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COMPUTATIONAL STATISTICS - 149021-ENG

courses
ID:
149021-ENG
Dettaglio:
SSD: Statistics Duration: 48 CFU: 6
Located in:
BERGAMO
Url:
Course Details:
ECONOMICS AND DATA ANALYSIS - 149-R-EN/Data Science Year: 2
Year:
2026
  • Overview
  • Syllabus
  • Degrees
  • People
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Overview

Date/time interval

Secondo Semestre (15/02/2027 - 28/05/2027)

Syllabus

Course Objectives

The course is designed to provide knowledge and understanding of contemporary computational methods for solving complex inferential problems. By the end of the course, students will be able to apply existing functions within the R software framework and independently implement new functions and computational techniques tailored to specific inferential challenges across various statistical models.


Course Prerequisites

- Good understanding of probability, inferential statistics, and essential statistical models.

- Fundamental knowledge of the R programming language.


Teaching Methods

The course consists of a total of 48 hours, combining theoretical lectures (supported by slides) with practical sessions using R software.


Assessment Methods

The exam includes a practical assessment featuring both theoretical questions and exercises that require the use of the R software. The evaluation will focus also on the ability to critically interpret the results.


Contents

- Transformation of random variables
- Empirical distribution function and asymptotics
- Monte Carlo methods and random number generation
- Bootstrap methods
- optimization: bisection, newton-raphson, secant,
- mutlivariate optimization: gradient ascent-descent, gradient ascent-descent with momentum and multivariate newton-raphson
- EM algorithm with mixture models as an example
- introduction to state-space models

Online Resources

  • E-learning
  • Leganto - Reading lists

Degrees

Degrees

ECONOMICS AND DATA ANALYSIS - 149-R-EN 
Master's Degree
2 years
No Results Found

People

People (2)

LANDO Tommaso
Settore STAT-01/A - Statistica
Gruppo 13/STAT-01 - STATISTICA
AREA MIN. 13 - Scienze economiche e statistiche
Professori Associati
RIMELLA Lorenzo
Settore STAT-01/A - Statistica
Gruppo 13/STAT-01 - STATISTICA
AREA MIN. 13 - Scienze economiche e statistiche
Ricercatori Legge 240/10 - t.det.
No Results Found

Other

Main module

COMPUTATIONAL STATISTICS
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