Lecture No. 12 — Least Squares

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Lecture No. 11 — Maximum Likelihood Estimation | Least Mean Squares

Sorry, this entry is only avail­able in Español.

Lecture No. 10 — Maximum Likelihood Estimation

Lecture No. 9 — Best Linear Unbiased Estimator

(video)
Esta clase fue real­izada el 16 de Abril de 2012. Slides disponibles para descar­gar en for­mato pdf. Descarga acá
Resumen de la Clase
En esta clase estu­di­amos las propiedades de un esti­mador lin­eal ins­es­gado, y den­tro de esta familia, encon­tramos al de menor var­i­anza. A él lo lla­mamos el Mejor Esti­mador Lin­eal Ins­es­gado (MELI). El MELI cor­re­sponde a una […]

Lecture No. 3: Unbiased Minimum Variance Estimation

(video)
Esta clase se real­izó el Viernes 20 de abril de 2012. Slides disponibles para descar­gar en for­mato pdf. Descarga acá
Resumen de la Clase

Ref­er­en­cias de la Clase

Steven M. Kay. Fun­da­men­tals of Sta­tis­ti­cal Sig­nal Pro­cess­ing, Vol. 1: Esti­ma­tion The­ory. Pren­tice Hall, 1993. Capítulo 3

Lecture No. 02 — Introduction to Estimation

(video)
This lec­ture was given on Fri­day March 16th, 2012. The lec­ture notes (in Span­ish) can be down­loaded from . lec­ture notes
Lec­ture Sum­mary
In this ses­sion we defined the gen­eral esti­ma­tion prob­lem, which is to build a math­e­mat­i­cal func­tion con such that

is an unknown para­me­ter esti­ma­tor . The argu­ment of the func­tion is the […]

New Elective Course for the Fall Term 2012

Dur­ing the last cou­ple of years I have doing research in sev­eral prob­lems related with sta­tis­ti­cal learn­ing, time series pre­dic­tion, and latetly in event detec­tion.
Becuase of that, I have reviewed sev­eral text­books on the sub­ject of Esti­ma­tion and Detec­tion and decided to orga­nize my per­sonal notes into a course.
EL7002: Esti­ma­tion and Detec­tion
The course is called […]