Wiki page, MVE550 Stochastic processes and Bayesian inference Autumn 21: Course PM

Wiki page
2021-05-04T15:43:58+02:00

This page includes information about aim and learning outcomes, teachers, literature, examination, examination procedures, old exams and course evaluation. The program for all teaching sessions can be found on a separate page (Course syllabus).

Aim and learning outcomes

The aim and learning outcomes of the course can be found in the course plan.

Changes compared to the last occasion

The main change compared to 2020 is that the course is now given in a hybrid format, with IRL lectures and exercise sessions.

Teachers

Examiner and lecturer: Petter Mostad

Teaching assistant: Anton Johansson

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Course literature

Main textbook: Dobrow(D): Introduction to Stochastic Processes with R. Available as e-book at Chalmers. A zip file with the author's R scripts is available here. Some sections of the book will not be in the curriculum; this will be specified on the Syllabus page.

A compendium on Bayesian inference.

Reference literature: Insua, Ruggeri, Wiper: Bayesian Analysis of Stochastic Process Models: Available as e-book at Chalmers. (This book will only be used as reference.)

English-Swedish mathematical dictionary.

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Examination

The examination consists of two elements: The three obligatory assignments and a written examination at the end. Results from these two elements are stored separately in Ladok, so they may in principle be completed in different years. Both elements must be completed to pass the course, but the passing grade is determined by the grade on the written exam. The exam will give a maximum of 30 points, with 12-17.5 points resulting in grade 3, 18-23.5 resulting in grade 4, and 24-30 points resulting in grade 5.
At the exam, the only aids allowed is a Chalmers-approved calculator.

The dates, times and places for the exams are in the student portal.

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Examination procedures

In Chalmers Student Portal you can read about when exams are given and what rules apply to exams at Chalmers. In addition to that, there is a schedule when exams are given for courses at the University of Gothenburg.

Before the exam, it is important that you sign up for the examination. You sign up through Ladok.

At the exam, you should be able to show valid identification.

After the exam has been graded, you can see your results in Ladok.

After the annual (regular) examination:
When it is practical, a separate review is arranged. The date of the review will be announced here on the course homepage. Anyone who can not participate in the review may thereafter retrieve and review their exam at the Mathematical Sciences Student office. Check that you have the right grades and score. Any complaints about the marking must be submitted in writing at the office, where there is a form to fill out.

After a re-examination:
Exams are reviewed and retrieved at the Mathematical Sciences Student office. Check that you have the right grades and score. Any complaints about the marking must be submitted in writing at the office, where there is a form to fill out.

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Course evaluation

At the beginning of the course, at least two student representatives will be appointed to carry out the course evaluation together with the teachers. The evaluation takes place through communication between teachers and student representatives during the course. A startup meeting, a mid-meeting, and a meeting after the end of the course will be arranged. A course evaluation survey will be collected from the students after the end of the course.

Guidelines for Course evaluation in Chalmers student portal.

Student representatives

Joel Wall joelval (at) student.chalmers.se

Filip Rydin filipry (at) student.chalmers.se

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Old exams

The re-exam on 2022-08-22 is available here with suggested solutions here.

The re-exam on 2022-04-13 is available here with suggested solutions here.

The course exam on 2022-01-08 is available here with suggested solutions here.

The re-exam on 2021-08-23 is available here with suggested solutions here.

The re-exam on 2021-04-09 is available here with suggested solutions here.

The course exam on 2021-01-09 is available here with suggested solutions here.

The re-exam on 2020-08-17 is available here with suggested solutions here.

The re-exam on 2020-04-08 is available here with suggested solutions here.

The course exam on 2020-01-18 is available here with suggested solutions here.

The re-exam on 2019-08-19 is available here, with suggested solutions here.

The re-exam on 2019-04-24 is available here, with suggested solutions here.

The course exam, on 2019-01-16, is available here, with suggested solutions here.

A trial exam is available here, with suggested solutions here.

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Program

The program can be found on the Course syllabus.

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