Lecture 1

Lecture 2

Lecture 7

Lecture 5

Lecture 6

Lecture 3

Lecture 4

Lecture 8

Lecture 9

Lecture 10

Lecture 11

Lecture 12

Lecture 13

Lecture 14

Lecture 15

Graduate Course

Probability & Distributions: Probability traps; Binomial & Poisson Distributons; Expectation and Variance; Estimators; Gaussian Distribution

Trials & Errors: Properties of Normal Distributions; Trials and Tribulations!; Regression to the Mean; Correlations Uncertainties & Error Propagation; Error bars

Testing Models: chi-squared; “Scientific Method”; Student’s t; Correlation test; Non-parametric tests

Distribution Tails & Likelihood: What is ‘Normal?’; Robust parameter estimation; p-values; Combined p-values; Maximum Likelihood; Neyman-Pearson Lemma; Fisher Information, Wilks' Theorem

Likelihood (continued) & Bayes' Theorem: Joint analysis; Constraints; Extended Likelihood; Asimov Data Sets; Binned Histogram PDFs &  Error Propagation; Bayes' Theorem

Priors, Unfolding  and Weighting: Mandatory Nature of Priors; Examples; Bernstein-von Mises; Deconvolution ("Unfolding"), Weighting

Confidence vs Credibility: More Condifence Issues; Bayesian Credibility Intervals;  CLs Method; Integration vs Maximisation; Dealing with Priors; Display of Frequentist and Bayesian Information

Hypothesis Testing & Data Presentation:  Selection & Rejection; Bayesian Information Criterion;

‘Binsmanship’ and Dodgy Deviations; Meaning of Error Bars (and what to use); More Things to Avoid; Displaying Uncertainties & Multi-Dimensional Data; Boxes, Whiskers and Violins

Useful Tools for Experimental Design: Effective Contributions to Uncertainties and “Pulls” Analysis; Blind Analysis; Bifurcated Side-Band Analysis; Statistical Optimisation; A Note on Redundancy & Calibration

Monte Carlo methods: Distribution sampling; Markov chains; MC Integration; Smart sampling, Weighted sampling

Optimisaton Methods: Grid Search; Golden Ratio; Powell's Method, Gradient Descent;  Markov Chain Monte Carlo techniques (with a simple example)

Machine Learning & Decision Trees: Supervised vs Unsupervised Learning; Decision Trees; Random Forests; Boosted Decision Trees (AdaBoost), with example & performance analysis

Data-Driven Approaches: Fisher Discriminant; Kernel Density Estimation (with a simple example); Gaussian Processes, Bayesian Optimisation (with example)

ANNs: Fisher Discriminant & Perceptrons; Neural Nets & Universal Approximation; Feed Forward, Propagate Backwards!; 3 Useful Tools; Playtime with PyTorch; Stability & Quantifying Uncertainties

Deep Learning & Transformers: Deep Learning Principles; Transformer Overview; Embedding and Encoding; Attention!; Encoders and Decoders; More Playtime with PyTorch

                     SUGGESTED BOOKS

"Data Analysis in High Energy Physics: A Practical Guide to Statistical Methods", Behnke et al. (2013)


Statistical Data Analysis”, G. Cowan (1998)


"Numerical Recipes",  W. Press, S. Teukolsky, W. Vettering & B. Flannery (2007)


“A Guide to the Use of Statistical Methods in the Physical Sciences”, R. J. Barlow (2008)


“Data Analysis: A Bayesian Tutorial” by D. Sivia (1996)


“Measurements and their Uncertainties: A practical guide to modern error analysis” by I. Hughes and T. Hase  (2010)


"A Student's Guide to Bayesian Statistics" by Ben Lambert (2018)


“Probability Theory: An Introductory Course” by Ya. G. Sinai (1992)

Problem Set

Likelihood Exercise

Example Python Scripts

Kernel Density Estimation

Gaussian Processes

Artificial Neural Net

Transformer Encoder

Deconvolution

Boosted Decision Tree

Lecture 16

Confidence Intervals:  Wilks' and Neyman; Meaning and Misinterpretation; Issues with Confidence Intervals

MCMC Optimisation

Weighting