Merge branch 'master' of raven.am28.uni-tuebingen.de:scientificComputing
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\chapter{\tr{Maximum likelihood estimation}{Maximum-Likelihood Methode}}
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\chapter{\tr{Maximum likelihood estimation}{Maximum-Likelihood-Sch\"atzer}}
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In vielen Situationen wollen wir einen oder mehrere Parameter $\theta$
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In vielen Situationen wollen wir einen oder mehrere Parameter $\theta$
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einer Wahrscheinlichkeitsverteilung sch\"atzen, so dass die Verteilung
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einer Wahrscheinlichkeitsverteilung sch\"atzen, so dass die Verteilung
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die Daten $x_1, x_2, \ldots x_n$ am besten beschreibt. Bei der
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die Daten $x_1, x_2, \ldots x_n$ am besten beschreibt.
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Maximum-Likelihood-Methode w\"ahlen wir die Parameter so, dass die
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Maximum-Likelihood-Sch\"atzer w\"ahlen wir die Parameter so, dass die
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Wahrscheinlichkeit, dass die Daten aus der Verteilung stammen, am
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Wahrscheinlichkeit, dass die Daten aus der Verteilung stammen, am
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gr\"o{\ss}ten ist.
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gr\"o{\ss}ten ist.
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@ -89,7 +89,7 @@ nach dem Parameter $\theta$ und setzen diese gleich Null:
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\Leftrightarrow \quad n \theta & = & \sum_{i=1}^n x_i \\
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\Leftrightarrow \quad n \theta & = & \sum_{i=1}^n x_i \\
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\Leftrightarrow \quad \theta & = & \frac{1}{n} \sum_{i=1}^n x_i
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\Leftrightarrow \quad \theta & = & \frac{1}{n} \sum_{i=1}^n x_i
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\end{eqnarray*}
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\end{eqnarray*}
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Der Maximum-Likelihood-Estimator ist das arithmetische Mittel der Daten. D.h.
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Der Maximum-Likelihood-Sch\"atzer ist das arithmetische Mittel der Daten. D.h.
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das arithmetische Mittel maximiert die Wahrscheinlichkeit, dass die Daten aus einer
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das arithmetische Mittel maximiert die Wahrscheinlichkeit, dass die Daten aus einer
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Normalverteilung mit diesem Mittelwert gezogen worden sind.
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Normalverteilung mit diesem Mittelwert gezogen worden sind.
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@ -106,7 +106,7 @@ Normalverteilung mit diesem Mittelwert gezogen worden sind.
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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\section{Kurvenfit als Maximum Likelihood Estimation}
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\section{Kurvenfit als Maximum-Likelihood Sch\"atzung}
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Beim Kurvenfit soll eine Funktion $f(x;\theta)$ mit den Parametern
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Beim Kurvenfit soll eine Funktion $f(x;\theta)$ mit den Parametern
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$\theta$ an die Datenpaare $(x_i|y_i)$ durch Anpassung der Parameter
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$\theta$ an die Datenpaare $(x_i|y_i)$ durch Anpassung der Parameter
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$\theta$ gefittet werden. Wenn wir annehmen, dass die $y_i$ um die
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$\theta$ gefittet werden. Wenn wir annehmen, dass die $y_i$ um die
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@ -132,18 +132,22 @@ Maximum weggelassen werden.
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Anstatt nach dem Maximum zu suchen, k\"onnen wir auch das Vorzeichen der Log-Likelihood
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Anstatt nach dem Maximum zu suchen, k\"onnen wir auch das Vorzeichen der Log-Likelihood
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umdrehen und nach dem Minimum suchen. Dabei k\"onnen wir auch den Faktor $1/2$ vor der Summe vernachl\"assigen --- auch das \"andert nichts an der Position des Minimums.
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umdrehen und nach dem Minimum suchen. Dabei k\"onnen wir auch den Faktor $1/2$ vor der Summe vernachl\"assigen --- auch das \"andert nichts an der Position des Minimums.
