Instruction
| Name | Cr | Method of study | Time | Location | Organiser |
|---|---|---|---|---|---|
| Computational statistics | 5 Cr | Course | 18.1.2021 - 9.5.2021 |
| Name | Cr | Method of study | Time | Location | Organiser |
|---|---|---|---|---|---|
| Computational statistics I | 5 Cr | Lecture Course | 31.8.2020 - 18.10.2020 | ||
| Computational statistics I | 5 Cr | Course | 1.6.2020 - 14.8.2020 | ||
| Computational statistics I | 5 Cr | Course | 7.1.2020 - 30.4.2020 | ||
| Computational statistics I | 5 Cr | Lecture Course | 2.9.2019 - 20.10.2019 | ||
| Computational statistics I | 5 Cr | Course | 1.6.2019 - 16.8.2019 | ||
| Computational statistics I | 5 Cr | Other teaching | 7.1.2019 - 2.5.2019 | ||
| Computational statistics I | 5 Cr | Lecture Course | 3.9.2018 - 21.10.2018 | ||
| Computational statistics I | 5 Cr | Course | 23.1.2018 - 11.5.2018 | ||
| Computational statistics I | 5 Cr | Lecture Course | 5.9.2017 - 23.10.2017 |
Target group
The course is compulsory for students of the Statistics study track in the Master's Programme in Mathematics and Statistics.
Master's Programme in Mathematics and Statistics is responsible for the course.
The course belongs to the Statistics and Social statistics module in the Master's Programme in Mathematics and Statistics.
| Students in Master's programmes of Mathematics and Statistics, Data Science, Life Science Informatics and Computer Science |
The course is available to students from other degree programmes.
Prerequisites
| "BSc courses on linear algebra, probability calculus, statistical inference; basic programming skills; Bayesian inference (for example MAT22005 Bayes-päättely, DATA11006 Statistical Data Science or LSI35002 Bayesian inference in biosciences or similar)" |
Learning outcomes
| Knowledge and use of common general computational tools to perform reliable statistical analyses. Understanding the theoretical foundations of the most important Monte Carlo methods. Applying and implementing computational statistical procedures on a high-level programming language. |
Timing
Recommended time/stage of studies for completion: 1. or 2. year of MSc studies.
Term/teaching period when the course will be offered: yearly during the autumn term, period I.
Contents
| Most important numerical and computational methods and principles for statistics. Theory and practice of methods for sampling from probability distributions including rejection sampling, importance sampling, generic Markov chain Monte Carlo and Hamiltonian Monte Carlo. Overview of modern methods for approximate inference. The computer projects can be implemented in Python (preferred) or R. |
Completion
Exercises and home exam.
Activities and teaching methods in support of learning
| Lectures and computer exercise classes |
Study materials
Lecture notes
Assessment practices and criteria
| Computer excercises and a computer-based home exam. The course will be graded with grades 1-5. |
Recommended optional studies
| Fundamentals of differential equations; Data Analysis with Python (AYCSM90004en) |
Completion methods
Exercises and home exam.