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Statistical analysis of real world systems and models will typically require computer intensive methods. The course starts with a study of modern Monte Carlo methods, including Markov chain Monte Carlo, and variance reduction methods. Such methods are useful within Bayesian analysis and simulation based inference like bootstrapping and Monte Carlo tests. Maximization of likelihoods is another important numerical problem. The course covers several statistical optimization methods (such as Fisher-scoring and EM-algorithm) as well as general optimization methods.
During the course you will learn how to apply Monte Carlo and other types of numerical methods for analyzing complex models where the simple numerical methods can not be applied. You will learn both the theoretical basis for these methods as well as how to apply them.
To participate in this course you must have an admission to a Ph.D.-programme at a Norvegian University or University College.
If you do not have an admission to the Ph.D.-Programme in Science at The Faculty of Mathematics and Natural Sciences at UiO, you have to apply for hospitantstatus (norwegian text) . For more information, please contact the Department.
In addition to fulfilling the minimum requirements for entrance to higher education in Norway, you must either have 2MX/2MY/3MZ and 3MX/3FY/3KJ/3BI/(2KJ+3BT)/(2BI+3BT) from Norwegian upper secondary school, or have completed equivalent studies in mathematics as well as physics, or chemistry, or biology at upper secondary school or university level at another educational institution. Read more about fulfilling special requirements.
STK1100 - Probability and statistical modelling, STK1110 - Statistical methods and data analysis 1, STK1120 - Statistical methods and data analysis 2.
10 credits against STK4050 - Statistical simulations and computation.
The information about overlaps is not complete. Contact the department for more information if necessary.
3 hours of lectures/exercises per week.
Final written or oral exam depending on number of students. A project can be a part of the final.
Permitted aids at the exam if written: approved calculator.
Students are awarded either a passing or failing grade. The pass/fail scale is applied as an independent scale with only two possible results.
Course evaluation
Feedback from our students is an essential to us in our efforts to ensure and further improve the high quality of our programmes and courses. As a student at the University of Oslo you will therefore be asked to participate in various types of evaluation of our courses, facilities and services. All study programmes and courses are subject to continuous evaluation. At regular intervals we also ask students enrolled in a particular programme or course to participate in a more comprehensive, in-depth evaluation of their programme or course. The next evaluation of this course will be carried out during the autumn term of 2005.
Visiting address:
Niels Henrik Abel's building, Moltke Moes vei
Postal address:
P.O.box 1053, Blindern
NO-0316 Oslo
Visiting hours:
Monday-friday 09:00-14:30
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