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 modelling and applied problem solving, as well as computational and theoretical aspects of the models.
- första halvan av hösten
- tillsammans med Chalmers MVE186 (tidigare MVE185)
- Kursansvarig: Jonas Wallin
- Kursansvarig: Dmitrii Zholud
- Kursansvarig: Anastassia Baxevani