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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
- 18 January 2027
- Lund
- 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>
Admission scores
Entry requirements
For admission to the course knowledge equivalent to at least one of the courses MASC13, Markov processes, 7.5 credits or MASC14, Stationary Stochastic processes, 7.5 credits are required together with English 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
- 2027-01-18
- Measure
- Entry-requirement text reproduced from the published Susa data; no personal eligibility assessment is made.
- Population
- Education offering e.uoh.lu.masm11.52951.20271
- 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.masm11.52951.20271
- Offering identity in the source
- e.uoh.lu.masm11.52951.20271
- Education-form source code
- HS
- Education code in the source
- MASM11
- Change time according to the source
- 2026-07-06T16:45:06
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.