M1 - Statistics and Data Science (SSD)

The first part of this course concerns complements of probability theory: conditional expectation, Gaussian vectors. The second part presents one of the main families of stochastic processes in discrete time : Markov chains. These are sequences of dependent random variables, whose dependence relation is relatively simple since each variable depends only on the previous one. It is also a very powerful modeling tool. We will study the main properties of these processes, as well as their behavior in long time and the estimation of their parameters.

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Statistical data are becoming more and more massive. Before modeling them, it is essential to explore them and to reduce their dimension while losing as little information as possible. This is the objective of this course on multidimensional exploratory statistics. From a methodological point of view, the tools used are essentially those of Euclidean geometry. The statistical problems and notions will be translated into the language of Euclidean geometry before being treated in this framework. The two families of exploratory methods that will be seen in this course are:

1) automatic classification methods, which group observations into classes and reduce the disparity of the observations to the disparity between these classes;

2) component analysis methods, which search for the main directions of disparity between observations and provide interpretable images of this disparity in reduced dimension.

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This course is a continuation of the optimization course of the second semester of L3.

After a reminder of the results and numerical methods for first and second order optimization problems, unconstrained and constrained by equality and inequality, the course focuses on issues of current interest in industrial optimization, and in particular, robust, multi-criteria optimization, in the presence of uncertainties.

The course then illustrates the place of optimization in the main machine learning algorithms. These issues are illustrated by examples of classification and regression problems in supervised learning. These examples are used to discuss issues of metrics and procedures for learning evaluation, validation and inference (crossfold, overfitting, etc).

The course presents the different classes of learning: unsupervised, supervised, transfer, reinforcement, incremental, etc.

The issues surrounding database management are addressed: generation, imputation, visualization, slicing.

The course presents the links between transfer learning and numerical simulation to address issues of synthetic database generation, imputation, non-intrusive prediction, rapid inference, etc.

The course includes an important part of computer projects along the way. All the sessions take place in a computerized environment and allow an immediate implementation of the theoretical elements.

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This course focuses on discovering good coding practices for a professional level.
The language used is Python, but some elements of bash and git will also be useful.
A special emphasis will be placed on data processing and visualization at the heart of the course.
We will focus mainly on basic programming concepts, as well as discovering Python's scientific libraries, including "numpy, scipy, pandas, matplotlib, seaborn".
Beyond the knowledge of these fundamental packages, we will introduce modern code practices: (unit) testing, version control (git), automatic documentation generation, etc.

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The importance of statistical science in the process of scientific discovery and industrial advancement is that it allows the formulation of inferences about phenomena of interest to which one can associate risks of error or degrees of confidence. The calculation of these risks of error is based on probability theory, but the principles and methods for associating these risks with inferences constitute a theoretical corpus that serves as a basis for all statistical methodologies.

This module is intended to be a fairly complete presentation of these basic principles and of the tools, results and mathematical theorems used in inferential statistics. It develops the notions of point and interval estimation, hypothesis testing and fundamental concepts such as exponential families and the principle of maximum likelihood and the use of p-value.
For the implementation of certain applications, the adapted tools of the R software will be presented.

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Statistical modeling is based on the two fundamental notions of information (which must be extracted from the data) and decision (which must be taken in view of these data). This course introduces the theoretical formalization of these two notions. It is therefore logically placed at the beginning of the curriculum, as many other courses use its notions and results later on.

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This course is an introduction to stochastic control. In this type of
problem, we try to modify the natural trajectory of a process to meet a certain
objective. We will place ourselves in the framework of discrete-time decisional Markov processes where we can
choose an action at each time step. We will see how to formalize the stochastic control problems in this framework, and how to solve them theoretically and numerically.

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This introductory course on time series, i.e. a series of observations made over time, is an indispensable toolbox for processing this type of data, which is frequently encountered in a large number of applications: concentration of a pollutant in the air over time, blood glucose levels over time, sales of a product in a department store, stock market prices, etc. This course focuses on both the mathematical presentation of the concepts and the more technical aspects of the implementation of the methods. Numerical illustrations are proposed with the R software.

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Non-parametric methods are important in many statistical applications because they allow to get away from classical approaches which require the specification of valid statistical models. However, establishing the validity of such a model is a complex undertaking.

Non-parametric methods circumvent this problem by using the transformation of data into ranks and by conditioning on certain quantities derived from the observed configuration of these ranks. The statistics thus constructed are independent of the distribution of the raw data, which allows the construction of statistical inference procedures free of the model underlying the data. Moreover, the loss of statistical efficiency is minimal.

This course is a fairly comprehensive presentation of non-parametric methods. It builds on a first course on parametric inferential methods by adapting and developing the theory of several advanced concepts such as conditional testing, comparative power of tests (efficiency measures), and the notion of "effect size". It emphasizes the practical application of these methodologies by providing an overview of the main R commands and their uses.

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The linear model is both a simple and very rich tool, which is the basis of many statistical methods. Its mastery and good understanding are very useful both from a practical point of view, to analyze finely certain data sets, and from a conceptual point of view, to understand the theoretical basis of more advanced learning methods, including current ones.

This course proposes an introduction to the linear model of simple and multiple regression, with quantitative or qualitative variables. It presents the formal derivation and theoretical study of least squares and maximum likelihood estimators in the Gaussian case. It also gives validation and variable selection tools to study the limits of the model. Finally, it introduces the practical use of this tool on simple data sets using the R software.

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Tutored projects carried out in groups under the direction of a teacher.

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English TD courses, for students in the "M1 Statistics and Data Science" program, aiming at professional autonomy in English.

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This course introduces the mathematical modeling of the behavior of actors seeking to optimize an individual objective in a competitive situation.

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The aim is to understand the nature of the interrelations between economies and to analyze the conditions for the effectiveness of economic policies in an open economy, taking into account the nature of the exchange rate regime on the one hand and the degree of openness of capital on the other.

In this perspective, the balance of payments will be presented and analyzed; issues of competitiveness and attractiveness of economies will be discussed.

It will also be a question of understanding the impacts of financial liberalization on the volatility of foreign exchange and the possibilities offered to different types of economic actors to hedge against exchange rate risk.

Finally, the notions of crisis will be presented (financial, exchange rate). The endogeneity of crises will be highlighted with an analysis of the last two crises: the financial crisis of 2008 on the one hand and the health crisis on the other.

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This R programming course is intended for students who will need to know a programming language for advanced data processing in their professional practice. The aim is to learn how to structure, comment and debug code properly. This course is intended for both M1 SSD and M1 Bio-Info students. It is not intended to use the packages as black boxes for the implementation of statistical methods.

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