Thèmes choisis de statistique multivariée

  • Teaching

    Details

    Faculty Faculty of Management, Economics and Social Sciences
    Domain Information Systems
    Code UE-EIG.00029
    Languages French
    Type of lesson Lecture
    Level Master
    Semester SA-2021

    Schedules and rooms

    Summary schedule Tuesday 08:15 - 11:00, Hebdomadaire
    Hours per week 3

    Teaching

    Responsibles
    Teachers
    Assistants
    Description

    The course will focus on some traditional topics in Multivariate Statistics:

    1. Specific regression methods (Linear models; shrinkage methods; principal components regression and partial least squares regression)
    2. Principal components analysis (Decomposition of data matrices by factors; principal components analysis; principal factors and principal components)
    3. Factor analysis (Introduction; orthogonal factor model; total variance and model fit; determination of the number of factors; rotation of factors; estimation of factor scores)
    4. Independent component analysis. 

    The theoretical concepts and the methods are illustrated by practical applications. R is the software used.

    Moodle

    Training objectives

    The course is part of the supplied of Master courses in applied statistics, which is a packet of four half-yearly ones of 4.5 ECTS (one by semester) over two years:

    1. Topics in multivariate statistics
    2. Introduction to Bayesian statistics
    3. Inference, evaluation, and selection of models
    4. Classification methods

    Although they complete each other, they can be chosen separately. Of general interest, the set of courses gives a broad view of problems and applied statistical methods, and of the data science. A server of Jupyter notebooks completes the course.

    There is no specific public. Although the courses are primarily conceived for students of the Faculty of Management, Economics and Social Sciences, they can be attended by other students. 

    The student will benefit not only of theoretical knowledge but is also skilled in the use of the methods presented during the course.

    Condition of access Bachelor.
    Comments

    Only students who will have validated the course could write a Master thesis under the supervision of the professor. The course is taught in French, but the students can talk in German or English. The exam can be written in one of this language.

    Softskills
    Yes
    Softskills seats 10
    Off field
    No
    BeNeFri
    Yes
    Mobility
    Yes
    UniPop
    No
    Auditor
    Yes

    Documents

    Bibliography

    A script with a listing of references is provided. The student will find on the course's Moodle platform other resources.

    Files and attachments
  • Dates and rooms
    Date Hour Type of lesson Place
    21.09.2021 08:15 - 11:00 Cours PER 21, Room F207
    28.09.2021 08:15 - 11:00 Cours PER 21, Room F207
    05.10.2021 08:15 - 11:00 Cours PER 21, Room F207
    12.10.2021 08:15 - 11:00 Cours PER 21, Room F207
    19.10.2021 08:15 - 11:00 Cours PER 21, Room F207
    26.10.2021 08:15 - 11:00 Cours PER 21, Room F207
    02.11.2021 08:15 - 11:00 Cours PER 21, Room F207
    09.11.2021 08:15 - 11:00 Cours PER 21, Room F207
    16.11.2021 08:15 - 11:00 Cours PER 21, Room F207
    23.11.2021 08:15 - 11:00 Cours PER 21, Room F207
    30.11.2021 08:15 - 11:00 Cours PER 21, Room F207
    07.12.2021 08:15 - 11:00 Cours PER 21, Room F207
    14.12.2021 08:15 - 11:00 Cours PER 21, Room F207
    21.12.2021 08:15 - 11:00 Cours PER 21, Room F207
  • Assessments methods

    Written exam - SA-2021, Session d'hiver 2022

    Date 19.01.2022 08:30 - 09:30
    Assessments methods By rating
    Descriptions of Exams

    Les étudiant-e-s par groupe de deux ou trois effectuent un projet durant le semestre dont les modalités sont définies en début de semestre. La réussite du projet est nécessaire pour participer à l'examen.

    Durée d'examens: 90 minutes. A livres ouverts

    UPDATE 21.12.2021: Durée d'examen 60 minutes pour l'épreuve en ligne

    Written exam - SP-2022, Session de rattrapage 2022

    Date 23.08.2022 08:30 - 10:00
    Assessments methods By rating
    Descriptions of Exams

    Les étudiant-e-s par groupe de deux ou trois effectuent un projet durant le semestre dont les modalités sont définies en début de semestre. La réussite du projet est nécessaire pour participer à l'examen.

