040721 UK Selected Topics in Statistics (2021W)
Continuous assessment of course work
Labels
ON-SITE
Registration/Deregistration
Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
- Registration is open from Mo 13.09.2021 09:00 to Th 23.09.2021 12:00
- Deregistration possible until Fr 15.10.2021 23:59
Details
max. 30 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
Thursday
07.10.
15:00 - 16:30
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
Thursday
14.10.
15:00 - 16:30
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
Thursday
21.10.
15:00 - 16:30
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
Thursday
28.10.
15:00 - 16:30
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
Thursday
04.11.
15:00 - 16:30
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
Thursday
11.11.
15:00 - 16:30
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
Thursday
18.11.
15:00 - 16:30
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
Thursday
25.11.
15:00 - 16:30
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
Thursday
02.12.
15:00 - 16:30
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
Thursday
09.12.
15:00 - 16:30
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
Thursday
16.12.
15:00 - 16:30
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
Thursday
13.01.
15:00 - 16:30
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
Thursday
20.01.
15:00 - 16:30
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
Thursday
27.01.
15:00 - 16:30
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
Information
Aims, contents and method of the course
Assessment and permitted materials
There is an oral exam and one exercise sheet (provided on 21.10.2021) on theoretical topics 1 and 2, as well as three exercise sheets with programming part on topic 3 (provided on 18.11.2021, 02.12.2021, 13.01.2022). The exercise sheets should be submitted in two weeks.
Minimum requirements and assessment criteria
40 points oral exam on lectures to topics 1 and 2
10 points for the exercise sheet to topics 1 and 2
15, 15 and 20 points for the exercise sheets on topic 3The grade results according to the scheme: 4 from 50 points, 3 from 63 points, 2 from 75 points, 1 from 87 points.
10 points for the exercise sheet to topics 1 and 2
15, 15 and 20 points for the exercise sheets on topic 3The grade results according to the scheme: 4 from 50 points, 3 from 63 points, 2 from 75 points, 1 from 87 points.
Examination topics
All topics covered in the lecture.
Reading list
Shao, J. (2003): Mathematical Statistics.
Robert, C. P. And Casella, G. (2004): Monte Carlo Statistical Methods.
Hoff, P. D. (2010): A First Course in Bayesian Statistical Methods.
Robert, C. P. And Casella, G. (2004): Monte Carlo Statistical Methods.
Hoff, P. D. (2010): A First Course in Bayesian Statistical Methods.
Association in the course directory
Last modified: Mo 18.10.2021 13:27
Get acquainted with concepts of Bayesian statistics: theoretical foundations, methodology and applications.
Learn how to implement computer based procedures.Contents:
1. Decision Theory (admissibility and optimality, Bayes and minimax decisions)
2. Bayesian Estimation (Bayes formula, Bayes estimators, hierarchical and empirical Bayes methods)
3. Markov Chain Monte Carlo Methods (Slice Sampler, Gibbs Sampler, Metropolis Hastings, monitoring convergence, credible intervals)Methods:
Lecture with exercise sessions, taking place on-site. Attendance of the first lecture and exercise sessions is compulsory.
Lecture notes, exercise sheets and data will be available online.
Students are supposed to code in statistical software.