STK9051 – Computational statistics
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
PhD candidates from the University of Oslo should apply for classes and register for examinations through Studentweb.
If a course has limited intake capacity, priority will be given to PhD candidates who follow an individual education plan where this particular course is included. Some national researchers’ schools may have specific rules for ranking applicants for courses with limited intake capacity.
PhD candidates who have been admitted to another higher education institution must apply for a position as a visiting student within a given deadline.
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.
Upon the attendance of three or fewer students, the lecturer may, in conjunction with the Head of Teaching, change the course to self-study with supervision.
Final oral or written examination. The form of examination will be announced by the teaching staff by 15 October/15 March for the autumn semester and the spring semester respectively.
In addition, each PhD student is expected to give an 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
This course offers both postponed and resit of examination. Read more:
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.