Computational Statistics (SL_123)
About Study Course
Objective
Computers are powerful tools in statistics enabling researchers to solve otherwise intractable problems and analyzing very large data sets using specific techniques. Statistical computing refers to the branch of statistics involving such techniques. This course gives an overview of the foundations and basic methods in statistical computing.
The objective of this course is to enable the students to:
• understand and apply standard methods for random number generation.
• understand principles and methods of stochastic simulation.
• apply different Monte Carlo methods.
• be familiar with software for statistical computing.
• implement statistical algorithms for a given problem.
Prerequisites
Knowledge of probability and statistics.
Learning outcomes
After the course students will know the main topics covered by the course from a theoretical and practical point of view and will be able to:
• classify statistical simulation-based computational methods.
• identify and explain Monte-Carlo methods and Markov Chain Monte Carlo (MCMC) methods.
• discuss resampling methods
• Reproduce random number generation.
• Can independently use computation and programming skills as applicable to solving statistical problems.
• Perform simulations using R.
• Understand and apply resampling methods e.g. bootstrapping.
• Capable of independent usage of theory and methods to carry out research activities and to write a paper, make presentation of results obtained based on simulation experiments.
• Evaluate the statistical computation framework for data analysis and when it can be beneficial, compared to the traditional statistical approach.
• Perform statistical analyses in practice using simulation-based computational methods.
• Determine the role of simulation and resampling, and the usage of these in complex problems.
• Assess and interpret the results of simulation experiments.
Study course planning
| Study programme | Study semester | Program level | Study course category | Lecturers | Schedule |
|---|---|---|---|---|---|
| Biostatistics, MFBS | 3 | Master’s | Limited choice |
