STAT593 - Robust statistics (2018-2019)


Depth 0 and level sets Depth 1 and level sets

Depth 2 and level sets Depth 3 and level sets


This is a grade course on robust statistics and optimization.

WARNING: Useful code (for plotting) for the entire notebooks in this course utils.py

Syllabus:

version 2017-2018

Cours:

  1. Introduction: IntroRobustness.pdf; IntroRobustness.ipynb, LeveragePoints.ipynb, LeveragePoints.html

  2. Equivariance / Breakdown Point: Equivariance_BP.pdf

  3. Depth / High Breakdown points: Depth.pdf

  4. Location and scale : LocationScale.pdf, Huber_display.ipynb, Huber_display.html

  5. L-estimates and influence functions : L-Estimates.pdf

  6. Gradient descent : GradientDescent.pdf, Gradient_descent.ipynb, Gradient_descent.html

  7. Majorization Minimization : MajorizationMinimization.pdf; MajorizationMinimization.ipynb, MajorizationMinimization.html

  8. Conjugacy : Conjugacy.pdf Conjugate.ipynb, Conjugate.html

  9. Smoothing : Smoothing.pdf Smoothing.ipynb, Smoothing.html

  10. Linear Models :LinearModels.pdf

  11. Quantile regression : QuantileRegression.pdf, QuantileRegression.ipynb, QuantileRegression.html

  12. Robust Optimization : RobustOptim.pdf

  13. Conclusion : Conclusion.pdf