Module Descriptor School of Computer Science and Statistics
|Module Name||Stochastic models in space and time I|
|Module Short Title|
Lecture hours: 36
Some of these lecture hours may be tutorials or computer labs.
Total hours: 36
|Module Personnel||Dr Jason Wyse|
Students will have ability to discuss and model simple versions of the following processes in time:
Identify and use various stochastic processes for statistical modelling. Use application of stochastic processes to deal with a large selection of problems. Appreciate the importance of stochastic processes, and their mathematics.
Specific topics addressed in this module include:
|Recommended Reading List|
The central text is
Ross, S. M. Introduction to Probability Models, Academic Press.8th ed 2003 519.2 M94*7 ; 7th ed 519.2 M94*6 ; 6th ed 2002 PL-403-442 ; 5th ed 1993 PL-224-947. In the 6th ed, Ch 1-4, 6, 10 are relevant
Aspects of the following are relevant for MCMC (not entire course)
Robert, C. and Casella, G. Monte Carlo Statistical Methods, Springer, 2nd ed.
ST2351 and ST2352.
Assesment 90% based on final exam and 10% based on assignments
|Academic Year of Data|