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\begin{equation}
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\begin{equation}
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\label{chisqmin}
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\theta_{mle} = \text{argmin}_{\theta} \; \sum_{i=1}^n \left( \frac{y_i-f(x_i;\theta)}{\sigma_i} \right)^2 \;\; = \;\; \text{argmin}_{\theta} \; \chi^2
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\theta_{mle} = \text{argmin}_{\theta} \; \sum_{i=1}^n \left( \frac{y_i-f(x_i;\theta)}{\sigma_i} \right)^2 \;\; = \;\; \text{argmin}_{\theta} \; \chi^2
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\end{equation}
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\end{equation}
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Die Summer der quadratischen Abst\"ande normiert auf die jeweiligen
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Die Summe der quadratischen Abst\"ande normiert auf die jeweiligen
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Standardabweichungen wird auch mit $\chi^2$ bezeichnet. Der Wert des
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Standardabweichungen wird auch mit $\chi^2$ bezeichnet. Der Wert des
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Parameters $\theta$ welcher den quadratischen Abstand minimiert ist
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Parameters $\theta$ welcher den quadratischen Abstand minimiert ist
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also identisch mit der Maximierung der Wahrscheinlichkeit, dass die
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also identisch mit der Maximierung der Wahrscheinlichkeit, dass die
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Daten tats\"achlich aus der Funktion stammen k\"onnen. Minimierung des
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Daten tats\"achlich aus der Funktion stammen k\"onnen. Minimierung des
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$\chi^2$ ist also ein Maximum-Likelihood Estimate.
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$\chi^2$ ist also eine Maximum-Likelihood Sch\"atzung. Aber nur, wenn
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die Daten normalverteilt um die Funktion streuen! Bei anderen
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Verteilungen m\"usste man die Log-Likelihood entsprechend
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\eqnref{loglikelihood} ausrechnen und maximieren.
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\begin{figure}[t]
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\begin{figure}[t]
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\includegraphics[width=1\textwidth]{mlepropline}
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\includegraphics[width=1\textwidth]{mlepropline}
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\caption{\label{mleproplinefig} Maximum Likelihood Estimation der
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\caption{\label{mleproplinefig} Maximum-Likelihood Sch\"atzung der
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Steigung einer Ursprungsgeraden.}
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Steigung einer Ursprungsgeraden.}
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\end{figure}
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\end{figure}
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@ -186,12 +190,13 @@ Abstands an ein Histogram der Daten zu fitten. Das ist aber aus
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folgenden Gr\"unden nicht die Methode der Wahl: (i)
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folgenden Gr\"unden nicht die Methode der Wahl: (i)
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Wahrscheinlichkeitsdichten k\"onnen nur positiv sein. Darum k\"onnen
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Wahrscheinlichkeitsdichten k\"onnen nur positiv sein. Darum k\"onnen
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insbesondere bei kleinen Werten die Daten nicht symmetrisch streuen,
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insbesondere bei kleinen Werten die Daten nicht symmetrisch streuen,
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wie es normalverteilte Daten machen sollten. (ii) Die Datenwerte sind
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wie es bei normalverteilte Daten der Fall ist. (ii) Die Datenwerte
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nicht unabh\"angig, da das normierte Histogram sich zu Eins
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sind nicht unabh\"angig, da das normierte Histogram sich zu Eins
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aufintegriert. Die beiden Annahmen normalverteilte und unabh\"angige Daten
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aufintegriert. Die beiden Annahmen normalverteilte und unabh\"angige
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die die Minimierung des quadratischen Abstands zu einem Maximum
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Daten, die die Minimierung des quadratischen Abstands
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Likelihood Estimator machen sind also verletzt. (iii) Das Histgramm
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\eqnref{chisqmin} zu einem Maximum-Likelihood Sch\"atzer machen, sind
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h\"angt von der Wahl der Klassenbreite ab.
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also verletzt. (iii) Das Histgramm h\"angt von der Wahl der
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Klassenbreite ab.
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Den direkten Weg, eine Wahrscheinlichkeitsdichtefunktion an ein
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Den direkten Weg, eine Wahrscheinlichkeitsdichtefunktion an ein
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Datenset zu fitten, haben wir oben schon bei dem Beispiel zur
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Datenset zu fitten, haben wir oben schon bei dem Beispiel zur
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@ -204,9 +209,11 @@ z.B. dem Gradientenabstieg, gel\"ost wird.
