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Advanced Statistical Computing

Vak
2022-2023

Admission requirements

This course on computational statistics requires good knowledge of probability theory, inferential statistics, and programming with R. The courses “Statistical Computing with R” and “Statistics and Probability” from the MSc in Statistics and Data Science are prerequisites for this course.

Description

Advanced Statistical Computing will introduce you to the field of computational statistics, which can be loosely defined as a set of numerical methods and algorithms that can be employed to solve a well-defined statistical problem. During the course, we will focus on the following topics:
1. Methods for the generation of random variables
2. The Monte Carlo method
3. Applications of the Monte Carlo method
4. Variance reduction methods
5. Numerical integration and root finding algorithms
6. The bootstrap
7. Permutation tests

Course objectives

By the end of the course, students should:
1. understand the mathematical and statistical foundations of the methods covered in the course;
2. be able to explain how each of the aforementioned methods work;
3. know how to solve relevant statistical problems using such methods;
4. be able to implement the methods and algorithms covered in this course using R.

Timetable

You will find the timetables for all courses and degree programmes of Leiden University in the tool MyTimetable (login). Any teaching activities that you have sucessfully registered for in MyStudyMap will automatically be displayed in MyTimeTable. Any timetables that you add manually, will be saved and automatically displayed the next time you sign in.

MyTimetable allows you to integrate your timetable with your calendar apps such as Outlook, Google Calendar, Apple Calendar and other calendar apps on your smartphone. Any timetable changes will be automatically synced with your calendar. If you wish, you can also receive an email notification of the change. You can turn notifications on in ‘Settings’ (after login).

For more information, watch the video or go the the 'help-page' in MyTimetable. Please note: Joint Degree students Leiden/Delft have to merge their two different timetables into one. This video explains how to do this.

Mode of instruction

A combination of lectures and computer practicals. To fully benefit from the practicals, it is recommended that you bring your own laptop with R and RStudio installed.

Assessment method

A written exam at the end of the course. The grade of the written exam should be at least 5.5 to get a pass.

Reading list

Rizzo, M. L. (2019). Statistical Computing with R. CRC Press.

Registration

From the academic year 2022-2023 on every student has to register for courses with the new enrollment tool MyStudyMap. There are two registration periods per year: registration for the fall semester opens in July and registration for the spring semester opens in December. Please see this page for more information.

Please note that it is compulsory to both preregister and confirm your participation for every exam and retake. Not being registered for a course means that you are not allowed to participate in the final exam of the course. Confirming your exam participation is possible until ten days before the exam.

Extensive FAQ's on MyStudymap can be found here.

Contact

advstatcomp@gmail.com

Remarks