MTEC machine learning workshop: Session 1 - Course introduction and statistics review

This is part 1 of an 11-session workshop series sponsored by MTEC (National Metal and Materials Technology Center of Thailand) that I and colleague (@ItthiChatnuntawech) gave in September 2022.

The workshop content intertwines with the mini-lecture series: https://www.youtube.com/playlist?list=PLJIJClalm2xNwyA2P2k6HRBxmWRW422Ex

The lectures are in Thai.
Part 1 covered course introduction and a quick review of statistics.

0:00 Introduction
0:02:00 Probability and statistics - p-value, likelihood ratio, Fisher's exact test
0:08:52 Probability helps us suggest hypothesis
0:10:08 Log-normal distribution
0:11:36 Statistics helps us learn from the data
0:12:59 Maximum likelihood for parameter estimation
0:22:23 Likelihood ratio test for selecting models
0:22:44 Balancing between complexity and likelihood - AIC and BIC
0:25:57 P-value
0:31:40 Test statistics
0:35:47 Ranking score behind popular tests - Mann-Whitney U test and Wilcoxon signed rank test
0:40:48 Kolmogorov-Smirnov test, maximal deviation of random walks, and Chi-squared test
0:44:59 Choosing the right test
0:47:46 Hypothesis testing
0:48:25 Permutation test - correlation and network data examples
0:55:52 Correction for multiple testings - Bonferroni method, Benjamini-Hochberg procedure
0:59:48 Summary and Q&A

Note: ผมจำระยะเวลาของแต่ละคาบของ workshop ผิด คาบแรกนี้เลยจะดูเร่งๆ ไปมาก ขออภัยมา ณ ที่นี้ครับ

Slides: https://github.com/cmb-chula/MTEC-ML-workshop-2022/blob/e20f42f253cefac4ba94a4287ff0e87a81147822/slides/S01%20-%20Statistics%20review%20and%20warm%20up.pdf

External learning
- https://ocw.mit.edu/courses/18-05-introduction-to-probability-and-statistics-spring-2014/pages/syllabus/

#machinelearning #ai #artificialintelligence #thaimachinelearning #statistics #hypothesis #pvalue

Видео MTEC machine learning workshop: Session 1 - Course introduction and statistics review канала Sira Sriswasdi