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\begin{figure}[t]
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\begin{figure}[t]
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\includegraphics[width=1\textwidth]{mlepdf}
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\includegraphics[width=1\textwidth]{mlepdf}
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\caption{\label{mlepdffig} Maximum Likelihood Estimation einer
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\caption{\label{mlepdffig} Maximum-Likelihood Sch\"atzung einer
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Wahrscheinlichkeitsdichtefunktion. Links: die 100 Datenpunkte, die aus der Gammaverteilung
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Wahrscheinlichkeitsdichtefunktion. Links: die 100 Datenpunkte, die
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2. Ordnung (rot) gezogen worden sind. Der Maximum-Likelihood-Fit ist orange dargestellt.
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aus der Gammaverteilung 2. Ordnung (rot) gezogen worden sind. Der
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Rechts: das normierte Histogramm der Daten zusammen mit der \"uber Minimierung
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Maximum-Likelihood-Fit ist orange dargestellt. Rechts: das
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des quadratischen Abstands zum Histogramm berechneten Fits ist potentiell schlechter.}
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normierte Histogramm der Daten zusammen mit der \"uber Minimierung
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des quadratischen Abstands zum Histogramm berechneten Fits ist
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potentiell schlechter.}
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\end{figure}
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\end{figure}
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225
pointprocesses/lecture/pointprocesses-chapter.tex
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pointprocesses/lecture/pointprocesses-chapter.tex
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\documentclass[12pt]{report}
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%%%%% title %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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\title{\tr{Introduction to Scientific Computing}{Einf\"uhrung in die wissenschaftliche Datenverarbeitung}}
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\author{Jan Benda\\Abteilung Neuroethologie\\[2ex]\includegraphics[width=0.3\textwidth]{UT_WBMW_Rot_RGB}}
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\date{WS 15/16}
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|
||||||
|
%%%%% structure: %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
\usepackage{ifthen}
|
||||||
|
|
||||||
|
\newcommand{\code}[1]{\texttt{#1}}
|
||||||
|
|
||||||
|
\newcommand{\source}[1]{
|
||||||
|
\begin{flushright}
|
||||||
|
\color{gray}\scriptsize \url{#1}
|
||||||
|
\end{flushright}
|
||||||
|
}
|
||||||
|
|
||||||
|
\newenvironment{definition}[1][]{\medskip\noindent\textbf{Definition}\ifthenelse{\equal{#1}{}}{}{ #1}:\newline}%
|
||||||
|
{\medskip}
|
||||||
|
|
||||||
|
\newcounter{maxexercise}
|
||||||
|
\setcounter{maxexercise}{9} % show listings up to exercise maxexercise
|
||||||
|
\newcounter{theexercise}
|
||||||
|
\setcounter{theexercise}{1}
|
||||||
|
\newenvironment{exercise}[1][]{\medskip\noindent\textbf{\tr{Exercise}{\"Ubung}
|
||||||
|
\arabic{theexercise}:}\newline \newcommand{\exercisesource}{#1}}%
|
||||||
|
{\ifthenelse{\equal{\exercisesource}{}}{}{\ifthenelse{\value{theexercise}>\value{maxexercise}}{}{\medskip\lstinputlisting{\exercisesource}}}\medskip\stepcounter{theexercise}}
|
||||||
|
|
||||||
|
\graphicspath{{figures/}}
|
||||||
|
|
||||||
|
|
||||||
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
\begin{document}
|
||||||
|
|
||||||
|
\include{pointprocesses}
|
||||||
|
|
||||||
|
\end{document}
|
@ -10,11 +10,14 @@
|
|||||||
werden kann. }
|
werden kann. }
|
||||||
\end{figure}
|
\end{figure}
|
||||||
|
|
||||||
Ein zeitlicher Punktprozess ist ein stochastischer Prozess der eine Abfolge von Ereignissen zu den Zeiten $\{t_i\}$, $t_i \in \reZ$ generiert.
|
Ein zeitlicher Punktprozess ist ein stochastischer Prozess, der eine
|
||||||
|
Abfolge von Ereignissen zu den Zeiten $\{t_i\}$, $t_i \in \reZ$,
|
||||||
Jeder Punktprozess wird durch einen sich in der Zeit kontinuierlichen
|
generiert.
|
||||||
entwickelnden Prozess generiert. Wann immer dieser Prozess eine Schwelle \"uberschreitet
|
|
||||||
wird ein Ereigniss des Punktprozesses erzeugt. Zum Beispiel:
|
Jeder Punktprozess wird durch einen sich in der Zeit kontinuierlich
|
||||||
|
entwickelnden Prozess generiert. Wann immer dieser Prozess eine
|
||||||
|
Schwelle \"uberschreitet wird ein Ereigniss des Punktprozesses
|
||||||
|
erzeugt. Zum Beispiel:
|
||||||
\begin{itemize}
|
\begin{itemize}
|
||||||
\item Aktionspotentiale/Herzschlag: wird durch die Dynamik des
|
\item Aktionspotentiale/Herzschlag: wird durch die Dynamik des
|
||||||
Membranpotentials eines Neurons/Herzzelle erzeugt.
