Computational Statistics - MA771

Location Term Level Credits (ECTS) Current Convenor 2018-19
Canterbury
(version 2)
Spring
View Timetable
6 15 (7.5) PROF M Ridout

Pre-requisites

MAST5001 (Applied Statistical Modelling 1); MAST5007 (Mathematical Statistics)

Restrictions

None

2018-19

Overview

Motivating examples; model fitting through maximum likelihood for specific examples; function optimization methods; profile likelihood; score tests; Wald tests; confidence interval construction; latent variable models; EM algorithm; mixture models; simulation methods; importance sampling; kernel density estimation; Monte Carlo inference; bootstrap; permutation tests; R programs.
In addition, for level 7 students: advanced EM algorithm methods, advanced simulation methods, writing R programs for advanced methods and applications.

Details

This module appears in:


Contact hours

36

Method of assessment

80% Examination, 20% Coursework

Indicative reading

Morgan, B. J. T. (2009) Applied stochastic modelling, Chapman and Hall.

See the library reading list for this module (Canterbury)

See the library reading list for this module (Medway)

Learning outcomes

The intended subject specific learning outcomes.
On successfully completing the level 6 module students will be able to:
1 demonstrate systematic understanding of key aspects of computational statistics;
2 demonstrate the capability to deploy established approaches accurately to analyse and solve problems using a reasonable level of skill in calculation and manipulation of material in the following areas: numerical aspects of maximum likelihood estimation, EM algorithm and simulation methods;
3 apply key aspects of computational statistics in well-defined contexts, showing judgement in the selection and application of tools and techniques;
4 adapt R programs, showing judgement in the application of R.

The intended generic learning outcomes.
On successfully completing the level 6 module students will be able to:
1 manage their own learning and make use of appropriate resources;
2 understand logical arguments, identifying the assumptions made and the conclusions drawn;
3 communicate straightforward arguments and conclusions reasonably accurately and clearly;
4 manage their time and use their organisational skills to plan and implement efficient and effective modes of working;
5 solve problems relating to qualitative and quantitative information;
6 make competent use of information technology skills such as online resources (moodle), internet communication;
7 communicate technical material competently;
8 demonstrate an increased level of skill in numeracy and computation;
9 demonstrate the acquisition of the study skills needed for continuing professional development.

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