Computer-Intensive Statistics and Data Mining
Syllabus, Master's level, 1MS009
- Code
- 1MS009
- Education cycle
- Second cycle
- Main field(s) of study and in-depth level
- Mathematics A1N, Mathematics A1N
- Grading system
- Fail (U), Pass (3), Pass with credit (4), Pass with distinction (5)
- Finalised by
- The Faculty Board of Science and Technology, 15 March 2007
- Responsible department
- Department of Mathematics
Entry requirements
BSc, Analysis of Regression and Variance
Learning outcomes
In order to pass the course (grade 3) the student should be able to
Higher grades, 4 or 5, require a higher level of proficiency. The student should be able to treat and solve problems of greater complexity, i.e. problems requiring a combination of ideas and methods for their solution, and be able to give a more detailed account of the proofs of important theorems and by examples and counter-examples be able to motivate the scope of various results.
Requirements concerning the student's ability to present arguments and reasoning are greater.
Content
Resampling techniques, Jack-knife, bootstrap. Non-linear statistical methods. EM algorithms. SIMEX methodology. Markov Chain Monte Carlo (MCMC) methods. Random number generators. Smoothing techniques. Kernel estimators, nearest neighbour estimators, orthogonal and local polynomial estimators, wavelet estimators. Splines. Choice of bandwidth and other smoothing parameters. Applications. Use of statistical software.
Instruction
Lectures, problem solving sessions and computer-assisted laboratory work.
Assessment
Written and, possibly, oral examination (4 credit points) at the end of the course. Assignments and laboratory work (6 credit points) during the course.
Reading list
- Reading list valid from Autumn 2022
- Reading list valid from Autumn 2019
- Reading list valid from Spring 2019
- Reading list valid from Autumn 2016
- Reading list valid from Autumn 2013
- Reading list valid from Spring 2010, version 2
- Reading list valid from Spring 2010, version 1
- Reading list valid from Autumn 2008
- Reading list valid from Autumn 2007