STK9051 - Computational statistics
Schedule, syllabus and examination date
Statistical analysis is becoming more and more complex, both because of bigger data and many types of data and because of the use of more advanced methods and models. This course deals with numerical methods for performing such analysis, both traditional and more modern methods.
After taking this course you have learned about:
- Stochastic simulation techniques, including Markov Chain Monte Carlo
- Optimisation methods relevant for statistical methodology
- Bootstrapping and simulation-based inference methods
- Numerical methods for analysing large amounts of data
- Visualisation of data
After having completed the course you will also be able to:
- present, on a scientific level, a short thesis on a chosen topic of relevance, selected in collaboration with the lecturer
Students who are admitted to study programmes at UiO must each semester register which courses and exams they wish to sign up for in Studentweb.
If you are not already enrolled as a student at UiO, please see our information about admission requirements and procedures.
Recommended previous knowledge
- 10 credits overlap with STK4051 - Computational statistics
- 8 credits overlap with STK4050 - Statistical simulations and computation (discontinued)
- 8 credits overlap with STK9050 - Statistical simulations and computation (discontinued)
*For information about the potential partial overlap with other courses, contact the Department.
3 hours lecture/exercises each week.
Depending on the number of students, the exam will be in one of the following four forms:
1. Only written exam
2. Only oral exam
3. A project paper followed by a written exam. The project assignment must be submitted in the same semester as the final written exam must be submitted. The project assignment and the final exam are emphasized equally, and final grade is based on an overall assessment (no grades are given on the individual exam parts.)
4. A project paper followed by an oral exam/hearing. The project assignment must be submitted in the same semester as the oral assessment. The project assignment and oral evaluation are emphasized equally. After the oral assessment, a grade will be given on the project assignment and an overall grade for the project assignment and oral assessment.
What form the exam will take will be announced by the teaching staff within October 15th for the autumn semester and March 15th for the spring semester.
In addition, each phd student is expected to give a one hour oral presentation on a topic of relevance (chosen in cooperation with the lecturer). The presentation has to be approved by the lecturer for the student to be admitted to the final exam.
Examination support material
No examination support material is allowed.
Language of examination
Subjects taught in English will only offer the exam paper in English.
You may write your examination paper in Norwegian, Swedish, Danish or English.
Grades are awarded on a pass/fail scale. Read more about the grading system.
Explanations and appeals
Resit an examination
Students who can document a valid reason for absence from the regular examination are offered a postponed examination at the beginning of the next semester.
Re-scheduled examinations are not offered to students who withdraw during, or did not pass the original examination.
Withdrawal from an examination
It is possible to take the exam up to 3 times. If you withdraw from the exam after the deadline or during the exam, this will be counted as an examination attempt.
Special examination arrangements
Application form, deadline and requirements for special examination arrangements.
The course is subject to continuous evaluation. At regular intervals we also ask students to participate in a more comprehensive evaluation.