STK4050 – Statistical simulations and computation
Course description
Course content
Statistical analysis of real world systems and models will typically require computer intensive methods. The course starts with a study of modern Monte Carlo methods, including Markov chain Monte Carlo, and variance reduction methods. Such methods are useful within Bayesian analysis and simulation based inference like bootstrapping and Monte Carlo tests. Maximization of likelihoods is another important numerical problem. The course covers several statistical optimization methods (such as Fisher-scoring and EM-algorithm) as well as general optimization methods.
Learning outcome
During the course you will learn how to apply Monte Carlo and other types of numerical methods for analyzing complex models where the simple numerical methods can not be applied. You will learn both the theoretical basis for these methods as well as how to apply them.
Admission
Students who are admitted to study programmes at UiO must each semester register which courses and exams they wish to sign up for in Studentweb.
If you are not already enrolled as a student at UiO, please see our information about admission requirements and procedures.
Prerequisites
Recommended previous knowledge
STK1100 – Probability and Statistical Modelling, STK1110 – Statistical Methods and Data Analysis, STK1120 – Statistical methods and data analysis 2 (continued).
Overlapping courses
10 credits overlap with STK9050 – Statistical simulations and computation (discontinued)
The information about overlaps is not complete. Contact the department for more information if necessary.
Teaching
3 hours of lectures/exercises per week.
Examination
1-2 compulsory assignments may need to be passed within given deadlines to be allowed to take the final exam.
Rules for compulsory assignments at the Department of Mathematics.
Depending on the number of students, the exam will be in one of the following four forms:
1.Only written exam
2.Only oral exam
3.A project paper followed by a written exam.
4.A project paper followed by an oral exam/hearing.
For the latter two the project paper and the exam counts equally and the final grade is based on a general impression after the final exam. (The two parts of the exam will not be individually graded.)
What form the exam will take will be announced by the teaching staff within October 15th for the autumn semester and March 15th for the spring semester.
Examination support material
Permitted aids at the exam if written: Approved calculator.
Oral exam: no aids permitted.
Information about approved calculators (Norwegian only)
Language of examination
Subjects taught in English will only offer the exam paper in English.
You may write your examination paper in Norwegian, Swedish, Danish or English.
Grading scale
Grades are awarded on a scale from A to F, where A is the best grade and F is a fail. Read more about the grading system.
Explanations and appeals
Resit an examination
This subject offers new examination in the beginning of the subsequent term for candidates who withdraw during an ordinary examination or fail an ordinary examination. Deferred examinations for students who due to illness or other valid reason of absence were unable to sit for their final exams will be arranged at the same time. (These valid reasons has to be documented within given deadlines.)
Information about deferred and new examination (also called repeat examination) is found here
Withdrawal from an examination
It is possible to take the exam up to 3 times. If you withdraw from the exam after the deadline or during the exam, this will be counted as an examination attempt.
Special examination arrangements
Application form, deadline and requirements for special examination arrangements.
Evaluation
The course is subject to continuous evaluation. At regular intervals we also ask students to participate in a more comprehensive evaluation.