Concept
Estimation of covariance matrices
Related courses (29)
MATH-444: Multivariate statistics
Multivariate statistics focusses on inferring the joint distributional properties of several random variables, seen as random vectors, with a main focus on uncovering their underlying dependence struc
EE-607: Advanced Methods for Model Identification
This course introduces the principles of model identification for non-linear dynamic systems, and provides a set of possible solution methods that are thoroughly characterized in terms of modelling as
FIN-417: Quantitative risk management
This course is an introduction to quantitative risk management that covers standard statistical methods, multivariate risk factor models, non-linear dependence structures (copula models), as well as p
ENG-267: Estimation methods
Les étudiants traitent des observations entachées d'incertitude de manière rigoureuse. Ils maîtrisent les principales méthodes de compensation des mesures et d'estimation des paramètres. Ils appliquen
MATH-342: Time series
A first course in statistical time series analysis and applications.
DH-406: Machine learning for DH
This course aims to introduce the basic principles of machine learning in the context of the digital humanities. We will cover both supervised and unsupervised learning techniques, and study and imple
MATH-336: Randomization and causation
This course covers formal frameworks for causal inference. We focus on experimental designs, definitions of causal models, interpretation of causal parameters and estimation of causal effects.
MATH-234(d): Probability and statistics
Ce cours enseigne les notions élémentaires de la théorie de probabilité et de la statistique, tels que l'inférence, les tests et la régression.
MATH-234(b): Probability and statistics
Ce cours enseigne les notions élémentaires de la théorie de probabilité et de la statistique, tels que l'inférence, les tests et la régression.