Course syllabus

Course PM

This page contains the program of the course. Other information, such as learning outcomes, teachers, literature, examination, and old exams, are in a separate course PM.

Program

The schedule of the course is in TimeEdit and in the table below. Each week there are (generally) three lectures. There is also an exercise session on Thursdays.

The lectures will be possible to follow either in the lecture room or live on-line, and will be recorded. Recordings will be available from this Canvas page.

Details about the literature is found in the course PM; the relevant chapters for the different lectures are listed in the table below. Overheads and other material used in the lectures will be posted on Canvas (mostly) before the lectures. 

There will be two parallel exercise sessions, and you can choose to attend either (or none). The teachers will demonstrate solutions to specific exercises, listed in the table below, and there will be time for discussions and individual help. Lists of additional recommended exercises are also found below. Generally exercise sessions will focus on material from the lecture a half to one week earlier, so you have time between the lecture and the exercise class to work on the exercises.

The following sections of Dobrow are NOT part of the curriculum: 3.9, 3.10, 5.5, 5.6, 6.8, 9.1,9.2,9.3.

Assignments

An important part of the course are the three obligatory assignments. They should be solved and submitted in small groups of 2-3 students. The groups are created by the students themselves. It may be a good idea to find a group directly, as you can then get started working together with somebody. One way to find group partners is to use "Discussions" here in Canvas. If you need help, you may contact Petter.

When your group is ready to submit answers to the first assignment, one group member goes to the "People" menu and the "First assignment group" menu. Select a group without members, and then invite your group partners into the group. The answers are then submitted in the name of this group. This ensures that all group members get graded, and get feedback, as they should. Normally the same people will work together for all three assignments, but occasionally students switch groups, or drop out of the course. To handle such complications, you will need to repeat the procedure of selecting a group and inviting in group members for the second and third assignment, using the "Second assignment group" and "Third assignment group" menus.

For more details on the assignments go to the list at the bottom of this page.

Some recommended exercises

Dobrow: 

Chapter 1: 1, 3, 7, 17, 26, 33

Chapter 2: 1, 3, 5, 9, 11, 25

Chapter 3: 1, 3, 7, 11, 13, 19, 33

Chapter 4: 1, 3, 7, 17, 23, 33

Chapter 5: 1, 3, 7, 15

Chapter 6: 1, 3, 7, 9, 15, 19

Chapter 7: 3, 7, 11, 13, 21, 29

Chapter 8: 3, 5, 7, 11, 13, 19

Some solutions.

NOTE: It is highly recommended to practice solving old exams: They are available, together with solutions, from the PM page.

In the compendium, all exercises are recommended, including those not listed in the schedule below. Solutions can be found in an Appendix of the compendium. 

IMPORTANT: The selection of exercises above is intended as a study help. It is NOT the case that theory, techniques, or ideas mentioned in the lectures but not "trained" in the exercises above cannot appear on the exam! You are expected to know and understand theory well enough to be able to apply it even when you have not done exercises with it.

If you have questions about the exercises above (or any other exercises) you are welcome to ask questions at the exercise classes. In these classes, we will mainly go through together the separate list of exercises listed in the schedule below.

Lectures and exercise classes

(when there are technical difficulties with the recordings below, you might want to consult the recordings from 2022)

Contents Study material Meeting
Lecture 1: Introduction and review

Dobrow Chapter 1 + Appendices A, B, C, D. Overheads. Recording (with some problems).

 

Tuesday 31/10 13:15 - 15:00, HB3. Link to Zoom meeting (passcode: 227774)

Lecture 2: Basics of Bayesian inference

Compendium Chapter 1.

Recording (Part 1)

Recording (Part2)

Thursday 2/11 13:15 - 15:00, HC4. Link to Zoom meeting (passcode: 227774)

Exercises

Dobrow Chapter 1: 6, 9, 10, 14, 16, 20, 24, 30, 32, 35.

Thursday 2/11 15:15 - 17:00, SB-L200, SB-L216. All exercises will be in these rooms. 

Lecture 3: Markov chains

Dobrow Chapter 2

Recording

 Tuesday 7/11 13:15 - 15:00. HB3.  Link to Zoom meeting (passcode: 227774)

Lecture 4: Markov chains

Dobrow Chapter 3

Recording

Thursday 9/11 13:15 - 15:00, HB3.  Link to Zoom meeting (passcode: 227774)

Exercises

Compendium Chapter 1: 3, 4, 6, 7. 

Dobrow Chapter 2: 2, 7, 10, 14, 16, 17, 18

Thursday 9/11 15:15 - 17:00.

