MU11184 Applied Statistics II

Mathematical Institute in Opava
Summer 2016
Extent and Intensity
0/2/0. 2 credit(s). Type of Completion: z (credit).
RNDr. Oldřich Stolín, Ph.D. (seminar tutor)
Guaranteed by
RNDr. Oldřich Stolín, Ph.D.
Mathematical Institute in Opava
MU11160 Applied Statistics
The student is supposed to be acquainted with the material covered in Applied statistics.
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
fields of study / plans the course is directly associated with
Course objectives (in Czech)
  • Statistical models.
    The geometry of the space of probability distributions.
    Singular statistical models.
    Variational Bayesian methods.
    Hierarchical models
    Pseudo-Bayesian methods: Expectation-maximization algorithm. Empirical Bayesian methods.
    First encounter with stochastic differential equations.
    Kalman filters.
    Dynamic filters.
    Purposeful control under random influences.
    recommended literature
  • Sumio Watanabe. Algebraic geometry and statistical learning theory. New York, 2009. ISBN 9780521864671. info
  • Amari, Shun-ichi and Nagaoka, Hiroshi. Methods of Information Geometry. Oxford University Press, AMS, 2007. info
  • Christian P. Robert. The Bayesian choice: From decision-theoretic foundations to computational implementation. New York, 2007. info
  • Christian P. Robert and George Casella. Monte Carlo statistical methods. New York, 2004. info
    not specified
  • Karl Friston and Klaas Stephan and Baojuan Li and Jean Daunizeau. Generalised Filtering, Mathematical Problems in Engineering, Article ID 621670. 2010. info
Language of instruction
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
Teacher's information
Requirements to pass the course:
Satisfactory completion of all assigned exercises with at most two exceptions.
The course is also listed under the following terms Summer 2013, Summer 2014, Summer 2015, Summer 2017, Summer 2018, Summer 2019, Summer 2021.
  • Enrolment Statistics (Summer 2016, recent)
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