MAS472/6004: Computational Inference

This year I will only be using MOLE for the discussion boards and announcements. All course materials will be provided here. If you would like to ask a question, please post it on the MOLE discussion board.

There are three sets of assessed exercises, each of which is worth 5% of the module mark. The deadlines are Tuesday at 12:00 noon on 19 March, 2 April, and 7 May. Work will be submitted via MOLE.

My office hours are 10-11am on Mondays and Wednesdays. My office is I14 on I floor. If you want to come and see me at another time please make an appoint by email.

Lecture Notes

If you want to print, then here they are with four slides per page:

Lecture videos

Videos of the lectures are available here.

Recommended reading

This course covers a range of different topics, and I am not aware of one book that is suitable for them all. A book suitable for R is

• Robert, C. and Casella, G. (2009) Introducing Monte Carlo Methods with R. Springer.

These books are recommended for material on Monte Carlo methods, randomisation/permutation tests, bootstrapping and random number generation:

• Gentle, J. E. (2002) Elements of Computational Statistics. Springer.
• Morgan, B. J. T. (1984) Elements of Simulation, Wiley.

A good book for the section on likelihood methods is:

• Garthwaite, P. H., Joliffe I. T. & Jones B. (2002) Statistical Inference, 2nd edition. Oxford University Press.

Past exam papers and solutions

The past exam papers are available here. The solutions are listed below.

No additional past papers or solutions will be provided.