|
Membranpotentials eines Neurons/Herzzelle erzeugt.
|
||||||
@ -22,7 +25,7 @@ wird ein Ereigniss des Punktprozesses erzeugt. Zum Beispiel:
|
|||||||
tektonischen Platten auf beiden Seiten einer geologischen Verwerfung
|
tektonischen Platten auf beiden Seiten einer geologischen Verwerfung
|
||||||
erzeugt.
|
erzeugt.
|
||||||
\item Zeitpunkt eines Grillen/Frosch/Vogelgesangs: wird durch die
|
\item Zeitpunkt eines Grillen/Frosch/Vogelgesangs: wird durch die
|
||||||
Dynamic des Nervensystems und des Muskelapparates erzeugt.
|
Dynamik des Nervensystems und des Muskelapparates erzeugt.
|
||||||
\end{itemize}
|
\end{itemize}
|
||||||
|
|
||||||
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
@ -1,7 +1,7 @@
|
|||||||
%!PS-Adobe-2.0 EPSF-2.0
|
%!PS-Adobe-2.0 EPSF-2.0
|
||||||
%%Title: pointprocessscetchA.tex
|
%%Title: pointprocessscetchA.tex
|
||||||
%%Creator: gnuplot 4.6 patchlevel 4
|
%%Creator: gnuplot 4.6 patchlevel 4
|
||||||
%%CreationDate: Sun Oct 25 21:47:09 2015
|
%%CreationDate: Mon Oct 26 09:31:15 2015
|
||||||
%%DocumentFonts:
|
%%DocumentFonts:
|
||||||
%%BoundingBox: 50 50 373 135
|
%%BoundingBox: 50 50 373 135
|
||||||
%%EndComments
|
%%EndComments
|
||||||
@ -430,10 +430,10 @@ SDict begin [
|
|||||||
/Title (pointprocessscetchA.tex)
|
/Title (pointprocessscetchA.tex)
|
||||||
/Subject (gnuplot plot)
|
/Subject (gnuplot plot)
|
||||||
/Creator (gnuplot 4.6 patchlevel 4)
|
/Creator (gnuplot 4.6 patchlevel 4)
|
||||||
/Author (jan)
|
/Author (benda)
|
||||||
% /Producer (gnuplot)
|
% /Producer (gnuplot)
|
||||||
% /Keywords ()
|
% /Keywords ()
|
||||||
/CreationDate (Sun Oct 25 21:47:09 2015)
|
/CreationDate (Mon Oct 26 09:31:15 2015)
|
||||||
/DOCINFO pdfmark
|
/DOCINFO pdfmark
|
||||||
end
|
end
|
||||||
} ifelse
|
} ifelse
|
||||||
|
Binary file not shown.
@ -1,7 +1,7 @@
|
|||||||
%!PS-Adobe-2.0 EPSF-2.0
|
%!PS-Adobe-2.0 EPSF-2.0
|
||||||
%%Title: pointprocessscetchB.tex
|
%%Title: pointprocessscetchB.tex
|
||||||
%%Creator: gnuplot 4.6 patchlevel 4
|
%%Creator: gnuplot 4.6 patchlevel 4
|
||||||
%%CreationDate: Sun Oct 25 21:47:09 2015
|
%%CreationDate: Mon Oct 26 09:31:16 2015
|
||||||
%%DocumentFonts:
|
%%DocumentFonts:
|
||||||
%%BoundingBox: 50 50 373 237
|
%%BoundingBox: 50 50 373 237
|
||||||
%%EndComments
|
%%EndComments
|
||||||
@ -430,10 +430,10 @@ SDict begin [
|
|||||||
/Title (pointprocessscetchB.tex)
|
/Title (pointprocessscetchB.tex)
|
||||||
/Subject (gnuplot plot)
|
/Subject (gnuplot plot)
|
||||||
/Creator (gnuplot 4.6 patchlevel 4)
|
/Creator (gnuplot 4.6 patchlevel 4)
|
||||||
/Author (jan)
|
/Author (benda)
|
||||||
% /Producer (gnuplot)
|
% /Producer (gnuplot)
|
||||||
% /Keywords ()
|
% /Keywords ()
|
||||||
/CreationDate (Sun Oct 25 21:47:09 2015)
|
/CreationDate (Mon Oct 26 09:31:16 2015)
|
||||||
/DOCINFO pdfmark
|
/DOCINFO pdfmark
|
||||||
end
|
end
|
||||||
} ifelse
|
} ifelse
|
||||||
|
Binary file not shown.
