Assistance for the organisation of the ESTP – Course on Machine Learning
Within the framework of Eurostat’s European Statistical Training Programme (ESTP), DevStat in consortium with the Lithuanian Department of Statistics and the National Statistical Institute of Bulgaria held a three-day course on “Machine learning econometrics” in Valencia on 12-14 June 2017.
The course was taught by Mr José Luis Cervera (course leader) together with Mr Iván Arribas and Mr Francisco Rangel and it was attended by fifteen participants from several National Statistical Institutes within the European Statistical System (ESS), but also from other Institutions.
The objective of the course was to provide the participants with innovative algorithm-based econometric techniques for data analysis, with application to datasets from official statistics as well as from other sources (Big Data, text data).
The content of the course covered the following topics: examples of use of econometric methods in Official Statistics; model-based vs algorithm based inference; machine-learning and computational issues; machine-learning linear estimation; machine-learning non-linear estimation methods; econometric analysis applied to textual data and manipulation of big data sources (SQL and NoSQL databases).
DevStat thanks the trainers and also the participants for their commitment during the course sessions.