MA8702: Advanced modern statistical methods

The course will give a theoretical and methodological introduction and discussion of modern statistical methods.

Formal stuff


  • Part I
    • Recursions for hidden discrete Markov chains (contact me for the lecture notes)
  • Part II
    • Gaussian Markov Random fields. (We will be using this book)
    • Approximate Bayesian inference for latent Gaussian models (INLA) (paper1 and paper2)
    • Use of the INLA software
  • Part III. The contents of this part will be discussed by the participants of the course, and may contain topics like
    • Stochastic spline models (?)
    • Geostatistical models and Gaussian Markov random fields (?)
    • +++ (?)


Good knowledge and interest in (computational) statistics. Its possible to do this course in parallel with TMA4300 Computer intensive statistical methods.


  • Jan 7: First lecture 14/2.
  • Jan 29: No lecture thursday 4/2.
2010-08-30, Harald Hanche-Olsen