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Vår 2020

STA-3001 Computer-intensive Statistics - 10 stp


The course is administrated by

Faculty of Science and Technology

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.

Course contents

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.

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.

Admission requirements

Bachelor of science degree in statistics/mathematics or equal.

Application code is 9371.


Objective 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:


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.


Date for examination

Oral examination 19.05.2020

The date for the exam can be changed. The final date will be announced at your faculty early in May and early in November.


Course overlap

STA-8001 Computer-intensive Statistics 10 stp
Lectures Spring 2020
First attendance: Wedensday 16th of Jan 09:15, REALF A228
Lectures f.aman. Georg Elvebakk