Mathematical Statistics: Monte Carlo Methods for Statistical Inference

Education facts

Code: MASM11

<p>How to use a computer to generate random numbers and how to use these number to solve mathematical and statistical problems.</p><p>The course gives an overview of simulation based methods of statistical analysis. Markov chain methods for complex problems, e.g. Gibbs sampling and the Metropolis-Hastings algorithm. Bayesian modelling and inference. The re-sampling principle, both non-parametric and parametric. The Jack-knife method of variance estimation. Methods for constructing confidence intervals using re-sampling. Re-sampling in regression. Permutations test as an alternative to both asymptotic parametric tests and to full re-sampling. Examples of mor complicated situations. Effective numerical calculations in re-sampling. The EM-algorithm for estimation in partially observed models.</p><p>https://www.maths.lu.se/english/education/all-courses/courses-faculty-of-science/</p>

Entry requirements

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

Education offerings

Each offering has its own dates and conditions. Closed offerings are retained as history and do not mean that a new application is open.

• Mathematical Statistics: Monte Carlo Methods for Statistical Inference

  Lund University

  Start date: 19 January 2026

  End date: 22 March 2026

  Pace of study: 50 %