Mathematical Statistics: Monte Carlo Methods for Statistical Inference

Deepen your understanding of how to use Monte Carlo methods for statistical analysis. You will learn to handle statistical uncertainty from both a frequentist and Bayesian perspective. The course is an elective mandatory course at the advanced level for a Master’s degree in Mathematical Statistics. The course requires prior knowledge, read more about these in the syllabus. The course is taught in English.

• Explain and apply the concept of statistical uncertainty.
• Generate random variables and use Monte Carlo integration.
• Choose relevant quantities to approximate using Monte Carlo methods.
• Implement methods for generating random variables in computer programs.
• Simulate distributions using Markov chains through Gibbs sampling and the Metropolis-Hastings algorithm.
• Perform Bayesian modeling and inference.
• Use parametric and non-parametric resampling methods (Bootstrap) to generate confidence intervals.

Prerequisites

MASC03 and MASC04 or equivalent. English 6/English Course B.

Selection criteria

Seats are allocated according to: ECTS (HPAV): 100 %.

Tuition fees for non-EU/EEA citizens

Citizens of countries outside:

• The European Union (EU)
• The European Economic Area (EEA) and
• Switzerland

are required to pay tuition fees. You pay an instalment of the tuition fee in advance of each
semester.

Tuition fees, payments and exemptions

Full programme/course tuition fee: SEK 21,250
First payment: SEK 21,250

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Note that you may also need to pay an application fee, or provide proof of exemption.

Application fee

No tuition fees for citizens of the EU, EEA and Switzerland

There are no tuition fees for citizens of the European Union (EU), the European Economic Area (EEA) and Switzerland.