    Durée d'examens: 90 minutes. A livres ouverts

    UPDATE 21.12.2021: Durée d'examen 60 minutes pour l'épreuve en ligne

  • Assignment
    Valid for the following curricula:
    Complementary learnings in SES
    Version: ens_compl_ses
    803 - MA course offering for Mobility Students

    Ma - Accounting and Finance - 90 ECTS
    Version: 2021/SA_V01
    Course - 72 ECTS > Minimum 0 / maximum 1 optional master course offered at the University of Fribourg, if 72 ECTS not yet reached in the above modules > SES Master level courses
    Course - 72 ECTS > Modules "Data Analytics" and "Audit et Fiscalité": min. 3 courses > DAT: Data Analytics

    Ma - Business Communication : Business Informatics - 90 ECTS
    Version: 2020/SA_V01
    Courses - 60 ECTS > Option Group > Information Management > Cours > Module Wirtschaftsinformatik > DADS: Data Analytics & Decision Support
    Courses - 60 ECTS > Option Group > Information Management > Cours > Modules management > DAT: Data Analytics

    Ma - Business Communication : Economics - 90 ECTS
    Version: 2021/SA_V01
    Courses > Option Group > Economics > Kurse der Module Master Volkswirtschaftslehre, ohne die Module 4 und 9

    Ma - Business Communication : Management - 90 ECTS
    Version: 2021/SA_V01
    Courses - 60 ECTS > Chosen Option > Management > 30 ECTS parmi les modules : > DAT: Data Analytics

    Ma - Business Informatics - 90 ECTS
    Version: 2020/SA-v01
    Classes - min. 45 ECTS > Modules IT Management - min. 22 ECTS > DADS: Data Analytics & Decision Support
    Classes - min. 45 ECTS > Modules management - max. 15 ECTS > DAT: Data Analytics
    Classes - min. 45 ECTS > Module IT and IT Management > DADS: Data Analytics & Decision Support

    Ma - Communication and Media Research - 90 ECTS
    Version: 2015/SA_V01
    Courses - 60 ECTS > Inter- and Transdisciplinary Perspectives > SES Master level courses

    Ma - Communication and Society - 90 ECTS
    Version: 2021/SA_V03
    Forschungsbereiche > Forschungsbereiche > Inter- & Transdisciplinary Perspectives > SES Master level courses

    Ma - Data Analytics & Economics - 90 ECTS
    Version: 2020/SA-v01
    Courses min 63 ECTS > Mandatory Modules (45 to 63 ECTS) > Module I: Data Analytics (Data)

    Ma - Economics - 90 ECTS
    Version: 2021/SA_V03
    Elective courses > Wahlkurse der SES-Fakultät - max. 15 ECTS > SES Master level courses
    Elective courses > 369 - Elective courses of the Master in Political Economy
    Le choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Quantitative Economics > 369 - Option : "Quantitative Economics"

    Ma - European Business - 90 ECTS
    Version: 2017/SA_v01
    Courses - 63 ECTS > Additional courses: Any Master courses of the Faculty of Economics and Social Sciences, as well as maximum 9 ECTS from all Master programmes of the University. > SES Master level courses

    Ma - Information Management - 90 ECTS
    Version: 2019/SA_V01
    Classes - min. 45 ECTS > Modules IT Management - min. 22 ECTS > DADS: Data Analytics & Decision Support
    Classes - min. 45 ECTS > Module IT and IT Management > DADS: Data Analytics & Decision Support

    Ma - International and European Business - 90 ECTS
    Version: 2021/SA_V01
    Courses > Additional courses: Any Master courses of the Faculty of Economics and Social Sciences, as well as maximum 9 ECTS from all Master programmes of the University. > SES Master level courses
    Courses > Modules > One complete module taken from the following list > Groupe d'élément de validation du Module DAT > DAT: Data Analytics

    Ma - Management - 90 ECTS
    Version: 2021/SA_V01
    Courses: min. 72 ECTS > Elective Courses : max. 18 ECTS > SES Master level courses
    Courses: min. 72 ECTS > Modules - min 54 ECTS > Groupe d'élément de validation du Module DAT > DAT: Data Analytics

    Ma - Management - 90 ECTS [MA]
    Version: 2017/SA_v01
    Courses: min. 63 ECTS > Cours facultatifs : max. 18 ECTS > SES Master level courses

    Ma - Marketing - 90 ECTS
    Version: 2021/SA_V02
    Courses > Groupe d'élément de validation du Module DAT > DAT: Data Analytics
    Courses > Elective Master courses from the whole university > SES Master level courses

    Ma - Public Economics and Public Finance - 90 ECTS
    Version: 2015/SA_V01_MA_VWL_DD
    Cours > Up to 45 ECTS credits must fulfill the conditions required for the specialisation, including the modules 1, 2 and 6 with a min. of 12 ECTS in each. > Module 6: Quantitative Economics

    MiMa - Business Informatics - 30 ECTS
    Version: 2020/SA_V01
    Cours > Module Wirtschaftsinformatik > DADS: Data Analytics & Decision Support
    Cours > Modules management > DAT: Data Analytics

    MiMa - Data Analytics - 30 ECTS
    Version: 2020/SA-v01
    À choix 9 crédits ECTS > DADS: Data Analytics & Decision Support
    À choix 18 crédits ECTS

    MiMa - Economics - 30 ECTS
    Version: 2021/SA_V01
    Elective courses > 369 - Elective courses of the Master in Political Economy

    MiMa - Gestion d'entreprise - 30 ECTS
    Version: 2021/SA_V01
    Elective courses - 30 ECTS > DAT: Data Analytics