DS206BKK
Applied Probability and Statistics
Faculty
Ivan Gonchar
Senior Data Scientist in ICE Ltd
Course length
Duration
Total hours
Credits
Language
Course type
Fee for single course
Fee for degree students
Skills you’ll learn
Overview
This course focuses on applied statistical methods used across various fields. Starting with a review of basic statistical estimation, data acquisition, and hypothesis testing, it proceeds to the practical application of various statistical tests, including the analysis of categorical and grouped data. Additionally, the course covers causal inference and time series data analysis, with a focus on ARIMA models and forecasting. It also introduces the A/B testing framework and methods for their proper design and analysis. The last part of the course is dedicated to Bayesian statistics, including Monte Carlo methods. While providing the theoretical foundation behind the methods studied, this course focuses on solving real-world problems using Python data analysis tools.
Learning highlights
- Understand the basic principles of experimental design, statistical inference, data visualisation, and hypothesis testing.
- Practise the application of commonly used statistical tests and understand their limitations.
- Learn how to analyse time series data and make forecasts.
- Understand A/B testing and causal analysis framework.
- Understand Bayesian statistics and its application to data analysis.
Course outline
15 classes
Introduction
Estimators: Point, CI, MLEs, Delta method.
Sampling
Selection bias. Bootstrap and CV. Probabilistic simulations.
Hypothesis Testing I
Parametric and permutation tests.
Hypothesis Testing II
UMPTs, generalised likelihood ratio test.
Nonparametric Statistics
Robust and kernel methods.
Categorical Data Analysis
Categorical Data Analysis
Discriminant Analysis and ANOVA
Discriminant Analysis and ANOVA
Causal Inference
Causal Inference
Time Series Analysis I
Stochastic processes, ARIMA model family.
Time Series Analysis II
Forecasting, causal inference.
A/B Testing I
General framework and classic methods.
A/B Testing II
Advanced methods: A/B/C testing, CUPED
Bayesian Statistics I
General framework, Monte Carlo sampling.
Bayesian Statistics II
Advanced methods and applications
Final Exam
Final Exam
Course materials
Books
Prerequisites
Univariate and Multivariate Calculus
Probability Theory
Basic Statistics
Basic Python
Methodology
Before and after each class, students are expected to read materials to deeply understand concepts of probability theory and statistics.
Students are given homework assignments after each class to practise skills obtained there.
Grading
Awards
- Enhanceable state academic scholarship, Russia.
2014 – 2016
- Winner of the Contest for young researcher’s scientific projects
2015 - 58th MIPT Scientific Conference with international participation, section of biophysics and biotechnology, Dolgoprudny, Russia
- Nominal scholar of the Government of Moscow, Russia
2013 – 2015
- Scholarship from the Foundation for the Development of Innovation Education, Russia.
2012 – 2014
Ivan received both a BSc and a MSc in Applied Physics and Math from Moscow Institute of Physics and Technology (MIPT) and completed a graduate program in Biophysics at Center for Theoretical Problems of Physico-Chemical Pharmacology (CTP PCP).
He has a strong academic background with experience in cardiovascular physiology, single-molecule biophysics, and stochastic modelling. While pursuing his scientific career as a Researcher at CTP PCP, Ivan became more interested in the foundation of all modern research – proper data analysis – and has shifted his focus to industrial data science and machine learning. Currently, Ivan is a Senior Data Scientist at ICE Ltd developing analytical and forecasting solutions for the airline industry.
See full profileApply for this course
Applied Probability and Statistics
by Ivan Gonchar
Total hours
45 Hours
Dates
Dec 04 - Dec 22, 2023
Fee for single course
€1500
Fee for degree students
€750
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FAQ
Will I receive a certificate after completion?
Yes. Upon completion of the course, you will receive a certificate signed by the director of the program your course belonged to.
Do I need a visa?
This depends on your case. Please check with the Spanish or Thai consulate in your country of residence about visa requirements. We will do our part to provide you with the necessary documents, such as the Certificate of Enrollment.
Can I get a discount?
Yes. The easiest way to enroll in a course at a discounted price is to register for multiple courses. Registering for multiple courses will reduce the cost per individual course. Please ask the Admissions Office for more information about the other kinds of discounts we offer and what you can do to receive one.