Messages
I was very pleased with the results from the exam and project from most of you. In particular, the projects were very good!
A proposed solution to the written exam is given here.
There has been an earlier version of this course called STK4050. At the STK4050 exam web-page there are some earlier exams that are relevant. Note however that this only cover half of the course, the Monte Carlo part. Optimization was not a part of STK4050.
Everybody should now have got feedback on the second part of the project within the devilry system. A suggested solution set is also available at the course page.
1 e): The Gamma(0.01,0.01) prior can be problematic for some chosen algorithms. You can then try out Gamma(0.1,0.1) instead. Do however clearly specify your choise.
2a): The question here was perhaps a bit unclear. The expressions will depend on the data as well.
Geir
In the description of the model, the variance for the x-process should have been 102 and not 10. This is now corrected.
The second part of the project is now available, see the links on the main page.
The second part of the project will be available at Thursday November 2 with a deadline November 16.
Note: In order to make the evaluation of the project anonymous, do not hand in the declaration form together with the project when you deliver the project electronically. You can send that in by email at geirs@math.uio.no or giving it to me next Thursday.
There now should be possible to deliver the project exam through devilry. This should be the preferred method, but in case you get into problems, a paper version is also ok.
Geir
There are some misprints in book. Look at the syllabus page.
Points d and e were a bit confusing there. These are now updated.
The first part of the project exam is now made available on the course web-page. It is allowed to as for help on some technical issues regarding implementation.
The Department of Mathematics is currently placed at Ullev?l Station, Sognsveien 77B (second floor). In case you want to deliver the project by hand, you have to go there. We will however (hopefully) shortly provide a solution for electronic delivery as well.
There will be a written exam in addition to a project
The Project will be divided into two parts, the first part will be available at Monday October 2.
There will only be a final score on the written exam and the Project combined. Some feedback on the Project will however be given
Geir
Due to the celebration of the honorary doctorate for Sylvia Richardson, there will be a workshop on Thursday 11.00-16.00. Due to this, there will only be one hour lecturing this day (09.15-10.00). You can however participate on the workshop! The program is here and the talks are at Runde Auditorium, Domus Medica, UiO
On Friday 10.15, Sylvia will give her own honorary doctorate talk with the title “A personal view of statistics as a tool for discovery in the health sciences”. This event is also open to everyone and is given at Aud 3, Helga Engs hus
The course will start Thursday 24 at 10.15
In the first lecture we will go through several examples, illustrating different numerical problems that can occur in statistics.
Some of the topics in chapter 1 of the textbook will be covered, but most of this is supposed known in advance. Bayesian theory and Markov chains will be briefly discussed.
After that we will start on chapter 2: Optimization. Most of the univariate methods will also be assumed known and will only be briefly discussed. We will use some more time on the multivariate methods.