TMA4300 - Computer Intensive Statistical Methods

About

Examination arrangement

Examination arrangement: Portfolio assessment
Grade: Letters

Evaluation form Weighting Duration Examination aids Grade deviation
Work 30/100
Written examination 70/100 4 hours C

Course content

Classical and Markov chain methods for stochastic simulation. Hierarchical Bayesian models
and inference in these. The expectation maximisation (EM) algorithm. Bootstrapping, cross-validation and non-parametric methods. Classification.

Learning outcome

1. Knowledge. The student knows computational intensive methods for doing statistical inference. This includes direct and iterative Monte Carlo simulations, as well as the expectation-maximisation algorithm and the bootstrap. The student has basic knowledge in how hierarchical Bayesian models can be used to formulate and solve complex statistical problems. Finally, the student understands a number of classification techniques.

2. Skills. The student can apply computational methods, such as Monte Carlo simulations, the expectation-maximisation algorithm and the bootstrap, on simple applied problems.

3. General competence. The student is able to give an oral presentation within the subject area.

Learning methods and activities

Lectures, works (projects) and student presentations of selected topics. Portfolio assessment is the basis for the grade awarded in the course. This portfolio comprises a written final examination (70%) and works (projects) (30%). The results for the constituent parts are to be given in %-points, while the grade for the whole portfolio (course grade) is given by the letter grading system. Retake of examination may be given as an oral examination. The lectures may be given in English. If the course is taught in English, the exam may be given only in English. Students are free to choose Norwegian or English for written assessments.

Compulsory assignments

  • Work
  • Student presentations

Specific conditions

Exam registration requires that class registration is approved in the same semester. Compulsory activities from previous semester may be approved by the department.

Course materials

Will be announced at the start of the course.

Credit reductions

Course code Reduction From To
SIF5085 7.5

Timetable

Examination

Examination arrangement: Portfolio assessment

Term Evaluation form Weighting Examination aids Date Time Room *
Spring Work 30/100
Spring Written examination 70/100 C
* The location (room) for a written examination is published 3 days before examination date.
If more than one room is listed, you will find your room at Studentweb.