Uppsala universitet

Syllabus

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Computer-intensive Statistics and Data Mining

10 credits

Course code: 1MS009
Established: 2007-03-15
Established by: Teknisk-naturvetenskapliga fakultetsnämnden
Revised: 2008-11-03
Requirements: 120 credit points including Analysis of Regression and Variance or corresponding course
Level of education: Advanced level
Grading System: U Fail, 3 Pass, 4 Pass with credit, 5 Pass with distinction

Main Area of Studies
Mathematics

Learning outcomes

In order to pass the course (grade 3) the student should

  • have a thorough knowledge about statistical techniques that have been developed during the last decades due to increasing computer capacity;

  • understand the theoretical foundation of Markov Chain Monte Carlo methods and be able to use such techniques;

  • understand the priniples behind random number generators;

  • be able to use simulation methods such as Bootstrap and SIMEX;

  • be able to use computer-intensive non-linear statistical methods;

  • be familiar with EM-methods;

  • be able to use non-parametric statistical models;

  • have some experience of applications from image analysis and financial mathematics;

  • be able to use statistical software, preferably R.

    • Contents

    Resampling techniques, Jack-knife, bootstrap. Non-linear statistical methods. EM algorithms. SIMEX methodology. Markov Chain Monte Carlo (MCMC) methods. Random number generators. Smoothing techniques. Kernel estimators, nearest neighbor estimators, orthogonal and local polynomial estimators, wavelet estimators. Splines. Choice of bandwidth and other smoothing parameters. Applications. Use of statistical software.

    Instructions

    Lectures, problem solving sessions and computer assisted laboratory work.

    Examination

    Written and, possibly, oral examination (4 credit points) at the end of the course. Assignments and laboratory work (6 credit points) during the course.

    Course literature

    No information on literature is available. Please contact responsible Dept for further info.

    Contact

    Responsible Department:
    Department of Mathematics
    Lägerhyddsvägen 1, Hus 1, 5 och 7
    Box 480, 751 06 UPPSALA
    Phone: +46 18 4713200
    Fax: +46 18 4713201