This is a self-study version of the course. The course will be lectured again in autumn 2018 in period I.
The course will be evaluated based on computer exercises returned to Moodle (40% of the grade) and a home exam (60% of the grade).
For more detailed instructions, please see the course Moodle area. In this self-study version you can work on the problems at your own pace. There will be a home exam at the end of the course in May.
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.
The course also belongs to the Machine Learning and Statistical Data Science modules in the Master's Programme in Data Science.
The course is available to students from other degree programmes.
BSc courses on linear algebra, probability calculus, statistical inference; basic programming skills
Fundamentals of differential equations
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.
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.
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.
Exercises and home exam.
Lecture notes and articles to be announced during the course
Lectures, exercises, computer exercises, project work
Computer excercises and a computer-based home exam. The course will be graded with grades 1-5.
Exercises and project work.