STAT 459 2012 S1: Advanced Computational Statistics

© 2004 2005 2006 2007 2008 2009 2010 2011 2012 Raazesh Sainudiin. © 2008 2009 2010 2011 2012 Dominic Lee.

This course may be cancelled in 2012 S1 due to lack of demand.

STAT 459 2011 S1: Advanced Computational Statistics

© 2004 2005 2006 2007 2008 2009 2010 2011 Raazesh Sainudiin. © 2008 2009 2010 2011 Dominic Lee.

Time and Place for Presence

  1. Two Weekly Lectures:
    • Wednesdays 1510-1600 hours in Forestry Seminar 2
    • Thursdays 1200-1250 hours in Forestry Seminar 2
  2. One Weekly Lab:
    • Thursdays 1710-1800 hours in Forestry Seminar 2

Course Syllabus and Expectations

  1. Note that you are expected to spend 6 to 9 hours per week on this course.
  2. Evaluation:
    • 10%: Weekly Labworks (this is meant to encourage you to do the labworks regularly)
    • 15%: Research Comprehension. Write a written report that summarises a journal article in Computational Statistics (due after mid-term break).
    • 75%: Project (15% oral, 50% written)
  3. The Lecture notes for the course will be updated each week. Please print only relevant material after lectures from the material in progress:
  4. Research Comprehension Assignment will be posted here (you are welcome to suggest a journal paper of your choice). Assignment is due in Erskine 724 after mid-term break
  5. Accompanying Matlab Scripts as tar.gz archive file: CSEMatlabScripts.tar.gz Wednesday, 19-Aug-2015 14:52:28 MST

Outline of topics Finite Markov Chains and their Simulation, Metropolis-Hastings chains, Glauber dynamics, Propp-Wilson Coupling from the past, MCMC and Bayesian Experiments.

Student Presentations on June 9 2011.

Last modified on Thursday, 01-Sep-2016 18:50:10 MST and served on Tuesday, 27-Jun-2017 06:55:08 MST.

  • Laboratory for Mathematical Statistical Experiments
    6459.83826, 17.64860, 31
    Uppsala Centre
    Sweden
  • raazesh.sainudiin@gmail.com
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