ST522: Computational Statistics (10 ECTS)
STADS: 25003501
Level
Bachelor course
Teaching period
The course is offered in the spring semester.
Teacher responsible
Email: yuri.goegebeur@stat.sdu.dk
Timetable
Group |
Type |
Day |
Time |
Classroom |
Weeks |
Comment |
Common |
I |
Tuesday |
14-16 |
U14 |
5-7,9-10,14-18,20-22 |
|
Common |
I |
Wednesday |
08-10 |
U14 |
18 |
|
Common |
I |
Wednesday |
10-12 |
U14 |
19 |
|
Common |
I |
Thursday |
12-14 |
U14 |
5-7,9-10,14 |
|
Common |
I |
Thursday |
10-12 |
U23A |
15-17,19 |
|
Common |
I |
Thursday |
12-14 |
U155 |
20-21 |
|
Common |
I |
Thursday |
12-14 |
U140 |
22 |
|
H1 |
TE |
Wednesday |
12-14 |
U24 |
6-7,9-10,14 |
|
H1 |
TL |
Wednesday |
12-14 |
U24 |
16 |
|
H1 |
TL |
Wednesday |
14-16 |
U14 |
19 |
|
H1 |
TL |
Friday |
14-16 |
U155 |
5-7,9-10,14-15,17-18,20-21 |
|
H1 |
TL |
Friday |
14-16 |
U140 |
22 |
|
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Comment:
Ubegrænset deltagerantal. Fælles undervisning med ST516, ST505, ST804, ST810 og ST816.
Prerequisites:
None
Academic preconditions:
The content of the course ST521 Mathematical Statistics assumed known.
Course introductionTo introduce modern computer intensive statistical methods as tools to investigate stochastic phenomena and statistical procedures, and to perform statistical inference. The participants will learn to use the statistical package R to carry out statistical analyses.
Expected learning outcomeAfter having followed the course the student should be able to
- reproduce key theoretical results concerning elementary operations on random variables and vectors, and to apply these to simple theoretical assignments,
-
reproduce and apply the fundamental theorems of random variate generation,
-
simulate variates and vectors from the most common distributions,
- evaluate the quality of a random number generator,
-
apply the basic principles of variance reduction,
-
simulate complex systems and investigate their properties,
-
use simulation to approximate integrals,
-
use simulation to compute p-values and confidence intervals,
-
investigate properties of statistical procedures and estimators using simulation,
-
perform programming relevant to the content of the course in the statistical package used in the course,
-
identify and interpret relevant information in the output of the statistical package used in the course,
-
summarize the results of an analysis in a statistical report.
Subject overviewRandom number generators, inversion method, rejection sampling, simulation from multivariate distributions, Markov Chain Monte Carlo methods, permutation and randomization tests, transformations, simulation of experiments and complex systems, Monte Carlo integration, simulation of stochastic processes, bootstrap methods, Bayesian models and methods, EM algorithm, nonparametric density estimation.
LiteratureMeddeles ved kursets start.
Website
This course uses
e-learn (blackboard).
Prerequisites for participating in the exam
None
Assessment and marking:
- The first part of the course is evaluated by projects. Danish 7 point scale, internal censorship. 5 ECTS
- The second part of the course is evaluated at an oral exam. Danish 7 point scale, internal censor. The oral exam is based on, but not limited to, projects made during the second half of the course. 5 ECTS
Expected working hours
The teaching method is based on three phase model.
Intro phase: 56 hours
Skills training phase: 36 hours, hereof:
- Tutorials: 10 hours
- Laboratory exercises: 26 hours
Educational activities
Study phase: 10 hours
Language
This course is taught in Danish or English, depending on the lecturer. However, if international students participate, the teaching language will always be English.
Course enrollment
See deadline of enrolment.
Tuition fees for single courses
See fees for single courses.