STA-3001 Computer-intensive statistics

Teaching spring 2008 Første oppmøte tirsdag 8. jan. kl. 10.15, U.rom 5, Realfagsbygget Responsible teacher:Prof. Fred Godtliebsen

Work Load 10  credits (ECTS)

Type of course Theoretical subject.

Level of course/Year of study Master's level course.

Language of instruction Norwegian, english by request

Examination semester Spring

Contents The course builds on STA-2001 Stochastic processes and STA-2002 Theoretical statistics. It 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.

Recommended previous qualifications STA-2001 Stochastic processes, STA-2002 Theoretical statistics

Form of teaching Lectures: 40 h Coursework: 30 h

Coursework requirements Assignments

Exam and assessment Oral exam (50%) approved mandatory exercises (50%). Letter grades (A-F).

Contact person/lecturer Helge Johansen, tel: 77 64 51 30, e-mail: helge.johansen@matnat.uit.no

Recommended reading/syllabus Available on request

Course overlap S-320 -1      9 sp STA-8001 -1      10 sp

Homepage http://uit.no/matstat/sta-3001/

Textbook
Robert, C.P. and Casella, G.: "Monte Carlo Statistical Methods".