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Lund University
Mathematical Statistics: Monte Carlo Methods for Statistical Inference
<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.…
- Higher education
- Information unavailable
- 19 January 2026
- Information unavailable
- Information unavailable
- 50 %
Overview
<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>
Admission scores
Entry requirements
MASC03 and MASC04 or equivalent. English 6/English Course B.
The text is reproduced from the Susa source. Antagningsdata does not map GY11 and GY25 or assess personal eligibility.
Source, measure and data quality
- Source
- Skolverket Susa-navet
- Period
- 2026-01-19
- Measure
- Entry-requirement text reproduced from the published Susa data; no personal eligibility assessment is made.
- Population
- Education offering e.uoh.lu.masm11.52951.20261
- Last checked
- 2026-09-23T10:38:33.477975+00:00
- Limitation
- Antagningsdata does not map GY11 and GY25. General and specific conditions are not separated without structured source data.
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About the provider
Sources and data quality
Education facts for the selected offering come from Skolverket Susa-navet.
Retrieved . Published . Times are shown in Swedish local time.
Source identity and publication version
- Publication version
- 8e217193-f5fa-4778-b085-a4521fd03e8d
- Education identity in the source
- i.uoh.lu.masm11.52951.20261
- Offering identity in the source
- e.uoh.lu.masm11.52951.20261
- Education-form source code
- HS
- Education code in the source
- MASM11
- Change time according to the source
- 2025-07-09T12:15:41
The provider, education and education offering are separate identities. Application information should be checked on the official website. Supplementary statistics have not been obtained from this source.