Computer-Intensive Statistics and Data Mining DS
Syllabus, Master's level, 1MS043
- Code
- 1MS043
- Education cycle
- Second cycle
- Main field(s) of study and in-depth level
- Computer Science A1N, Data Science 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, 9 February 2023
- Responsible department
- Department of Mathematics
Entry requirements
120 credits. Regression analysis or participation in Introduction to data science. Proficiency in English equivalent to the Swedish upper secondary course English 6.
Learning outcomes
The purpose of the course is to give the student a good overview about statistical techniques that have been developed during the last years due to increasing computer capacity.
On completion of the course, the student should be able to:
- give an account for the principles behind random number generators;
- give an account for the principle for simulation using Monte Carlo methods;
- apply methods for computer-intensive estimation methods, such as bootstrap;
- use Expectation Maximization (EM)-algorithms;-s
- apply the Monte Carlo methodology to solve real-world problems;
Content
Random number generators and simulation of random objects. Monte Carlo methods, including Markov Chain Monte Carlo and quasi-Monte Carlo methods. Estimation techniques such as for example Kernel estimators. Expectation Maximization-algorithms. Applications. The course contains an applied project part with specialization within a defined area within data analysis.
Instruction
Lectures and computer-assisted laboratory work.
Assessment
Written assignments (5 credits) and project work which is presented orally (2.5 credits).
If there are special reasons for doing so, an examiner may make an exception from the method of assessment indicated and allow a student to be assessed by another method. An example of special reasons might be a certificate regarding special pedagogical support from the disability coordinator of the university..
Other directives
This course cannot be included in the same degree as the course Computer-Intensive Statistics and Data Mining 10 credits or Computer-Intensive statistics with applications 10 credits.