Lecture 5: Markov chains

Dobrow Chapter 3

Recording

 

Friday 10/11 13:15 - 15:00, HB3.  Link to Zoom meeting (passcode: 227774)

Lecture 6: HMMs, inference for Markov chains

Compendium Chapter 2. Overheads. Recording. Whiteboards: 1,2,3,4,5,6,7,8,9,10. R code.

Thursday 16/11 13:15 - 15:00. HC4. Link to Zoom meeting (passcode: 227774)

Exercises

Dobrow Chapter 2: 20, 21, 22, 26. Chapter 3: 2, 5, 9, 14, 18, 22, 30, 35, 38, 41, 46, 64. 

Thursday 16/11 15:15 - 17:00.

Lecture 7: Branching processes

Dobrow Chapter 4. Overheads. Recording. Whiteboards: 1,2,3,4,5,6,7. R code.

Friday 17/11 13:15 - 15:00, GD-salen.  Link to Zoom meeting (passcode: 227774)

Lecture 8: MCMC, inference for Branching processes.

Compendium Chapter 3. Overheads. Recording (truncated by technical error). Whiteboards: 1,2,3,4,5. R code.

Tuesday 21/11 13:15 - 15:00. HB3. Link to Zoom meeting (passcode: 227774)

Lecture 9: MCMC

Dobrow Chapter 5. Overheads. Recordings 1, 2. Whiteboards 1,2,3,4,5. R code.

Thursday 23/11 13:15 - 15:00, HC4.  Link to Zoom meeting (passcode: 227774)

Exercises

Compendium Chapter 2: 1, 2, 3, 4, 6.

Dobrow Chapter 4: 2, 5, 6, 8, 12, 19, 20, 26, 29

Thursday 23/11 15:15 - 17:00.

Lecture 10: MCMC

Dobrow Chapter 5. Overheads. Recording. R code.

Friday 24/11 13:15 - 15:00, HB3.  Link to Zoom meeting (passcode: 227774)

Office hours

Ask questions to Petter Mostad

Monday 27/11 10:00-11:45 in MVH3017

Lecture 11: Poisson processes Dobrow Chapter 6. Overheads. Recording. R code.

Tuesday 28/11 13:15 - 15:00. HB3. Link to Zoom meeting (passcode: 227774)

Lecture 12: Poisson processes

Dobrow Chapter 6. Overheads. Recording.

Thursday 30/11 13:15 - 15:00, HC4.  Link to Zoom meeting (passcode: 227774)

Exercises

Dobrow Chapter 5: 2, 4, 5, 6, 8, 9, 18.

Chapter 6: 2, 5, 8

Thursday 30/11 15:15 - 17:00.

Lecture 13: Continuous-time Markov chains 

Dobrow Chapter 7. Overheads. Recording. R code.

Friday 1/12 13:15 - 15:00. HB3.  Link to Zoom meeting (passcode: 227774)

Office hours

Ask questions to Petter Mostad

Monday 4/11 10:00-11:45 in MVH3017

Lecture 14: Continuous-time Markov chains

Dobrow Chapter 7. Overheads. Recording. R code.

Tuesday 5/12 13:15 - 15:00. HB3. Link to Zoom meeting (passcode: 227774)

Lecture 15: Continuous-time Markov chains

Dobrow Chapter 7. Overheads. Recording. Rcode.

Thursday 7/12 13:15 - 15:00. KE.  Link to Zoom meeting (passcode: 227774)

Exercises

Dobrow Chapter 6: 10, 14, 16, 21, 24. Chapter 7: 1, 4, 5, 6, 12.

Thursday 7/12 15:15 - 17:00.

Lecture 16: Brownian motion

Dobrow Chapter 8. Overheads. Recording. R code.

Friday 8/12 15:15 - 17:00. HB3.  Link to Zoom meeting (passcode: 227774)

Office hours

Ask questions to Petter Mostad

Monday 11/12 10:00-11:45 in MVH3017

Lecture 17: Brownian motion Dobrow Chapter 8. Overheads. Recording. R code. Tuesday 12/12 13:15 - 15:00. HB3. Link to Zoom meeting (passcode: 227774)
Lecture 18: Brownian motion

Dobrow Chapter 8. Overheads. Recording. R code.

Thursday 14/12 13:15 - 15:00. HB3.  Link to Zoom meeting (passcode: 227774)

Exercises

Dobrow Chapter 7: , 14, 18, 20, 23, 26, 30, 34. Chapter 8: 6, 9, 16, 18, 19, 22, 25, 26, 29

Thursday 14/12 15:15 - 17:00.
Review

Everything. Recording. Overheads.

Friday 15/12 10:00 - 11:45, HB4. Link to Zoom meeting (passcode: 227774)

Office hours

Ask questions to Petter Mostad

Monday 18/12 8:30-10:30 in MVH3017

Exam

 

Monday 8/1 8:30-12:30

 

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Course summary:

Date Details Due