MU:MU11185 Applied Statistics II - Course Information
MU11185 Applied Statistics IIMathematical Institute in Opava
- Extent and Intensity
- 2/1/0. 3 credit(s). Type of Completion: zk (examination).
- Mgr. Samuel Joshua Roth, Ph.D. (lecturer)
Mgr. Jan Tesarčík, Ph.D. (seminar tutor)
- Guaranteed by
- RNDr. Oldřich Stolín, Ph.D.
Mathematical Institute in Opava
- Mon 13:05–14:40 202
- Timetable of Seminar Groups:
- ( MU20027 Strategic Management and Forec || MU11160 Applied Statistics ) && TYP_STUDIA ( B )
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
- The course Applied Statistics consists of lectures and tutorials whose goal is to introduce students to Bayesian statistics and its practical methods.
- 1. Statistical models.
2. The geometry of the space of probability distributions.
3. Singular statistical models.
4. Variational Bayesian methods.
5. Hierarchical models
6. Pseudo-Bayesian methods: Expectation-maximization algorithm. Empirical Bayesian methods.
7. First encounter with stochastic differential equations.
8. Kalman filters.
9. Dynamic filters.
10. Purposeful control under random influences.
- 1. Statistical models.
- required literature
- Christian P. Robert. The Bayesian choice: From decision-theoretic foundations to computational implementation. New York, 2007. info
- 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 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)
- Study Materials
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.
Activity Difficulty [h] Cvičení 10 Domácí příprava na výuku 24 Přednáška 20 Příprava na zápočet 8 Příprava na zkoušku 16 Summary 78
- Enrolment Statistics (recent)
- Permalink: https://is.slu.cz/course/sumu/summer2021/MU11185