Checking date: 11/04/2018 16:45:14


Course: 2018/2019

Simulation and Resampling methods
(17308)
Bachelor in Data Science and Engineering (Study Plan 2018) (Plan: 392 - Estudio: 350)


Coordinating teacher:

Department assigned to the subject: Statistics Department

Type: Electives
ECTS Credits: 6.0 ECTS

Course:
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/test 60
  • % of continuous assessment (assigments, laboratory, practicals...) 40




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