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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/
| Timetables
http://timeplan.uit.no/emne.php?year=2008&department=ALLE&module=STA-3001-1 |
Textbook
Robert, C.P. and Casella, G.: "Monte Carlo Statistical Methods".
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