Course syllabus
In this course, you will combine probability and mathematical statistics with simulation and computation to explore stochastic models, analyse data, and see how mathematical theory behaves in practice. This page contains the preliminary program of the course: lectures and computer labs.
Many information, such as learning outcomes, teachers, literature and examination, are in the official syllabus and a separate course PM, in particular information about the mandatory assignments the grades are based on.
The schedule of the course is in TimeEdit, the course is in person.
Lectures
None of the computer lab sessions are mandatory to attend. However you are strongly encouraged to attend as we have limited resources to provide help outside teaching hours.
| Day | Topics (preliminary) | Code and data files |
Slides/notes | Extras |
| Wed 2 Sept |
Intro. Least squares beyond linear regression and the GPS problem. |
lecture1.pdf |
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| Wed 9 Sept | Still GPS. Nonlinear least squares with the Gauss-Newton method. | lecture2.pdf | ||
| Wed 16 Sept | Uncertainty quantification | |||
| Wed 23 Sept | Monte Carlo methods | |||
| Wed 30 Sept | Bayesian inference | |||
| Wed 7 Oct |
Bayesian inference continued | |||
| Wed 14 Oct | Simulation of stochastic processes | |||
Computer labs
Computer labs will take place in the computer rooms MVF22/MVF24/MVF25 as from the schedule on TimeEdit. None of the computer lab sessions are mandatory to attend. However you are strongly encouraged to attend as we have limited resources to provide help outside teaching hours. More info are at the "Computer Labs" section at Course PM.
These labs are not structured with presentation of concepts from the teaching assistants. They are there to help if you have questions regarding exercises.
Deadlines for handing in
Here are the deadlines. For instructions on the assignments and info on the examination, see the course PM.
| Assignment | Type of examination |
Recommended deadline |
Final deadline for all assignments: 2 November |
| A1 | LaTeX report | Wed 17 September @23.59 | 2 November |
| A2 | LaTeX report | Wed 24 September @23.59 | 2 November |
| A3 | LaTeX report | Wed 8 October @23.59 | 2 November |
| A4 | LaTeX report | Mon 27 October @23.59 | 2 November |
Course summary:
| Date | Details | Due |
|---|---|---|