Physics 568, Spring 2017

Large Scale Data Analysis in Physics and Astronomy

Lecture Notes

Anirvan Sengupta

Lecture Notes

This is a sketch of the materials to be covered. The lecture notes will be posted after my lectures. I indicate chapters and sections of Murphy that roughly correspond to the material.

Lectures Dates Topic Notes Murphy Chapters and Sections
L1-3 Jan. 18, 23, 25 Overview Notes Ch 1

L4-5 Jan. 30, Feb 1 Probability Theory I Notes Ch 2.1-2.4

L6-8 Feb 6, 8, 13 Probability Theory II Notes Ch 2.4-2.7

L9-11 Feb 15, 20, 22 Information Theory Notes Ch 2.8

L11-13 Feb 22, 27, Mar 1 Frequentist Statistics I Notes Ch 6.3-6.4

L14 Mar 6 Properties of Estimators, Bias-variance trade-off Notes Ch 6.3-6.4

L15-16 Mar 8, 20 Hypothesis Testing I Notes Other sources

L17 Mar 22 Hypothesis Testing II Notes Other sources

L18-19 Mar 27, 29 Bayesian Statistics Notes Ch 5.1-5.3.1, Ch 3.2.4-3.5.2

L20-21 Apr 3, 5 Linear Regression Notes Ch 7.1-7.5.3

L22-23 Apr 10, 12 Gaussian models for classification Notes Ch 4.2.1-4.2.5, Ch 8.6.3

L24-26 Apr 12, 17, 19 Logistic Regression, Support Vector Machines Notes Ch 8, Ch 14.5

Lectures	Dates	Topic	Notes	Murphy Chapters and Sections
L1-3	Jan. 18, 23, 25	Overview	Notes	Ch 1
L4-5	Jan. 30, Feb 1	Probability Theory I	Notes	Ch 2.1-2.4
L6-8	Feb 6, 8, 13	Probability Theory II	Notes	Ch 2.4-2.7
L9-11	Feb 15, 20, 22	Information Theory	Notes	Ch 2.8
L11-13	Feb 22, 27, Mar 1	Frequentist Statistics I	Notes	Ch 6.3-6.4
L14	Mar 6	Properties of Estimators, Bias-variance trade-off	Notes	Ch 6.3-6.4
L15-16	Mar 8, 20	Hypothesis Testing I	Notes	Other sources
L17	Mar 22	Hypothesis Testing II	Notes	Other sources
L18-19	Mar 27, 29	Bayesian Statistics	Notes	Ch 5.1-5.3.1, Ch 3.2.4-3.5.2
L20-21	Apr 3, 5	Linear Regression	Notes	Ch 7.1-7.5.3
L22-23	Apr 10, 12	Gaussian models for classification	Notes	Ch 4.2.1-4.2.5, Ch 8.6.3
L24-26	Apr 12, 17, 19	Logistic Regression, Support Vector Machines	Notes	Ch 8, Ch 14.5