STK4051 - Computational Statistics

Weekly exercises

Exercises with only a number refers to exercises in the textbook, Givens & Hoeting: Computational Statistics. A collection of all data related to that book is available from the webpage for the book. Some of the datasets will also be available at the data page for the course. Also R-scripts for the examples in the book are available there.

Extra exercises refers to exercises in a separate note which will be updated during the course. These are equally important as the exercises from the book. [Solutions book, Solutions extra]

Exercise 1, for January 24th:

Exercise 2.1, 2.3, 2.4.
Extra exercises 1-3. These extra exercises are available here.
Solutions: Exer2_1.R, Exer2_3.R, Exer2_4.R
solutions solutions book
Slides Ex1

Exercise 2, for January 31st.:

Exercise 3.1 , 3.3
Test the code ADMM_Lasso, on the baseball data. Try different values of tolerance and penalty parameter and to check the number of iterations required for convergence.
Extra exercises 4 ( 4c just for methods covered in class) Note: By communicate we mean that it is possible to move from any state to any other states in a finite number of steps by allowing one-step moves within the neighbourhoods.

Solutions:
exer3_1.R, exer3_1_fullneighbourhood_search.R ,exer3_3.R, Extra exercises 4.
Slides Ex2

Exercise 3, for February 7th:

Exercise 3.4 a-c (not the tournament selection)
Extra exercises 4c (rest), 5,6

Exercise 4, for February 14th.:

Exercise 5, for February 21st.:

Exercises 4.3 a,b, 3.8, trivariatenormal.dat, trivariatenormal.txt, wine.dat, wine.txt
Extra exercises 8 and 11, 12
Note: Exercise 4.3 is a challenge, use results from exponential family , (or look for help in matrix cook book)