Checking date: 11/04/2018

Versión en español

Course: 2018/2019

Simulation and Resampling methods
(17308)
Bachelor in Data Science and Engineering (Plan: 392 - Estudio: 350)


Coordinating teacher:

Department assigned to the subject: Statistics Department

Type: Electives
ECTS Credits: 6.0 ECTS

Course: 4º
Semester:



Description of contents: programme
1. Random number generation 2. Monte Carlo methods a. Rejection method b. Importance sampling 3. Markov Chain Monte Carlo Methods a. Metropolis Hastings algorithm b. Gibbs sampling c. Slice sampling 4. Resampling methods a. Bootstrap b. Jacknife c. Randomization tests d. Cross-validation
Assessment System
  • % end-of-term-examination 60
  • % of continuous assessment (assigments, laboratory, practicals...) 40

The course syllabus may change due academic events or other reasons.