Course: Applied Statistics II

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Course title Applied Statistics II
Course code MU/11184
Organizational form of instruction Lesson
Level of course Bachelor
Year of study 2
Semester Summer
Number of ECTS credits 2
Language of instruction Czech
Status of course Compulsory-optional
Form of instruction Face-to-face
Work placements This is not an internship
Recommended optional programme components None
Course availability The course is available to visiting students
  • KOČAN Zdeněk, doc. RNDr. Ph.D.
  • STOLÍN Oldřich, RNDr. Ph.D.
Course content
Statistical models. The geometry of the space of probability distributions. Singular statistical models. Variational Bayesian methods. Hierarchical models Pseudo-Bayesian methods: Expectation-maximization algorithm. Empirical Bayesian methods. First encounter with stochastic differential equations. Kalman filters. Dynamic filters. Purposeful control under random influences.

Learning activities and teaching methods
Recommended literature
  • Amari, Shun-ichi and Nagaoka, Hiroshi. Methods of Information Geometry. Oxford University Press, AMS, 2007.
  • Christian P. Robert and George Casella. Monte Carlo statistical methods. New York, 2004.
  • Christian P. Robert. The Bayesian choice: From decision-theoretic foundations to computational implementation. New York, 2007.
  • Karl Friston and Klaas Stephan and Baojuan Li and Jean Daunizeau. Generalised Filtering, Mathematical Problems in Engineering, Article ID 621670. 2010.
  • Sumio Watanabe. Algebraic geometry and statistical learning theory. New York, 2009. ISBN 9780521864671.

Study plans that include the course
Faculty Study plan (Version) Branch of study Category Recommended year of study Recommended semester
Mathematical Institute in Opava Mathematical Methods in Economics (2) Economy 2 Summer
Mathematical Institute in Opava Applied Mathematics in Risk Management (3) Mathematics courses 2 Summer
Mathematical Institute in Opava Mathematical Methods in Economics (3) Economy 2 Summer