spring 2019

STA-3001 Computer-intensive Statistics - 10 ECTS

Sist endret: 30.08.2019

The course is provided by

Faculty of Science and Technology

Location

Tromsø |

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 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

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%).

Assessment scale: Letter grades A-F.

Coursework requirements 
A passing grade is required on the mandatory homework sets for permission to take the exam.

Schedule

Course overlap

S-320 Comutational statistics 9 stp
STA-8001 Computer-intensive Statistics 10 stp

Recommended reading/syllabus

Available on request


Kontakt
Førsteaman.-Sigrunn-Sørbye

Sørbye, Sigrunn Holbek


Førsteamanuensis
Telefon: +4777645504 sigrunn.sorbye@uit.no