spring 2017
STA-3001 Computer-intensive Statistics - 10 ECTS

Application deadline

Applicants from Nordic countries: 1 June for the autumn semester and 1 December for the spring semester. Applicants from outside the Nordic countries: 1 October for the spring semester and 15 April for the autumn semester.

Type of course

The course is mandatory in the study program Statistics - master. It may be taken independent of study program upon approval of the Department of mathematics and statistics.

Admission requirements

Bachelor of science degree in statistics/mathematics or equal. Application code is 9371.

Course overlap

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 stp
STA-8001 Computer-intensive Statistics 10 stp

Course content

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.

Recommended prerequisites

STA-2001 Stochastic Processes, STA-2002 Theoretical Statistics

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.

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.

Teaching methods

Lectures: 40 h
Coursework: 30 h

Assessment

Oral exam (50%) and approved mandatory homework sets (50%). Letter grades (A-F).
A passing grade is required on the mandatory homework sets for permission to take the exam.

Recommended reading/syllabus

Available on request

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  • About the course
  • Campus: Tromsø |
  • ECTS: 10
  • Course code: STA-3001
  • Tidligere år og semester for dette emnet