Topics in Statistical Science II

2020/2021

Prerequisite/Recommended prerequisite for participation in the module

The module builds on knowledge obtained by the module Topics in Statistical Science I.

Content, progress and pedagogy of the module

The students completing the module will have gained knowledge about a number of topics from the statistical sciences at an advanced level. The list may include, but is not limited to, the following topics:

Learning objectives

Knowledge

  • state space models and hidden Markov models
  • expectation-maximisation (EM) algorithm and missing data
  • multivariate Gaussian distribution (and related distributions, e.g. Hotelling's T2 and Wishart distributions)
  • INLA
  • generalised estimating equations
  • bootstrap, cross-validation and other resampling techniques

Skills

  • can apply the relevant methodologies to one or more datasets by using appropriate software implementations, and interpret the output and modify the model parameters accordingly
  • are able state the underlying assumptions and argue about limitations and extendibility of the methodology in one or more specific settings
  • can assess goodness-of-fit for the models where appropriate

Competences

  • can acquire supplementary knowledge about the relevant methodologies
  • can combine appropriate topics from the course to analyse a specific dataset
  • can in writing describe the methodologies, results and outcome from an analysis of a specific dataset

Extent and expected workload

This is a 5 ECTS course module and the work load is expected to be 150 hours for the student.
 

Exam

Exams

Name of examEmner inden for statistisk videnskab II
Type of exam
Written or oral exam
ECTS5
Assessment7-point grading scale
Type of gradingInternal examination
Criteria of assessmentThe criteria of assessment are stated in the Examination Policies and Procedures

Facts about the module

Danish titleEmner inden for statistisk videnskab II
Module codeF-MAT-K1-6
Module typeCourse
Duration1 semester
SemesterAutumn
ECTS5
Language of instructionDanish and English
Empty-place SchemeYes
Location of the lectureCampus Aalborg
Responsible for the module

Organisation

Study BoardStudy Board of Mathematics, Physics and Nanotechnology
DepartmentDepartment of Mathematical Sciences
FacultyFaculty of Engineering and Science