Course - Computer Intensive Statistical Methods - TMA4300
TMA4300 - Computer Intensive Statistical Methods
About
Examination arrangement
Examination arrangement: Portfolio assessment
Grade: Letters
| Evaluation | Weighting | Duration | Grade deviation | Examination aids |
|---|---|---|---|---|
| Arbeider | 30/100 | |||
| Skriftlig eksamen | 70/100 | 4 timer |
Course content
Classical methods for stochastic simulation, Markov chain Monte Carlo methods. Graphical models and Bayesian inference. Kernel estimators. Bootstrapping, cross-validation and non-parametric methods. Classification.
Learning outcome
This subject gives an introduction to modern computer based techniques for statistical inference. The students will through the mandatory exercises be capable of applying the theory in simple situations.
Learning methods and activities
Lectures and compulsory computer exercises. The lectures may be given in English. Portfolio assessment is the basis for the grade awarded in the course. This portfolio comprises a written final examination 70% and exercises 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.
Compulsory assignments
- Exercises
Recommended previous knowledge
Subject TMA4240/TMA4245 Statistics. The subject require a mature understanding of statistics and we also recomend TMA4265 Stochastic Processes and TMA4267 Linear Statistical Models.
Course materials
Will be announced at the start of the course.
Credit reductions
| Course code | Reduction | From | To |
|---|---|---|---|
| SIF5085 | 7.5 |
Version: 1
Credits:
7.5 SP
Study level: Second degree level
Term no.: 1
Teaching semester: SPRING 2011
Language of instruction: English, Norwegian
-
- Statistics
- Technological subjects
Department with academic responsibility
Department of Mathematical Sciences
Examination
Examination arrangement: Portfolio assessment
- Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
- Spring ORD Skriftlig eksamen 70/100 2011-06-10 09:00
-
Room Building Number of candidates - Spring ORD Arbeider 30/100
-
Room Building Number of candidates
- * 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.
For more information regarding registration for examination and examination procedures, see "Innsida - Exams"