MA8702: Advanced modern statistical methods

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

• Lecturer: Håvard Rue
• Lectures: Thursdays 09.15-12.00 and Fridays 08.45-10.00 in room 734, S2.
• Formals: are found here

• 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.