Computational Statistics [MA3402]
Course 820965689 in SS 2017
General Data
| Course Type | lecture |
|---|---|
| Semester Weekly Hours | 2 SWS |
| Organisational Unit | Research Department Mathematics Centre |
| Lecturers |
Donna Ankerst |
| Dates |
Wed, 08:15–09:45, Interims I 101 |
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 |
E-Learning course (e. g. Moodle) TUMonline entry |
Equivalent Courses (e. g. in other semesters)
| Semester | Title | Lecturers | Dates |
|---|---|---|---|
| SS 2021 | Computational Statistics [MA3402] | Ankerst, D. Miller, G. |
Tue, 10:15–11:45, virtuell |
| SS 2020 | Computational Statistics [MA3402] | Czado, C. Hanebeck, 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] | Czado, C. |
Wed, 15:15–16:45, BC2 BC2 0.01.17 and singular or moved dates |
| SS 2016 | Computational Statistics | Czado, C. |
Thu, 10:15–11:45, BC1 BC1 2.02.01 and singular or moved dates |
| SS 2015 | Computational Statistics | Ankerst, D. |
Wed, 08:15–09:45, MI HS3 |
| SS 2014 | Computational Statistics | Czado, C. |
Wed, 08:15–09:45, BC1 BC1 2.02.01 |
| SS 2013 | Computational Statistics | Ankerst, D. | |
| SS 2012 | Computational Statistics | Czado, C. | |
| SS 2011 | Computational Statistics | Czado, C. | |
| SS 2010 | Computational Statistics |