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 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
Recommended previous knowledge
TMA4240/TMA4245 Statistics or equivalent. The subject requires a mature understanding
of statistics and we also recommend 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 2017
Language of instruction: English, Norwegian
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- 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 Arbeider 30/100
-
Room Building Number of candidates - Spring ORD Skriftlig eksamen 70/100 2017-05-24 09:00
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Room Building Number of candidates - Summer KONT Arbeider 30/100
-
Room Building Number of candidates - Summer KONT Muntlig eksamen 70/100 2017-08-14
-
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"