TILM3706 Computational Statistics (6 cr)
Cooperation network course
Network: Cross-institutional studies in advanced courses in mathematics and statistics
This course is offered through the Network for Advanced Studies in Mathematics. These studies are available for the following degree students:
- Bachelor's Degree Programme in Mathematics
- Master's Degree Programme in Mathematics
- Bachelor's Degree Programme in Mathematics (Subject Teacher)
- Master's Degree Programme in Mathematics (Subject Teacher)
- Bachelor's Degree Programme in Mathematics, Chemistry or Physics Subject Teacher Education and Primary Teacher Education (Specialication in Mathematics)
- Master's Degree Programme in Mathematics, Chemistry or Physics Subject Teacher Education and Primary Teacher Education (Specialication in Mathematics)
- Doctoral Programme in Mathematics and Statistics
- Doctoral Programme in Mathematics and Science (Specialication in Mathematics)
Grading scale:
0-5
Description
Compared with the course TILM3618 Introduction to Computational Statistics, a more theoretical approach. More specifically, content includes, e.g., the following themes:
- Random number generation
- Simulation of distributions
- Monte Carlo integration
- Variance reduction methods
- Markov Chain Monte Carlo (MCMC)
Learning outcomes
Students master and are able to apply the most important computationally intensive methods using the R language, e.g., to solve problems related to statistical inference.
Additional information
The course is held every other spring (in odd years).
If you wish to complete the course in English, please contact the person in charge of the course.
Description of prerequisites
TILM3618 Introduction to Computational Statistics, and the prerequisites for that course.