# 2020/21 Taught Postgraduate Module Catalogue

## MATH5835M Statistical Computing

### 15 creditsClass Size: 82

**Module manager:** Dr Jochen Voss**Email:** J.Voss@leeds.ac.uk

**Taught:** 1 May to 30 Sep, Semester 1 (Sep to Jan) View Timetable

**Year running** 2020/21

### Pre-requisites

MATH2715 | Statistical Methods |

**This module is not approved as an Elective**

### Module summary

The use of computers in mathematics and statistics has opened up a wide range of tech- niques for studying otherwise intractable problems and for analysing very large data sets."Statistical computing" is the branch of mathematics which concerns these techniques for situations which either directly involve randomness, or where randomness is used as part of a mathematical model. This module gives an overview of the foundations and basic methods in statistical computing.One of the most important ideas in statistical computing is, that often properties of a stochastic model can be found experimentally, by using a computer to generate many random instances of the model, and then statistically analysing the resulting sample. The resulting methods are called Monte Carlo methods, and discussion of such methods forms the main focus of this module.### Objectives

On completion of this module, students should:(a) be able to apply standard methods for random number generation

(b) understand principles and methods of stochastic simulation;

(c) be able to apply different Monte Carlo methods;

(d) be familiar with software for advanced statistical computing;

(e) be able to implement statistical algorithms for a given problem.

**Skills outcomes**

Transferable Skills: computing and programming skills; report writing.

### Syllabus

(a) Random number generation

(b) Monte-Carlo methods

(c) Markov Chain Monte Carlo (MCMC) methods

(d) Resampling methods

### Teaching methods

Delivery type | Number | Length hours | Student hours |

Lecture | 17 | 1.00 | 17.00 |

Practical | 1 | 1.00 | 1.00 |

Practical | 1 | 2.00 | 2.00 |

Private study hours | 130.00 | ||

Total Contact hours | 20.00 | ||

Total hours (100hr per 10 credits) | 150.00 |

### Private study

Studying and revising of course material.Completing of assignments and assessments.

### Opportunities for Formative Feedback

Examples sheets.### Methods of assessment

**Coursework**

Assessment type | Notes | % of formal assessment |

Report | 6-10 pages | 20.00 |

Total percentage (Assessment Coursework) | 20.00 |

There is no resit available for the coursework component of this module. If the module is failed, the coursework mark will be carried forward and added to the resit exam mark with the same weighting as listed above.

**Exams**

Exam type | Exam duration | % of formal assessment |

Open Book exam | 2 hr 30 mins | 80.00 |

Total percentage (Assessment Exams) | 80.00 |

Normally resits will be assessed by the same methodology as the first attempt, unless otherwise stated

### Reading list

The reading list is available from the Library websiteLast updated: 10/08/2020 08:42:08

## Browse Other Catalogues

- Undergraduate module catalogue
- Taught Postgraduate module catalogue
- Undergraduate programme catalogue
- Taught Postgraduate programme catalogue

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