
Assessment Type 1: Quantitative analysis task
Indicative Time on Task 2: 10 hours
Due: Week 13
Weighting: 30%
Students will write code and interpret output in order to answer statistical questions. Students may work on the assignment on their own computers or using University resources.
1 If you need help with your assignment, please contact:
2 Indicative time-on-task is an estimate of the time required for completion of the assessment task and is subject to individual variation
You should attend the following classes each week:
· one 2 hour lecture
· one 1 hour SGTA class
Check timetables.mq.edu.au or the unit iLearn page for class details.
Lectures begin in Week 1. Lecture notes are available on iLearn prior to the lecture.
SGTA classes begin in week 1 and are based on work from the current week’s lecture.
Students should obtain the lecture overheads from iLearn prior to the lecture. The lecture overheads are available module by module.
The following are recommended reading books for this unit:
Unit webpage is located on iLearn at https://ilearn.mq.edu.au.
You can only access the material on iLearn if you are formally enrolled in the unit. All lecturing materials are available at this webpage.
The unit is taught in both traditional mode and external mode. In traditional mode, students are on campus in standard semesters with weekly lectures. In external mode, students access all teaching material from iLearn and do not attend lectures on campus.
Students are expected to
· attend all the lectures if enrolled internally;
· have read through the material to be covered using the lecture notes provided on iLearn;
· submit assignments on time via iLearn;
· contact the unit convenors in advance if for any reason, you cannot hand in your assessment tasks on time;
Refer to the next section for a week-by-week list of topics to be covered in this unit.
We are using R through Rstudio in teaching this unit. R and Rstudio are free software and are widely used nowadays by statisticians.
We will communicate with you via your university email or through announcements on iLearn. Queries to convenors can either be placed on the iLearn discussion board or sent to your lecturers from your university email address.
For the latest information on the University’s response to COVID-19, please refer to the Coron- avirus infection page on the Macquarie website: https://www.mq.edu.au/about/coronavirus-faqs. Remember to check this page regularly in case the information and requirements change during semester. If there are any changes to this unit in relation to COVID, these will be communicated via iLearn.
Weeek | Lectures | Topics | SGTA | Task Due |
---|---|---|---|---|
1 | Statistics and Machine Learning: Estimation Methods (Part 1) | - Linear Model - Loss function - Maximum Likelihood - Shallow Neural network | ||
2 | Statistics and Machine Learning: Estimation Methods (Part 2) | - Logistic Model - Cross entropy - Shallow Neural network - Multi-classification | Maximum Likelihood optimization Gradient Descent | |
3 | Optimisation procedures | - Convexity - Gradient Descent - Stochastic Gradient Descent | "One versus all" MNIST Data set | |
4 | Beyond Linearity and overfitting | - polynomial model - one-layer NN - Train/validation/Test - Cross validation | Implementation: GD, SGD, Mini-Batch | Assignment 1 due |
5 | Penalized Regression | - Colinearity -Ridge regression -Lasso model | Investigation overfitting - polynomial regression - Non linear boundary classification | |
6 | EM Algorithm | - missing data - Mixture Model | Implementation: ridge regression use software R package for Lasso | |
7 | Monte-Carlo method for hypothesis testing | Implementation EM for Mixture model: - Gaussian case | ||
Session Break | ||||
8 | Bootstrapping method for Confidence Interval | Assignment 2 due | ||
9 | Histogram & density estimation | |||
10 | Kernel density estimation | |||
11 | Kernel regression | |||
12 | Quantile regression | |||
13 | Revision | Assignment 3 due |
Students should read the lecture notes, which will be available at the unit web page, before the lecture.
Macquarie University policies and procedures are accessible from Policy Central (https://policies.mq.edu.au). Students should be aware of the following policies in particular with regard to Learning and Teaching:
Students seeking more policy resources can visit Student Policies (https://students.mq.edu.au/support/study/policies). It is your one-stop-shop for the key policies you need to know about throughout your undergraduate student journey.
To find other policies relating to Teaching and Learning, visit Policy Central (https://policies.mq.edu.au) and use the search tool.
Macquarie University students have a responsibility to be familiar with the Student Code of Conduct: https://students.mq.edu.au/admin/other-resources/student-conduct
Results published on platform other than eStudent, (eg. iLearn, Coursera etc.) or released directly by your Unit Convenor, are not confirmed as they are subject to final approval by the University. Once approved, final results will be sent to your student email address and will be made available in eStudent. For more information visit ask.mq.edu.au or if you are a Global MBA student contact globalmba.support@mq.edu.au
At Macquarie, we believe academic integrity – honesty, respect, trust, responsibility, fairness and courage – is at the core of learning, teaching and research. We recognise that meeting the expectations required to complete your assessments can be challenging. So, we offer you a range of resources and services to help you reach your potential, including free online writing and maths support, academic skills development and wellbeing consultations.
Macquarie University provides a range of support services for students. For details, visit http://students.mq.edu.au/support/
The Writing Centre provides resources to develop your English language proficiency, academic writing, and communication skills.
The Library provides online and face to face support to help you find and use relevant information resources.
Macquarie University offers a range of Student Support Services including:
Got a question? Ask us via AskMQ, or contact Service Connect.
For help with University computer systems and technology, visit http://www.mq.edu.au/about_us/offices_and_units/information_technology/help/.
When using the University's IT, you must adhere to the Acceptable Use of IT Resources Policy. The policy applies to all who connect to the MQ network including students.
Unit information based on version 2023.01R of the Handbook