@ -236,6 +236,6 @@
|
|||||||
|
|
||||||
\renewcommand{\codepath}{pointprocesses/code/}
|
\renewcommand{\codepath}{pointprocesses/code/}
|
||||||
\renewcommand{\texinputpath}{pointprocesses/lecture/}
|
\renewcommand{\texinputpath}{pointprocesses/lecture/}
|
||||||
\include{pointprocesses/lecture/pointprocesses}
|
%\include{pointprocesses/lecture/pointprocesses}
|
||||||
|
|
||||||
\end{document}
|
\end{document}
|
||||||
|
@ -27,4 +27,4 @@ subplot(1, 2, 2);
|
|||||||
plot(psigs, loglm);
|
plot(psigs, loglm);
|
||||||
xlabel('standard deviation')
|
xlabel('standard deviation')
|
||||||
ylabel('log likelihood')
|
ylabel('log likelihood')
|
||||||
savefigpdf(gcf, 'mlestd.pdf', 12, 5);
|
savefigpdf(gcf, 'mlestd.pdf', 15, 5);
|
||||||
|
Binary file not shown.
@ -113,8 +113,10 @@ Absch\"atzung der Standardabweichung verdeutlichen.
|
|||||||
\continue
|
\continue
|
||||||
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
\question \qt{Maximum-Likelihood-Sch\"atzer einer Ursprungsgeraden}
|
\question \qt{Maximum-Likelihood-Sch\"atzer einer Ursprungsgeraden}
|
||||||
In der Vorlesung haben wir eine Gleichung f\"ur die Maximum-Likelihood
|
In der Vorlesung haben wir folgende Formel f\"ur die Maximum-Likelihood
|
||||||
Absch\"atzung der Steigung einer Ursprungsgeraden hergeleitet.
|
Absch\"atzung der Steigung $\theta$ einer Ursprungsgeraden durch $n$ Datenpunkte $(x_i|y_i)$ mit Standardabweichung $\sigma_i$ hergeleitet:
|
||||||
|
\[\theta = \frac{\sum_{i=1}^n \frac{x_iy_i}{\sigma_i^2}}{ \sum_{i=1}^n
|
||||||
|
\frac{x_i^2}{\sigma_i^2}} \]
|
||||||
\begin{parts}
|
\begin{parts}
|
||||||
\part \label{mleslopefunc} Schreibe eine Funktion, die in einem $x$ und einem
|
\part \label{mleslopefunc} Schreibe eine Funktion, die in einem $x$ und einem
|
||||||
$y$ Vektor die Datenpaare \"uberreicht bekommt und die Steigung der
|
$y$ Vektor die Datenpaare \"uberreicht bekommt und die Steigung der
|
||||||
@ -146,13 +148,12 @@ nicht so einfach wie der Mittelwert und die Standardabweichung einer
|
|||||||
Normalverteilung direkt aus den Daten berechnet werden k\"onnen. Solche Parameter
|
Normalverteilung direkt aus den Daten berechnet werden k\"onnen. Solche Parameter
|
||||||
m\"ussen dann aus den Daten mit der Maximum-Likelihood-Methode gefittet werden.
|
m\"ussen dann aus den Daten mit der Maximum-Likelihood-Methode gefittet werden.
|
||||||
|
|
||||||
Um dies zu veranschaulichen ziehen wir uns diesmal Zufallszahlen, die nicht einer
|
Um dies zu veranschaulichen ziehen wir uns diesmal nicht normalverteilte Zufallszahlen, sondern Zufallszahlen aus der Gamma-Verteilung.
|
||||||
Normalverteilung entstammen, sonder aus der Gamma-Verteilung.
