Advanced Statistical Computing
Collegejaar:  20142015 

Studiegidsnummer:  4373ADSTCY 
Docent(en): 

Voertaal:  Engels 
Blackboard:  Ja 
EC:  3 
Niveau:  500 
Periode:  Semester 1, Blok I 
 Wel Keuzevak
 Wel Contractonderwijs
 Wel Exchange
 Wel Study Abroad
 Geen Avondonderwijs
 Wel AlaCarte en Aanschuifonderwijs
 Geen Honours Class
Admission requirements

Description
This course gives an introduction to advanced topics in statistical computation. Prior experience
of programming in the R language will be assumed; we will however meet limitations of R and
occasionally need to look outside of R for suitable tools. A selection of topics included is:
 Simulation of random variables
 Sampling distributions and power functions.
 Visualization, Monte Carlo Integration
 Numerically intensive methods: Bootstrap, EM, MCMC, Bayes’ nets.
 Numerical Algorithms
Course objectives
Develop programming skills for Statistical Computing
Mode of Instruction
Lectures and (computer) assignments in the computer language of the statistical package R, to be downloaded from the Rproject site http://www.rproject.org. It is free!
Time Table
For the course days, course location and class hours check the Time Table 201415 under the tab “Masters Programme” at http://www.math.leidenuniv.nl/statscience
Assessment method
By weekly reports (2/3 of final grade) and a final open book written exam (1/3 of final grade)
Date information about the exam and resit can be found in the Time Table 201415 pdf document under the tab “Masters Programme” at http://www.math.leidenuniv.nl/statscience. The exams take place in the Snellius building, the room will be announced on the electronic billboard, to be found at the opposite of the entrance, the content can also be viewed online at:“http://info.liacs.nl/math/”:http://info.liacs.nl/math/
If the exam does not take place in the Snellius building, then an announcement will be sent via blackboard.
Registration
Enroll in Blackboard for the course materials and course updates.
To be able to obtain a grade and the ECTS for the course, sign up for the (re)exam in uSis ten calendar days before the actual (re)exam will take place. Note, the student is expected to participate actively in all activities of the program and therefore uses and registers for the first exam opportunity.
Exchange and Study Abroad students, please see the Prospective students website for information on how to apply.
Reading list
 Statistical computing with R, by Maria L. Rizzo, Chapman and Hall.
Background knowledge of R:  The art of R programming, Norman Matloff, No Starch Press 2011, ISBN: 9781593273842
Contact information
gill [at] math [dot] leidenuniv [dot] nl
Remarks
 This is a compulsory course in the Master’s programme of the specialisation Statistical Science for the Life & Behavioural sciences.
Maakt deel uit van  Soort opleiding  Semester  Blok 

Mathematics  Master  1  
Mathematics: Statistical Science for the Life and Behavioural Sciences  Master  1  I 