ST804: Computational Statistics (5 ECTS)

STADS: 15009101

Level
Master's level course

Teaching period
The course is offered in the autumn semester.
2nd quarter

Teacher responsible
Email: yuri.goegebeur@stat.sdu.dk

Timetable
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Comment:
Ubegrænset deltagerantal. 2. kvartal. Fælles undervisning med ST516.

Prerequisites:
None

Academic preconditions:
The contents of the courses ST502 Statistical Modeling and ST505 Statistical Simulation must be known.
Students who have passed ST5xx Computational Statistics are not allowed to take this course.

Course introduction
To introduce computer intensive statistical tools to perform statistical inference. The participants will learn to use the statistical package R to carry out statistical analyses.

Expected learning outcome
At the end of the course the student is expected to be able to:

• reproduce key theoretical results concerning elementary operations on random variables and to apply these to simple theoretical assignments relevant to the content of the course,
• simulate random vectors from multivariate distributions,
• use simulation to perform statistical inference, compute p-values and confidence intervals,
• investigate properties of statistical procedures and estimators using the bootstrap,
• 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 overview
Simulation from multivariate distributions, Markov Chain Monte Carlo methods, permutation and randomization tests, bootstrap methods, nonparametric density estimation, nonparametric regression.

Literature

Meddeles ved kursets start.

Website
This course uses e-learn (blackboard).

Prerequisites for participating in the exam
None

Assessment and marking:
A project is made during the course, which is subject for an oral exam at the end of the course. Evaluated by the Danish 7-grade scale, internal examiner.

Re-examination after 4th quarter.

Expected working hours
The teaching method is based on three phase model.

Forelæsninger: 28 timer
Eksaminatorietimer/opgaveregning: 8 timer
Laboratorieøvelser: 10 timer
Educational activities

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.

Remarks
The course is a constituent subject within the category "Mathematics and Statistics" for the MSc. programme in Applied Mathematics.

Course enrollment
See deadline of enrolment.

Tuition fees for single courses
See fees for single courses.