TMA4300 Computer Intensive Statistical Methods spring 2018

Curriculum

The curriculum is what is covered in the lectures and by the exercises. The curriculum is based on sections in following three books, two of which are available as e-books from the NTNU library when you are in the NTNU network:

The course consists of three parts. The following is a provisional list of sections covering the curriculum for each of the three parts:

  • Part 1: Stochastic simulation and an introduction to Bayesian inference.
    • Givens and Hoeting: 1-1.8 (mostly repetition), 6.1, 6.2-6.2.3.2, 6.3.1, 6.4.1.
    • Gamerman and Lopes: 1-1.5.
  • Part 2: Bayesian inference and Markov chain Monte Carlo.
    • Givens and Hoeting: 7-7.3.3.
    • Gamerman and Lopes: 2.1, 2.2-2.2.2, 2.3.1, 2.3.3, 2.4, 4.1-4.6, 5.1-5.2, 6.1-6.4.4.
  • Part 3: Bootstrapping and the EM algorithm.
    • Givens and Hoeting: 4.1, 4.2-4.2.1, 9.1, 9.2-9.2.4, 9.3, 9.3.1, 9.3.2.2, 9.5.1, 9.8.
2018-04-16, Håkon Tjelmeland