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Numerical methods in statistics - Laboratory

Code: 61503
ECTS: 5.0
Lecturers in charge: doc. dr. sc. Tina Bosner - Lectures
Lecturers: doc. dr. sc. Tina Bosner - Exercises
dr. sc. Marija Galić - Exercises
English level:

1,0,0

All teaching activities will be held in Croatian. However, foreign students in mixed groups will have the opportunity to attend additional office hours with the lecturer and teaching assistants in English to help master the course materials. Additionally, the lecturer will refer foreign students to the corresponding literature in English, as well as give them the possibility of taking the associated exams in English.
Load:

1. komponenta

Lecture typeTotal
Lectures 15
Exercises 45
* Load is given in academic hour (1 academic hour = 45 minutes)
Description:
COURSE AIMS AND OBJECTIVES: introduce basic numerical methods used in statistics. The emphasis is in practical work in computer lab

COURSE DESCRIPTION AND SYLLABUS:
1. Direct methods for solving linear systems. Gaussian elimination, pivoting, LU decomposition, Cholesky decomposition.
2. Iterative methods for solving linear systems. Jacobi, Gauss-Seidel.
3. Least squares method. QR factorization, Householder's transformtions.
4. Least squares method. Givens rotations, conjugated gradient method.
5. Numerical solving of eigenvalue problems. Power method, QR decomposition, SVD.
6. Numerical solving of eigenvalue problems. Applications.
7. Function interpolation and approximation.
8. Discrete Fourier transformation.
9. Solving nonlinear equations. Bisection, secant method, Newton's method.
10. Solving nonlinear systems. Newton's method, Broyden's method.
11. Unconditional minimization. Newton's method. Secant method.
12. Nonlinear least square method.
13. Maximum likehood method.
14. Conditional minimization.
Literature:
4. semester
Mandatory course - Mandatory studij - Mathematical Statistics
Consultations schedule: