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 AS-2024

    Schedules and rooms

    Summary schedule Tuesday 08:15 - 11:00, Hebdomadaire, PER 21, Room G414 (Autumn semester)
    Hours per week 3

    Teaching

    Responsibles
    • Donzé Laurent
    Teachers
    • Donzé Laurent
    Assistants
    • Rosset Julien
    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.

    Moodle

    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
    17.09.2024 08:15 - 11:00 Cours PER 21, Room G414
    24.09.2024 08:15 - 11:00 Cours PER 21, Room G414
    01.10.2024 08:15 - 11:00 Cours PER 21, Room G414
    08.10.2024 08:15 - 11:00 Cours PER 21, Room G414
    15.10.2024 08:15 - 11:00 Cours PER 21, Room G414
    22.10.2024 08:15 - 11:00 Cours PER 21, Room G414
    29.10.2024 08:15 - 11:00 Cours PER 21, Room G414
    05.11.2024 08:15 - 11:00 Cours PER 21, Room G414
    12.11.2024 08:15 - 11:00 Cours PER 21, Room G414
    19.11.2024 08:15 - 11:00 Cours PER 21, Room G414
    26.11.2024 08:15 - 11:00 Cours PER 21, Room G414
    03.12.2024 08:15 - 11:00 Cours PER 21, Room G414
    10.12.2024 08:15 - 11:00 Cours PER 21, Room G414
    17.12.2024 08:15 - 11:00 Cours PER 21, Room G414
  • Assessments methods

    Written exam - SS-2025, Session de rattrapage 2025

    Assessments methods By rating
    Descriptions of Exams

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

    Uniquement comme examen de rattrapage

    Evaluation continue et examen écrit - AS-2024, Session d'hiver 2025

    Date 15.01.2025 08:30 - 10:00
    Assessments methods By rating
    Descriptions of Exams

    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.

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

    Cours à évaluation continue: la désinscription ou le retrait du cours ne sera plus possible après la période d'inscription (cf. calendrier des sessions sur le site de la Faculté).

  • 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_V02 - 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_V02 - 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: 2024-SA_V03
    Information Management > Cours > Module Wirtschaftsinformatik > DADS: Data Analytics & Decision Support
    Information Management > Cours > Modules management > DAT: Data Analytics

    Ma - Business Communication : Economics - 90 ECTS
    Version: 2021-SA_V03
    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 Society - 90 ECTS
    Version: 2021-SA_V03
    Forschungsbereiche > Inter- & Transdisciplinary Perspectives

    Ma - Data Analytics & Economics - 90 ECTS
    Version: 2020-SA_V02
    Courses min 63 ECTS > Mandatory Modules (45 to 63 ECTS) > Module I: Data Analytics (Data) > Elective courses

    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 > Elective courses in Economics
    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 > Elective courses in Economics
    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 > Elective courses in Economics
    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 > Elective courses in Economics

    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 - Marketing - 90 ECTS
    Version: 2021-SA_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". > Elective courses in Economics

    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 > Elective courses in Economics

    MiMa - Gestion d'entreprise - 30 ECTS
    Version: 2021-SA_V01
    Elective courses - 30 ECTS > DAT: Data Analytics