|
|
||||||
\begin{parts}
|
\begin{parts}
|
||||||
\part
|
\part
|
||||||
Finde heraus welche Funktion die Wahrscheinlichkeitsdichtefunktion
|
Finde heraus welche \code{matlab} Funktion die
|
||||||
(probability density function) der Gamma-Verteilung in \code{matlab}
|
Wahrscheinlichkeitsdichtefunktion (probability density function) der
|
||||||
berechnet.
|
Gamma-Verteilung berechnet.
|
||||||
|
|
||||||
\part
|
\part
|
||||||
Plotte mit Hilfe dieser Funktion die Wahrscheinlichkeitsdichtefunktion
|
Plotte mit Hilfe dieser Funktion die Wahrscheinlichkeitsdichtefunktion
|
||||||
@ -169,17 +170,17 @@ Normalverteilung entstammen, sonder aus der Gamma-Verteilung.
|
|||||||
|
|
||||||
\part
|
\part
|
||||||
Finde heraus mit welcher \code{matlab}-Funktion eine beliebige
|
Finde heraus mit welcher \code{matlab}-Funktion eine beliebige
|
||||||
Verteilung (``distribution'') und die Gammaverteilung an die
|
Verteilung (``distribution'') an die Zufallszahlen nach der
|
||||||
Zufallszahlen nach der Maximum-Likelihood Methode gefittet werden
|
Maximum-Likelihood Methode gefittet werden kann. Wie wird diese
|
||||||
kann.
|
Funktion benutzt, um die Gammaverteilung an die Daten zu fitten?
|
||||||
|
|
||||||
\part
|
\part
|
||||||
Bestimme mit dieser Funktion die Parameter der
|
Bestimme mit dieser Funktion die Parameter der Gammaverteilung aus
|
||||||
Gammaverteilung aus den Zufallszahlen.
|
den Zufallszahlen.
|
||||||
|
|
||||||
\part
|
\part
|
||||||
Plotte anschlie{\ss}end
|
Plotte anschlie{\ss}end die Gammaverteilung mit den gefitteten
|
||||||
die Gammaverteilung mit den gefitteten Parametern.
|
Parametern.
|
||||||
\end{parts}
|
\end{parts}
|
||||||
\begin{solution}
|
\begin{solution}
|
||||||
\lstinputlisting{mlepdffit.m}
|
\lstinputlisting{mlepdffit.m}
|
||||||
|
133
statistics/lecture/statistics-slides.tex
Normal file
133
statistics/lecture/statistics-slides.tex
Normal file
@ -0,0 +1,133 @@
|
|||||||
|
\documentclass{beamer}
|
||||||
|
|
||||||
|
%%%%% title %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
\title[]{Scientific Computing --- Statistics}
|
||||||
|
\author[]{Jan Benda}
|
||||||
|
\institute[]{Neuroethology}
|
||||||
|
\date[]{WS 14/15}
|
||||||
|
\titlegraphic{\includegraphics[width=0.3\textwidth]{UT_WBMW_Rot_RGB}}
|
||||||
|
|
||||||
|
%%%%% beamer %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
\mode<presentation>
|
||||||
|
{
|
||||||
|
\usetheme{Singapore}
|
||||||
|
\setbeamercovered{opaque}
|
||||||
|
\usecolortheme{tuebingen}
|
||||||
|
\setbeamertemplate{navigation symbols}{}
|
||||||
|
\usefonttheme{default}
|
||||||
|
\useoutertheme{infolines}
|
||||||
|
% \useoutertheme{miniframes}
|
||||||
|
}
|
||||||
|
|
||||||
|
%\AtBeginSection[]
|
||||||
|
%{
|
||||||
|
% \begin{frame}<beamer>
|
||||||
|
% \begin{center}
|
||||||
|
% \Huge \insertsectionhead
|
||||||
|
% \end{center}
|
||||||
|
% \end{frame}
|
||||||
|
%}
|
||||||
|
|
||||||
|
\setbeamertemplate{blocks}[rounded][shadow=true]
|
||||||
|
\setcounter{tocdepth}{1}
|
||||||
|
|
||||||
|
%%%%% packages %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
\usepackage[english]{babel}
|
||||||
|
\usepackage{amsmath}
|
||||||
|
\usepackage{bm}
|
||||||
|
\usepackage{pslatex} % nice font for pdf file
|
||||||
|
%\usepackage{multimedia}
|
||||||
