Computational Statistics [MA3402]
Lehrveranstaltung 820965689 im SS 2021
Basisdaten
LV-Art | Vorlesung |
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Umfang | 2 SWS |
betreuende Organisation | Zentrum Mathematik |
Dozent(inn)en |
Donna Ankerst Gregor Miller |
Termine |
Di, 10:15–11:45, virtuell |
weitere Informationen
Lehrveranstaltungen sind neben Prüfungen Bausteine von Modulen. Beachten Sie daher, dass Sie Informationen zu den Lehrinhalten und insbesondere zu Prüfungs- und Studienleistungen in der Regel nur auf Modulebene erhalten können (siehe Abschnitt "Zuordnung zu Modulen" oben).
ergänzende Hinweise | 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. |
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Links |
E-Learning-Kurs (z. B. Moodle) TUMonline-Eintrag |
Gleiche Lehrveranstaltungen (z. B. in anderen Semestern)
Semester | Titel | Dozent(en) | Termine |
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SS 2020 | Computational Statistics [MA3402] | Czado, C. Hanebeck, A. Sahin, Ö. Tepegjozova, M. |
Mi, 15:15–16:45, virtuell |
SS 2019 | Computational Statistics [MA3402] | Ankerst, D. |
Mi, 08:15–09:45, Interims II 004 |
SS 2018 | Computational Statistics [MA3402] | Czado, C. |
Mi, 15:15–16:45, BC2 BC2 0.01.17 sowie einzelne oder verschobene Termine |
SS 2017 | Computational Statistics [MA3402] | Ankerst, D. |
Mi, 08:15–09:45, Interims I 101 |
SS 2016 | Computational Statistics | Czado, C. |
Do, 10:15–11:45, BC1 BC1 2.02.01 sowie einzelne oder verschobene Termine |
SS 2015 | Computational Statistics | Ankerst, D. |
Mi, 08:15–09:45, MI HS3 |
SS 2014 | Computational Statistics | Czado, C. |
Mi, 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 |