MSA100 Computer Intensive Statistical Methods 7,5 hec


The course is built around statistical models and computational tools in cases where computer-assisted computations are essential. In particular, we focus on stochastic simulation as a computational tool. Bayesian inference is a central concept, and we will study Markov chain Monte Carlo simulation methods from both applied and theoretical viewpoints. Jackknife and bootstrap methods will be studied, as well as decision theory. Permutation methods for hypothesis testing and multiple hypothesis testing issues are also covered in this course. A special effort will be made to help the student to see the connections and interplay between statistical modeling and applied problem solving, as well as computational and theoretical aspects of the models.
Syllabus

The course is given
  • in the first half of autumn
  • jointly with Chalmers MVE186 (earlier MVE185)
 

Course information 2015

  • Course coordinator: Jonas Wallin
  • Schedule 2016

Course information 2014

  • Course coordinator:  Jonas Wallin
  • Schedule

Course information 2013

Course information 2012

  • Course coordinator: Dmitrii Zholud
  • Schedule

Course information 2011

  • Course coordinator: Anastassia Baxevani
  • Schedule:  The schedule is decided the first time:Tuesday 30/8 at 15.15-17.00 in room MVH11

Course information 2010

Course information 2009

Course information 2008

Published: Tue 18 Feb 2020.