| Academic Year |
2024Year |
School/Graduate School |
School of Science |
| Lecture Code |
HX204600 |
Subject Classification |
Specialized Education |
| Subject Name |
数学特別講義（スパース共分散推定） |
Subject Name
（Katakana） |
スウガクトクベツコウギ |
Subject Name in
English |
Sparse covariance estimation |
| Instructor |
To be announced.,WAKAKI HIROFUMI |
Instructor
(Katakana) |
タントウキョウインミテイ,ワカキ ヒロフミ |
| Campus |
Higashi-Hiroshima |
Semester/Term |
4th-Year, Second Semester, 4Term |
| Days, Periods, and Classrooms |
(4T) Inte |
| Lesson Style |
Lecture |
Lesson Style
(More Details) |
|
| Use blackboard |
| Credits |
1.0 |
Class Hours/Week |
|
Language of Instruction |
J
:
Japanese |
| Course Level |
4
:
Undergraduate Advanced
|
| Course Area（Area） |
25
:
Science and Technology |
| Course Area（Discipline） |
01
:
Mathematics/Statistics |
| Eligible Students |
|
| Keywords |
Lasso, Sparse estimation, Principal component, Factor analysis |
| Special Subject for Teacher Education |
|
Special Subject |
|
Class Status
within Educational
Program
(Applicable only to targeted subjects for undergraduate students) | |
|---|
Criterion referenced
Evaluation
(Applicable only to targeted subjects for undergraduate students) | |
|---|
Class Objectives
/Class Outline |
To understand the basic theory of sparse covariance estimation |
| Class Schedule |
lesson1 Introduction to Lasso
lesson2 Theory of Lasso 1
lesson3 Theory of Lasso 2
lesson4 Graphical Lasso
lesson5 Sparse estimation in principal component analysis
lesson6 Sparse estimation in factor analysis |
Text/Reference
Books,etc. |
Hastie, T., Tibshirani, R., & Wainwright, M. (2015). Statistical learning with sparsity: the lasso and generalizations. CRC press. |
PC or AV used in
Class,etc. |
|
| (More Details) |
|
| Learning techniques to be incorporated |
|
Suggestions on
Preparation and
Review |
Ask questions actively. |
| Requirements |
|
| Grading Method |
Report |
| Practical Experience |
|
| Summary of Practical Experience and Class Contents based on it |
|
| Message |
|
| Other |
|
Please fill in the class improvement questionnaire which is carried out on all classes.
Instructors will reflect on your feedback and utilize the information for improving their teaching. |