Course content

This subject is normally taught every second year, next
time spring 2012. A condition is that sufficiently many students are registered.
The course will give a theoretical and methodological
introduction and discussion of modern statistical methods, but assumes also good computational skills. Topics to be discussed are a selection of the following; theory and methods for Markov chain Monte Carlo, Hidden Markov chains, Gaussian Markov random fields, mixtures, non-parametric methods and regression, splines, bootstrapping, classification and graphical models.

Learning methods and activities

Lectures, alternatively guided self-study.

Compulsory assignments

• Exercises

Recommended previous knowledge

This subject is a continuation of TMA4300 Modern
statistics methods and TMA4295 Statistical Inference, TMA4270 Multivariate analysis.

Course materials

Will be announced at the start of the course.