Skriv ut | Lukk vindu |

### Vår 2023

# STA-3001 Computer-intensive Statistics - 10 stp

## The course is administrated by

Institutt for matematikk og statistikk

## Type of 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.

## Course overlap

STA-8001 Computer-intensive Statistics 10 stp

## 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:

- 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.