Courses

Advanced Computational Statistics

Submitted by Frank Miller on December 20, 2022 - 15:02

This course focuses on computational methods for optimisation, simulation and integration needed in statistics. The optimisation part discusses gradient based, stochastic gradient based, and gradient free methods. Further, constrained optimisation will be a course topic. We will discuss techniques to simulate efficiently for solving statistical problems. The course will start on March 16; course homepage (with full schedule): http://www.adoptdesign.de/frankmillereu/adcompstat2023.html.

Course Data
University: 
Linköping
Offered: 
2023:1
Level: 
PhD
Credits (ECTS): 
8
Type of schedule: 
Travel friendly schedule

Stochastic differential equations with R school

Submitted by kbart on December 12, 2022 - 15:26

At the Division of Statistics and Machine Learning, Department of Computer and Information Science, Linköping University, 21st-24th March 2023 we will be hosting a school concerning stochastic differential equations and the YUIMA R package (Simulation and Inference for SDEs and Other Stochastic Processes, https://cran.r-project.org/web/packages/yuima/index.html ) . The lectures will be given by members of the YUIMA team. Below is a nearly final program of the school. The dates are fixed.

Course Data
University: 
Linköping
Offered: 
2023:1
Level: 
PhD
Credits (ECTS): 
3
Type of schedule: 
Travel friendly schedule

Statistical Climatology

Submitted by johantykesson on September 23, 2022 - 01:39

Course description

The course will consist of two or three cases, i.e., scientific questions that we seek to answer. Scientific background material, in the form of links, summary texts, and lectures, will be provided to aid the analysis. Technical lectures (detailed or overviews) are available upon request. The class will be divided into groups, each of which do their own analysis. The intent is to have each group contain a broad spectrum of expertise.

Course Data
University: 
Göteborg
Offered: 
2022:2
Level: 
PhD
Credits (ECTS): 
8
Type of schedule: 
Schedule to be decided

Probability theory

Submitted by makr on May 28, 2022 - 13:05

This will be a PhD course in probability theory taught by Zangin Zeebari. The course will be online. For further question and registration contact Kristofer Månsson (kristofer.mansson@ju.se). The syllabus contains information about content and litterature etc. 

Course Data
University: 
Jönköping
Offered: 
2022:2
Level: 
PhD
Credits (ECTS): 
8
Type of schedule: 
Travel friendly schedule

Statistical Inference II

Submitted by ingeborg on January 26, 2022 - 13:26

Textbook The course will mainly follow A. W. van der Vaart (1998) Asymptotic Statistics. Cambridge University Press, Cambridge, UK.

Structure Lectures and exercises
Assessment Hand-in exercises.

Pre-requisites Statistical Inference I (7.5 hp), PhD level, or equivalent.


Course plan Selected chapters from van der Vaart (1998) will be covered during the course. The course will be held during June (weeks 23, 24, 25) and August (weeks 33 and 34).

Course Data
University: 
Uppsala
Offered: 
2022:1
Level: 
PhD
Credits (ECTS): 
8
Type of schedule: 
Travel friendly schedule

Advanced Multivariate Statistics

Submitted by ingeborg on November 26, 2021 - 16:24

We invite you to: 

Course Advanced Multivariate Statistics (15 ECTS)

Teacher

Rauf Ahmad: rauf.ahmad@statistik.uu.se
Tatjana Pavlenko: tatjana.pavlenko@statistik.uu.se

Course Data
University: 
Uppsala
Offered: 
2022:1
Level: 
PhD
Credits (ECTS): 
15
Type of schedule: 
Travel friendly schedule

Optimal Experimental Design

Submitted by jolanta.pielasz... on February 6, 2021 - 09:58

Course plan

The course is about optimal experimental design – planning of experiments. The basic idea of design optimization (best estimation of unknown model parameters, information or moment matrix, etc.) and commonly used design criteria in linear models are the main parts of the course. Besides optimal designs in classical linear models, optimal designs for estimation and prediction of fixed and random effects in particular mixed models will be discussed.

Course Data
University: 
Linköping
Offered: 
2021:1
Level: 
PhD
Credits (ECTS): 
3
Type of schedule: 
Travel friendly schedule

Optimisation algorithms in Statistics II, 3.5 credits

Submitted by Frank Miller on January 8, 2021 - 12:55

Based on the topics discussed in first part of the course, we continue with deepening the theoretical basis for stochastic optimisation algorithms. Specifically, we discuss theory around Stochastic Gradient Ascent (including momentum and adaptive step sizes), Simulated Annealing, and Particle Swarm Optimisation. Theoretical results on convergence and speed will be discussed.

See http://gauss.stat.su.se/phd/oasi/optimisation2.html for more information.

Course Data
University: 
Stockholm
Offered: 
2021:1
Level: 
PhD
Credits (ECTS): 
4
Type of schedule: 
Travel friendly schedule

PhD course in Econometrics, 15 ECTS credits, spring 2021

Submitted by jolanta.pielasz... on November 14, 2019 - 00:05

All lectures are expected to be streamed live online, through Zoom. Apart from traditional white-board lectures, there will also be computer classes to ensure a strong connection to empirical econometric modelling.  
We will be following the book Econometric analysis: 8th Edition. W. H. Greene closely throughout the course. The exam will consist of a number of home assignment involving theoretical matters as well as empirical analyses. Students who have not yet applied to the course should do this asap, directly to the course coordinator (see contact info below). 

Course Data
University: 
Linné
Offered: 
2021:1
Level: 
PhD
Credits (ECTS): 
15
Type of schedule: 
Travel friendly schedule

Causal inference

Submitted by xavierdeluna on October 5, 2020 - 13:20

This course will be run on-line via zoom, except for the final exam which is onsite (but local examination might be arranged for PhD students at other universities).

Course Data
University: 
Umeå
Offered: 
2020:2
Level: 
Master
PhD
Credits (ECTS): 
8
Type of schedule: 
Travel friendly schedule

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