Inhalt

[ 951STCOCSTK14 ] KV (*)Computational Statistics

Versionsauswahl
(*) Leider ist diese Information in Deutsch nicht verfügbar.
Workload Ausbildungslevel Studienfachbereich VerantwortlicheR Semesterstunden Anbietende Uni
4 ECTS M2 - Master 2. Jahr Statistik Andreas Quatember 2 SSt Johannes Kepler Universität Linz
Detailinformationen
Anmeldevoraussetzungen (*)keine
Quellcurriculum Masterstudium Statistics and Data Science 2025W
Lernergebnisse
Kompetenzen
(*)Students are able to apply key concepts of Computational Statistics, as well as independently implement selected methods.
Fertigkeiten Kenntnisse
(*)
  • Knowing how important statistical methods are implemented in statistical software (k1,k2)
  • Knowing about key principles of efficient and accurate numerical computation (k1, k2)
  • Implementing algorithms commonly used in computational statistics (k4)
(*)
  • Computer arithmetic
  • Methods of non-linear optimization and root finding
  • Application of optimization to obtain maximum likelihood estimates and confidence intervals
  • Numerical implementation of linear and generalized linear models
  • Computational Aspects of Mixed Effects Models
  • EM algorithm
  • Bayesian and approximate Bayesian computation
  • Random Number Generation
Beurteilungskriterien (*)Exam Project
Lehrmethoden (*)Lecture by instructor; Discussion of the projects, where the solution is presented by the students in a project report; Independent development and application of computational statistical methods
Abhaltungssprache Englisch
Literatur (*)Slides

Supplementary reading will be announced each semester.

Lehrinhalte wechselnd? Nein
Äquivalenzen (*)in collaboration with 951STMOSANK14: KV Survival Analysis (4 ECTS) equivalent to
4MSCVDPR: PR Computerintensive Verfahren in der Datenanalyse (6 ECTS)
Präsenzlehrveranstaltung
Teilungsziffer 20
Zuteilungsverfahren Zuteilung nach Vorrangzahl