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STAT-F421

Topics in probability theory

academic year
2022-2023

Course teacher(s)

Yves-Caoimhin SWAN (Coordinator)

ECTS credits

5

Language(s) of instruction

english

Course content

The content changes regularly, according to the students' profiles and interests. This year I plan to cover the following topics:
- Simulation of uni and multi variate probability distributions 
- Bayesian probability 
- MCMC (Gibbs sampler, ...) 

Objectives (and/or specific learning outcomes)

After this course, a student will be able to
- get familiar with a non-standard topic in probability
- appreciate certain aspects of modern research in probability

Teaching methods and learning activities

Lectures (theory)

Contribution to the teaching profile

  • Learning some advanced notions in some fields of probability and statistics

References, bibliography, and recommended reading

A selection of recent research papers, to be fixed during the course

Course notes

  • Université virtuelle

Other information

Contacts

Yvik Swan
<Yvik.Swan@ulb.be>

Campus

Plaine

Evaluation

Method(s) of evaluation

  • Oral examination

The exam is an oral test. It might also consist in an oral presentation.
It is organized in June (and, if needed, in August/September).

Language(s) of evaluation

  • english
  • (if applicable french )

Programmes