|
|
||||||
|
\usepackage{dsfont}
|
||||||
|
\newcommand{\naZ}{\mathds{N}}
|
||||||
|
\newcommand{\gaZ}{\mathds{Z}}
|
||||||
|
\newcommand{\raZ}{\mathds{Q}}
|
||||||
|
\newcommand{\reZ}{\mathds{R}}
|
||||||
|
\newcommand{\reZp}{\mathds{R^+}}
|
||||||
|
\newcommand{\reZpN}{\mathds{R^+_0}}
|
||||||
|
\newcommand{\koZ}{\mathds{C}}
|
||||||
|
|
||||||
|
%%%% graphics %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
\usepackage{graphicx}
|
||||||
|
\newcommand{\texpicture}[1]{{\sffamily\small\input{#1.tex}}}
|
||||||
|
|
||||||
|
%%%%% listings %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
\usepackage{listings}
|
||||||
|
\lstset{
|
||||||
|
basicstyle=\ttfamily,
|
||||||
|
numbers=left,
|
||||||
|
showstringspaces=false,
|
||||||
|
language=Matlab,
|
||||||
|
commentstyle=\itshape\color{darkgray},
|
||||||
|
keywordstyle=\color{blue},
|
||||||
|
stringstyle=\color{green},
|
||||||
|
backgroundcolor=\color{blue!10},
|
||||||
|
breaklines=true,
|
||||||
|
breakautoindent=true,
|
||||||
|
columns=flexible,
|
||||||
|
frame=single,
|
||||||
|
captionpos=b,
|
||||||
|
xleftmargin=1em,
|
||||||
|
xrightmargin=1em,
|
||||||
|
aboveskip=10pt
|
||||||
|
}
|
||||||
|
|
||||||
|
\graphicspath{{figures/}}
|
||||||
|
|
||||||
|
|
||||||
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
\begin{document}
|
||||||
|
|
||||||
|
\begin{frame}[plain]
|
||||||
|
\frametitle{}
|
||||||
|
\vspace{-1cm}
|
||||||
|
\titlepage % erzeugt Titelseite
|
||||||
|
\end{frame}
|
||||||
|
|
||||||
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
\begin{frame}
|
||||||
|
\frametitle{Content}
|
||||||
|
\tableofcontents
|
||||||
|
\end{frame}
|
||||||
|
|
||||||
|
|
||||||
|
\subsection{What is inferential statistics?}
|
||||||
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
\begin{frame}
|
||||||
|
\frametitle{sources of error in an experiment}
|
||||||
|
\begin{task}{Think about it for 2 min}
|
||||||
|
If you repeat a scientific experiment, why do you not get the same
|
||||||
|
result every time you repeat it?
|
||||||
|
\end{task}
|
||||||
|
\pause
|
||||||
|
\begin{itemize}
|
||||||
|
\item sampling error (a finite subset of the population of interest
|
||||||
|
is selected in each experiment)
|
||||||
|
\item nonsampling errors (e.g. noise, uncontrolled factors)
|
||||||
|
\end{itemize}
|
||||||
|
\end{frame}
|
||||||
|
|
||||||
|
% ----------------------------------------------------------
|
||||||
|
\begin{frame}[fragile]
|
||||||
|
\frametitle{statisticians are lazy}
|
||||||
|
\Large
|
||||||
|
\only<1>{
|
||||||
|
\begin{center}
|
||||||
|
\includegraphics[width=.8\linewidth]{2012-10-29_16-26-05_771.jpg}
|
||||||
|
\end{center}
|
||||||
|
\mycite{Larry Gonick, The Cartoon Guide to Statistics}
|
||||||
|
}\pause
|
||||||
|
\only<2>{
|
||||||
|
\begin{center}
|
||||||
|
\includegraphics[width=.8\linewidth]{2012-10-29_16-41-39_523.jpg}
|
||||||
|
\end{center}
|
||||||
|
\mycite{Larry Gonick, The Cartoon Guide to Statistics}
|
||||||
|
}\pause
|
||||||
|
\only<3>{
|
||||||
|
\begin{center}
|
||||||
|
\includegraphics[width=.8\linewidth]{2012-10-29_16-29-35_312.jpg}
|
||||||
|
\end{center}
|
||||||
|
\mycite{Larry Gonick, The Cartoon Guide to Statistics}
|
||||||
|
}
|
||||||
|
\end{frame}
|
Reference in New Issue
Block a user