Computational Statistics and Applications

2020/2021

Forudsætninger/Anbefalede forudsætninger for at deltage i modulet

The students completing the module will have gained knowledge about computational statistics and a number of topics where methods from computational statistics play an important part in the topic. The list may include, but is not limited to, the following topics:

Modulets indhold, forløb og pædagogik

Læringsmål

Viden

  • Quantitative software development

  • Implemention of numerical algorithms

  • Monte Carlo foundations and applications

  • Relational databases and their usage

  • optimization of discrete problems including heuristics and meta-heuristics

  • Stochastic differential equations (SDEs) and examples of their application

  • Numerical treatment of (SDEs) and partial differential equations (PDEs)

Færdigheder

  • can apply the relevant methodologies in one or more scenarios by using appropriate software implementations, and interpret the output and modify the 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

Kompetencer

  • can acquire supplementary knowledge about the relevant methodologies

  • can combine appropriate topics from the course to analyse a specific problem

  • can in writing describe the methodologies, results and outcome from an analysis of a specific problem

Undervisningsform

Lectures with exercises.

Omfang og forventet arbejdsindsats

The module is 5 ECTS equivalent to a workload of 137,5 hours.

Eksamen

Prøver

Prøvens navnComputational Statistics and Applications
Prøveform
Skriftlig eller mundtlig
Skriftlig eller mundtlig eller løbende evaluering
ECTS5
BedømmelsesformBestået/ikke bestået
CensurIntern prøve
VurderingskriterierVurderingskriterierne er angivet i Universitetets eksamensordning

Yderligere informationer

Please contact Study Board of Mathematical Sciences - studyboard@math.aau.dk

Fakta om modulet

Engelsk titelComputational Statistics and Applications
ModulkodeK-MØK2-COSA
ModultypeKursus
Varighed1 semester
SemesterForår
ECTS5
UndervisningssprogDansk og engelsk
TompladsJa
UndervisningsstedCampus Aalborg
Modulansvarlig

Organisation

StudienævnStudienævn for Matematiske Fag
InstitutInstitut for Matematiske Fag
FakultetDet Ingeniør- og Naturvidenskabelige Fakultet