STAT40410 Monte Carlo Inference

Academic Year 2019/2020

Computers have to a large extent changed what is now possible for Statistics. a rough classification of the uses of computers in modern Statistics might be: Graphical data exploration; data modelling; inference. This course focuses exclusively on inference. It aims to introduce a collection of powerful and computationally intensive modern Statistical methods. In particular this course will introduce concepts involved in simulating from distributions. In turn this allows many familiar concepts such as point estimation, confidence intervals, maximum likelihood estimators to be computed. This course will introduce and make use of the free statistical software package R (www.r-project.org).

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Curricular information is subject to change

Learning Outcomes:

You will gain some understanding and knowledge of the techniques and tools which are available. The emphasis will be on understanding the principles behind the different algorithms. This course is not a course on statistical computing, but you will understand and appreciate how to apply these methods in pactice. A deeper level of understanding is expected from Master's students than undergraduates.

Student Effort Hours: 
Student Effort Type Hours
Lectures

24
Computer Aided Lab

6
Specified Learning Activities

40
Autonomous Student Learning

82
Total

152
Approaches to Teaching and Learning:
Lectures, tutorials, enquiry and problem-based learning. 
Requirements, Exclusions and Recommendations
Learning Requirements:

Basic course in statistics including probability, inference, hypothesis testing.

Learning Recommendations:

Knowledge of Stochastic Processes, Bayesian Inference.


Module Requisites and Incompatibles
Incompatibles:
STAT40400 - Monte Carlo Inference


 
Assessment Strategy  
Description Timing Open Book Exam Component Scale Must Pass Component % of Final Grade
Examination: Examination 2 hour End of Trimester Exam No Standard conversion grade scale 40% No

60
Assignment: Assignments Varies over the Trimester n/a Standard conversion grade scale 40% No

40

Carry forward of passed components
No
 
Resit In Terminal Exam
Spring Yes - 2 Hour
Please see Student Jargon Buster for more information about remediation types and timing. 
Feedback Strategy/Strategies

• Group/class feedback, post-assessment

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