Computer-intensive Statistics
About the course
The course is included in the study program Mathematical Sciences - master. It may be taken independent of study program upon approval of the Department of mathematics and statistics. This course is also available for inbound exchange students.
The course includes stochastic simulation, bootstrapping, Bayes theory, Laplace methods, the EM algorithm and Markov chain Monte Carlo (MCMC) techniques. The course is lectured in 5 parts. After each part the students must work independently with mandatory homework exercises. These must be approved to take the final exam, and the grades will be a part of the total evaluation.
Admission requirements
Bachelor of science degree in statistics/mathematics or equal.
Application code is 9371.
Objectives of the course
The course includes stochastic simulation, bootstrapping, Bayes theory, Laplace methods, the EM algorithm and Bayesian methods like Markov cahin Monte Carlo (MCMC) and Integrated nested Laplace approximations (INLA). After each part the students must work independently with mandatory homework exercises.
The candidate shall:
- obtain a solid knowledge and understanding of stochastic simulation, bootstrapping, Bayes theory, Laplace methods, the EM algorithm, MCMA and INLA techniques.
- be able to apply these concepts to solve theoretical problems.¿
- be able to apply these concepts in independent homework exercises using computers.
Prerequisites
Anbefalte forkunnskaper
STA-2001 Stochastic Processes, STA-2002 Theoretical Statistics
Credit reduction
If you pass the examination in this course, you will get an reduction in credits (as stated below), if you previously have passed the following courses:
- S-320 Comutational statistics 9 ects
- STA-8001 Computer-intensive Statistics 10 ects
Teaching methods
Language of instruction and examination
The language of instruction and the syllabus is English. Examination questions will be given in English, but may be answered either in English or a Scandinavian language.Information to incoming exchange students
This course is available for inbound exchange students.
This course is open for inbound exchange student who meets the admission requirements. Please see the Admission requirements.
Do you have questions about this module? Please check the following website to contact the course coordinator for exchange students at the faculty: INBOUND STUDENT MOBILITY: COURSE COORDINATORS AT THE FACULTIES | UiT
Examination
| Oral exam | Duration: 1 Hours |
Grade: A–E, fail F |
To take an examination, the student must have passed the following coursework requirements
| Coursework | Grade: Approved – not approved |
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