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401-0627-00L 4 Credits MSC D-USYS , D-MATH
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Smoothing and Nonparametric Regression with Examples

Lecturers & Examiners: Dr. Sucharita Beran-Ghosh
VVZ CR n/a

Last Updated: 2026-02-05 15:34:37

Abstract

Starting with an overview of selected results from parametric inference, kernel smoothing will be introduced along with some asymptotic theory, optimal bandwidth selection, data driven algorithms and some special topics. Examples from environmental research will be used for motivation, but the methods will also be applicable elsewhere.

Objective

The students will learn about methods of kernel smoothing and application of concepts to data. The aim will be to build sufficient interest in the topic and intuition as well as the ability to implement the methods to various different datasets.

Content

Rough Outline: - Parametric estimation methods: selection of important results o Maximum likelihood, Method of Least squares: regression & diagnostics - Nonparametric curve estimation o Density estimation, Kernel regression, Local polynomials, Bandwidth selection o Selection of special topics (as time permits, we will cover as many topics as possible) such as rapid change points, mode estimation, robust smoothing, partial linear models, etc. - Applications: potential areas of applications will be discussed such as, change assessment, trend and surface estimation, probability and quantile curve estimation, and others.

Resources

Lecture Notes

Brief summaries or outlines of some of the lecture material will be posted athttps://www.wsl.ch/en/employees/ghosh.html.NOTE: The posted notes will tend to be just sketches whereas only the in-class lessons will contain complete information.LOG IN: In order to have access to the posted notes, you will need the course user id & the password. These will be given out on the first day of the lectures.

Literature

References: - Statistical Inference, by S.D. Silvey, Chapman & Hall. - Regression Analysis: Theory, Methods and Applications, by A. Sen and M. Srivastava, Springer. - Density Estimation, by B.W. Silverman, Chapman and Hall. - Nonparametric Simple Regression, by J. Fox, Sage Publications. - Applied Smoothing Techniques for Data Analysis: the Kernel Approach With S-Plus Illustrations, by A.W. Bowman, A. Azzalini, Oxford University Press. - Kernel Smoothing: Principles, Methods and Applications, by S. Ghosh, Wiley. Additional references will be given out in the lectures.

Learning Materials (Links)

General Information

Language
English
Levels
MSC
Frequency
Yearly recurring

Examination

Type
session examination
Mode
oral 30 minutes
This is a closed book & closed notes exam.

Course Components

Type Title Time & Place Hours
lecture with exercise Smoothing and Nonparametric Regression with Examples
The lecturers will communicate the exact lesson times of ONLINE courses.
  • Fri 10:00-12:00 (ON LI NE)
2 h weekly

Offered In