TMS150/MSG400 Stochastic data processing and simulation

TMS150/MSG400 Stochastic data processing and simulation

Course PM

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

The schedule of the course is in TimeEdit.

Minutes of the mid-course meeting held on 24 September 2019.


None of the lectures or computer lab sessions are mandatory to attend. However you are strongly encouraged to attend as we have limited resources to provide help outside teaching hours.

See the section Examination in the course PM for deadlines of mandatory hand-ins.

Day lecturer Topics code and data files
slides and notes
Wed 4 Sept Umberto Picchini


Wed 11 Sept Umberto Picchini More R, intro to LaTeX, more linear regression, underfitting/overfitting


Wed 18 Sept Umberto Picchini Bootstrap



Wed 25 Sept Petter Mostad Reliability and survival.


Wed 2 Oct Petter Mostad Bayesian decision theory.



Wed 9 Oct Annika Lang Intro to Python, Monte Carlo methods



Wed 16 Oct Annika Lang Simulation of stochastic processes


Monday 21 Oct Umberto Picchini

extra office hours: Umberto: 16.00-17.00

Wednesday 23 Oct Annika Lang

extra office hour:

Annika: 11.00-12.00

Back to the top

Computer labs

Teaching assistants will be available for answering questions. There will not be any formal class.

Day Main topic
Thur 5 Sept A1
Mon 9 Sep A1
Thur 12 Sep A2 + possibly complete A1

Mon 16 Sep


Thur 19 Sep

Mon 23 Sep A2
Thur 26 Sep A3 (or finish A2)
Mon 30 Sep A3
Thur 3 Oct A3
Mon 7 Oct A4
Thur 10 Oct A4
Mon 14 Oct A5
Thur 17 Oct A5
Mon 21 Oct A6
Thur 24 Oct A6


Back to the top

Course summary:

Date Details Due