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Computational Statistics
Content partner
Utrecht University
Course coordinator
Dr. R. (Rutger) van der Bor
Description
Course  Computational Statistics 
Date  3  7 March 2025 
Course coordinator  Dr. R (Rebecca) K. Stellato 
Course description  Computational statistics concerns the development, implementation and study of computationally intensive statistical methods. Such methods are often used e.g. in the fields of data visualization, the analysis of large datasets, Monte Carlo simulation, resampling methods such as the bootstrap, permutational methods, Markov Chain Monte Carlo methods and various numerical methods of equation solving such as the EM algorithm and NewtonRaphson iteration. A very powerful tool to implement such methods is the R statistical programming language. This course will present essential methods in computational statistics in a practical manner, using realworld datasets and statistical problems. Examples will include e.g. 1) evaluating and comparing the performance of different statistical techniques in a specific setting using simulation, 2) implementing complex methods such as an EM algorithm to fit a joint model, 3) implementing the bootstrap to obtain a standard error estimate which is not available in closedform. We will also develop advanced R programming skills. Book: Extensive use will be made of the book Statistical Computing with R, by Maria L. Rizzo, Chapman & Hall/CRC, ISBN: 9781584885450. 
Course objectives  At the end of the course, the student:

Prerequisite knowledge  Introduction to Statistic, Classical Methods in Data Analysis and Modern Methods in Data Analysis or their equivalents. Familiarity with the statistical package R is required. 
Course days  Monday, Tuesday, Wednesday, Thursday, Friday 
Course format  Lectures, computer practicals, self study 
Assessment  Practical exercises including short case studies All elements have to be awarded with at least a 5.5 in order to pass the final Assessment. 
Number of participants  40 
Course fee  € 980, 
Prerequisite for participation is sufficiënt capacity in terms of teachers and locations. 
Maximum participants
40
Fee (€)
980.00