NMAA13025U Theoretical Statistics (TeoStat)
MSc Programme in Statistics
The course presents principles underlying statistical inference and provides tools for analyzing statistical methodology. It connects classical statistical theory such as the maximum likelihood principle or the analysis of unbiased estimators, to modern statistical methods, such as kernel machines and high-dimensional statistics.
- Maximum likelihood principle
- distances between distributions
- unbiased estimators, completeness
- reproducing kernel Hilbert spaces
- support vector machines
- using linear algebra and functional analysis for statistical analysis
- ridge penalties
- concentration inequalities
- theoretical analysis and evaluation of statistical methods
- developing of new statistical methodology
See Absalon for a list of course literature.
- 7,5 ECTS
- Type of assessment
- Oral examination, 25 minutesThere will be a 30min preparation time before the oral exam.
- Exam registration requirements
The students have to hand-in 3 group assignments (up to two students), which need to get approved.
- All aids allowed
- Marking scale
- 7-point grading scale
- Censorship form
- No external censorship
Several internal examiners
Same as ordinary exam. If the mandatory assignments have not been approved during the course the non-approved assignment(s) must be handed in no later than two weeks before the beginning of the re-exam week. The assignments must be aproved before the re-exam.
Criteria for exam assesment
The student must in a satisfactory way demonstrate that he/she has mastered the learning outcome of the course.
- Theory exercises