Detailed information |
Pre-requisites |
keine
|
Original study plan |
Master's programme Statistics 2015W |
Objectives |
Students learn to understand the theory and the correct application of
advanced topics in computational statistics as well as to independently
implement and apply selected methods.
|
Subject |
Methods of non-linear optimization, EM algorithm, pseudorandom number generation, MCMC methods, Jackknife and bootstrap, numerical integration
|
Criteria for evaluation |
Written project reports
|
Methods |
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
|
Language |
English |
Study material |
Slides
Supplementary reading will be announced each semester.
|
Changing subject? |
No |
Corresponding lecture |
in collaboration with 951STMOSANK14: KV Survival Analysis (4 ECTS) equivalent to 4MSCVDPR: PR Computerintensive Verfahren in der Datenanalyse (6 ECTS)
|