Valid from: Autumn 2020
Decided by: Professor Thomas Johansson
Date of establishment: 2020-05-19
Division: Mathematical Statistics
Course type: Course given jointly for second and third cycle
The course is also given at second-cycle level with course code: FMSN20
Teaching language: English
The aim of the course is to provide the student with tools for handling high-dimensional statistical problems. The course contains models, and methods with practical applications, mainly for spatial statistics and image analysis. Of special importance are the Bayesian aspects, since they form the foundation for many modern spatial statistical and image analysis methods. The course emphasises methods with appications in climate, environmental statistics, and remote sensing.
Knowledge and Understanding
For a passing grade the doctoral student must
Competences and Skills
For a passing grade the doctoral student must
Judgement and Approach
For a passing grade the doctoral student must
Bayesian methods for stochastic modelling, classification and reconstruction. Random fields, Gaussian random fields, Kriging, Markov fields, Gaussian Markov random fields, non-Gaussian observationer. Covariance functions, multivariate techniques. Simulation methods for stochastic inference (Gibbs sampling). Applications in climate, environmental statistics, remote sensing, and spatial statistics.
Gelfand, A., Diggle, P. & Guttorp, P.: Handbook of Spatial Statistics. CRC Press Inc, 2010.
Types of instruction: Lectures, laboratory exercises, project
Examination formats: Written report, seminars given by participants
Grading scale: Failed, pass
Examiner:
Admission requirements: At least one course of FMSF15 Markov processes or FMSF10 Stationary stochastic processes. Matlab proficiency.
Course coordinators:
Web page: www.maths.lth.se/matstat/kurser/fmsn20/