State-of-the-Art Statistical Methods for Data Science

including sparse models and deep learning

Executive Conference Center, New York
Thursday and Friday November 2-3, 2017

There are still seats available in this class. We will accept registrations till the course begins.


Prediction Surface

A short course given by
Trevor Hastie and Robert Tibshirani
both of Stanford University

This course is the fifth in a series, and follows our popular past offerings:

Modern Regression and Classification (1996-2000)
Statistical Learning and Data Mining (2001-2005)
Statistical Learning and Data Mining II (2005-2008)
Statistical Learning and Data Mining III (2009-2015)

This new two-day course gives a detailed and modern overview of statistical models used by data scientists for prediction and inference. With the rapid developments in internet technology, genomics, financial risk modeling, and other high-tech industries, we rely increasingly more on data analysis and statistical models to exploit the vast amounts of data at our fingertips.

In this course we emphasize the tools useful for tackling modern-day data analysis problems. Many of these are essential building blocks, but we also include techniques at the cutting-edge of technology for handling big-data problems. From the vast array of tools available, we have selected what we consider are the most relevant and exciting. Our list of topics include:

Our earlier courses are not a prerequisite for this new course. Although there is overlap with past courses, our new course contains topics not covered by us before. We illustrate many of the methods using examples developed in R.

The material is based on recent papers by the authors and other researchers, as well as our best selling book:

The lectures will consist of high-quality projected presentations and discussion. A copy of Elements of Statistical Learning will be given to all attendees, as well as a color booklet containing the course slides in a convenient two-up, double-sided format.

The authors have two other popular books that are also relevant to this course:

All three books are available for free in pdf form from our websites.

Registration form for SLDM IV course

The instructors

Professors Hastie and Tibshriani are both members of the Statistics and Biomedical Data Science Departments at Stanford University. They have collaborated on research projects over their entire careers, and have coauthored several books: Generalized Additive Models (1990), Elements of Statistical Learning (2001, second edition 2009, also with J. Friedman), Introduction to Statistical Learning (2013, also with G. James and D. Witten), and Statistical Learning with Sparsity (2015, also with M. Wainwright).

Professor Hastie spent his first eight years post-PhD with the Statistics and Data Analysis Research group, AT&T Bell Laboratories, where he gained valuable experience with prediction problems in industry and manufacturing. He has published extensively in the area of nonparametric regression and classification. He co-edited the Wadsworth book Statistical Models in S (1991) with John Chambers. His Ph.D. thesis Principal Curves introduced one of the first nonlinear versions of principal components analysis. During his ten years at Bell Laboratories

Professor Tibshirani is a recipient of the COPSS award - an award given jointly by all the leading statistical societies to the most outstanding statistician under the age of 40. He also has many research articles on nonparametric regression and classification. With Bradley Efron he co-authored the best-selling text An Introduction to the Bootstrap in 1993, and has been an active researcher on bootstrap technology over the years. His 1984 Ph.D thesis spawned the currently lively research area known as Local Likelihood. He has more than thirty five years experience in consulting on biostatistical problems.

Professors Hastie and Tibshirani published "The Elements of Statistical learning: Data mining, inference and prediction", with Jerome Friedman (springer, 2001, second edition 2009). This book has received a terrific reception, with over 45,000 copies sold. Both presenters are actively involved in research in statistical learning methods, and are well-known not only in the statistics community but in the machine-learning, neural network and bioinformatics fields as well. Their newer book "An Introduction to Statistical Learning, with Applications in R" (with Gareth James and Daniela Witten, 2013) is also a best-seller, and has remained consistently in the top 10 in the Amazon categories "Mathematics and Statistics" and "Artificial Intelligence", with a five-star rating based on 84 customer reviews. Over the years they have become leaders in the statistical analysis of DNA microarrays, working with leading-edge biologists such as Patrick Brown of Stanford University, and David Botstein of Princeton. They have given many short courses together over the past 20 years, to academic, government and industrial audiences. They are both actively involved with consulting in data analysis and modeling, for the Stanford medical community as well as local biotech and web-related industries. They have a reputation for being good instructors who interact well with the needs of the audience.

SCHEDULE: Days 1 and 2

Read here for more details on who should attend, and our policy not to sell our course notes.