MAS472 Computational Inference

Semester 2, 2017/18 10 Credits
Lecturer: Prof Richard Wilkinson uses MOLE Timetable Reading List
Aims Outcomes Teaching Methods Assessment

This unit aims to introduce the student to some of the powerful modern tools now available for statistical inference. The tools are largely based on the exploitation of modern computing power. They free the analyst from the distributional limitations of the past and they are widely applicable, both to traditional application areas of statistics and in new situations. The emphasis in the course will be on the practical utility of the methodology, though theoretical ideas will be introduced when necessary for understanding and use. Appropriate computer packages will be used to implement the methods.

Prerequisites: MAS364 or MAS464 (Bayesian Statistics)
No other modules have this module as a prerequisite.


Outline syllabus

  • Computational methods for likelihoods and likelihood theory.
  • Simulation. Generating techniques. Monte Carlo integration and variance reduction.
  • Bootstrapping.
  • Simulation and Monte Carlo testing. Randomization tests.

Office hours

Monday 10-11 Friday 10-11



Aims

  • To extend understanding of the practice of statistical inference.
  • To familiarize the student with ideas, techniques and some uses of statistical simulation.
  • To describe computational implementation of likelihood-based analyses.
  • To introduce examples of modern computer-intensive statistical techniques.

Learning outcomes

    Teaching methods

    Lectures, problem solving


    20 lectures, no tutorials

    Assessment

    One formal 2 hour written examination [85%]. Format: 3 questions from 3. Coursework [15%].

    Reading list

    Type Author(s) Title Library Blackwells Amazon
    B Garthwaite, Jolliffe and Jones Statistical Inference 519.43 (G) Blackwells Amazon
    B Kalbfleisch Probability and Statistical Inference, Volume 2: Statistical Inference 519.2 (K) Blackwells Amazon
    B Morgan Elements of Simulation 519.39 (M) Blackwells Amazon
    B Robert and Casella Introducing Monte Carlo Methods with R 518.282(R) Blackwells Amazon

    (A = essential, B = recommended, C = background.)

    Most books on reading lists should also be available from the Blackwells shop at Jessop West.

    Timetable

    Wed 09:00 - 09:50 lecture   Hicks Lecture Theatre 5
    Fri 09:00 - 09:50 lab session   (even weeks) Firth Court Computer Room
    Fri 09:00 - 09:50 lecture   (odd weeks) Hicks Lecture Theatre A