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Computational Statistics

Course 820965689 in SS 2015

General Data

Course Type Lecture
Semester Weekly Hours 2 SWS
Organisational Unit Research Department Mathematics Centre
Lecturers Donna Ankerst
Responsible/Coordination: Julie Paulus
Dates Wed, 08:15–09:45, MI HS3

Assignment to Modules

Further Information

Courses are together with exams the building blocks for modules. Please keep in mind that information on the contents, learning outcomes and, especially examination conditions are given on the module level only – see section "Assignment to Modules" above.

additional remarks Computational statistics methods are required when analyzing complex data structures. In this course you will learn the basics of recent computational statistics methods such as Markov Chain Monte Carlo (MCMC) methods, EM algorithm and the bootstrap. Emphasis will be given to basic theory and applications. In particular the following topics will be covered: Random variable generation: discrete, continuous, univariate, multivariate, resampling. Bayesian inference: posterior distribution, hierarchical models, Markov chains, stationary and limiting distributions, Markov Chain Monte Carlo Methods (MCMC): Gibbs sampling, Metropolis-Hastings algorithm, implementation, convergence diagnostics, software for MCMC, Model adequacy and model choice. EM Algorithm: Theory, EM in exponential family, computation of standard errors. Bootstrap and Jacknife methods: empirical distribution and plug-in, bootstrap estimate of standard errors, jacknife and relationship to bootstrap, confidence intervals based on bootstrap percentiles and extensions.
Links Course documents
E-Learning course (e. g. Moodle)
TUMonline entry

Equivalent Courses (e. g. in other semesters)

SemesterTitleLecturersDates
SS 2021 Computational Statistics [MA3402] Ankerst, D. Miller, G. Tue, 10:15–11:45, virtuell
SS 2020 Computational Statistics [MA3402] Czado, C. Hanebeck, A. Kreuzer, A. Sahin, Ö. Tepegjozova, M. Wed, 15:15–16:45, virtuell
SS 2019 Computational Statistics [MA3402] Ankerst, D. Wed, 08:15–09:45, Interims II 004
SS 2018 Computational Statistics [MA3402] Barthel, N. Czado, C. Kreuzer, A. Nagler, T. Wed, 15:15–16:45, BC2 BC2 0.01.17
and singular or moved dates
SS 2017 Computational Statistics [MA3402] Ankerst, D.
Responsible/Coordination: Selig, K.
Wed, 08:15–09:45, Interims I 101
SS 2016 Computational Statistics Czado, C.
Responsible/Coordination: Kraus, D.
Thu, 10:15–11:45, BC1 BC1 2.02.01
and singular or moved dates
SS 2014 Computational Statistics Czado, C.
Responsible/Coordination: Gruber, L.
Wed, 08:15–09:45, BC1 BC1 2.02.01
SS 2013 Computational Statistics Ankerst, D.
Responsible/Coordination: Gruber, L.
SS 2012 Computational Statistics Czado, C.
Responsible/Coordination: Gruber, L.
SS 2011 Computational Statistics Czado, C.
Responsible/Coordination: Almeida Rodriguez, C.
SS 2010 Computational Statistics
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