Math Essentials Tutorial for Master's in Statistics
Welcome! If you’re reading this, you are probably a Master’s student in Statistics and Data Science at LMU who is looking to brush up on their essential math skills. (Bachelor’s and other students looking to do the same are of course welcome too!)
To this end, the Statistics Department is offering this Math Tutorial for the first time this semester (WiSe 24/25). It will be held at Geschw.-Scholl-Pl. 1 (M) Raum M 114 on Tuesdays from 4:15 p.m. to 5:45 p.m., although we can extend to 2hrs if there is enough interest.
The structure will be as follows:
- In the first ~20 minutes, we will discuss the topics of the week, including all relevant definitions. You will find these definitions in a weekly updated Booklet.
- In the next hour, you will have time to work on an exercise sheet and ask questions.
- At the end, the exercises will be briefly discussed and a solution will be uploaded on this website sometime later.
Below, you will find an overview of the topics covered.
Since this tutorial is being offered for the first time this semester, I welcome your input on what topics you might be especially interested in or suggestions on the format. Please feel free to contact me at hannah.kuempel@stat.uni-muenchen.de!😄
Overview of the Tutorial Topics
| â„– | Date | Topic | Reference |
|---|---|---|---|
| 1 | October 15, 2024 | Motivation/Overview + Metric Spaces and Norms | Magnus |
| 2 | October 22, 2024 | Linear Equations & Matrix Algebra | Lay, Deisenroth |
| 3 | October 29, 2024 | Vector Spaces, Basis, Kernel etc. | Lay, Deisenroth |
| 4 | November 5, 2024 | Eigen-values/vectors/decomposition | Lay, Deisenroth |
| 5 | November 12, 2024 | Projection, Orthorgonality, and Spectral Theorem | Lay, Deisenroth |
| 6 | November 19, 2024 | Sequences, Convergence, & Univariate Differentiation | Mattuck |
| 7 | November 26, 2024 | Vector calculus | Deisenroth |
| 8 | December 3, 2024 | Higher order derivatives & (multivariate) Taylor series | Deisenroth |
| 9 | December 10, 2024 | Convexity and Lipschitz Continuity | Deisenroth, Mattuck |
| 10 | December 17, 2024 | Session for Recap and Open Questions | |
| December 24, 2024 | |||
| December 31, 2024 | |||
| 10 | December 17, 2024 | Measure Integrals | Mattuck |
| 11 | January 7, 2025 | Probability spaces, Random variables and their distributions | Wassermann |
| 12 | January 14, 2025 | Conditional expectation/variance and law of total variance | Wassermann |
| January 28, 2025 | |||
| February 4, 2025 |