computational statistics

Course objectives

Learning goals The main goal of the course is to learn about common general computational tools and methodologies to perform reliable statistical analyses. Students will be able - to understand the theoretical foundations of the most important methods; - to appropriately implement and apply computational statistical procedures; - to interpret the results deriving from their applications to real data. Knowledge and understanding After attending the course, students will know and understand the most important computational techniques in statistical analysis. In addition, students will be able to appropriately implement the learned tools with the statistical software R and to develop original ideas often in a research context. Applying knowledge and understanding At the end of the course, students will be able to formalize statistical problems from a computational point of view, to apply the learned methods to solve them, also in contexts not covered in the lessons, and to interpret the results deriving from their applications to real data. Making judgements Students will develop critical skills through the application of computational methodologies to a wide range of statistical problems and through the comparison of alternative solutions to the same problem by using different tools. Furthermore, they will learn to interpret critically the results obtained by applying procedures to real datasets. Communication skills By studying and carrying out practical exercises, students will acquire the technical-scientific language of the discipline, which must be suitably used in the final written test. Communication skills will be also developed through group activities. Learning skills Students who pass the exam have learned computational techniques useful in the statistical analysis and to work self-sufficiently to face with the complexity of the statistical problems.

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MARIA BRIGIDA FERRARO Lecturers' profile

Program - Frequency - Exams

Course program
Introduction to computational statistics and R programming (2 hours) Methods for Generating Random Variables (6 hours) Visualization of Multivariate Data (2 hours) Monte Carlo Integration and Variance Reduction (8 hours) Monte Carlo methods in Inference (6 hours) Bootstrap and Jackknife (12 hours) Permutation Tests (6 hours) Optimization and solving nonlinear equations (6 hours) EM optimization methods (2 hours) Fuzzy clustering algorithms (10 hours) [only for 9 ECTS course] Group projects (12 hours) [only for 9 ECTS course]
Prerequisites
B.Sc courses on linear algebra, probability calculus, statistical inference, multivariate analysis, basic programming skills.
Books
- M. L. Rizzo (2008): Statistical Computing with R. Chapman & Hall, Boca Raton. - G. H. Givens, J. A. Hoeting (2005): Computational Statistics. Wiley & Sons, Hoboken.
Frequency
Course attendance is strongly recommended. In case of impossibility to attend the lessons, it is suggested to contact the teacher.
Exam mode
- The learning assessment consists of a written exam in computer laboratory lasting 2 hours. The final written text contains both theoretical and practical questions aimed at analyzing real data with R (2/3 - 6 cfu) - Group project (1/3 - 3 cfu)
Bibliography
- B. Efron, B.J. Tibshirani (1993): An Introduction to the Bootstrap. Chapman and Hall/CRC.
Lesson mode
- Lectures - Tutorial sessions in computer laboratory
MARIA BRIGIDA FERRARO Lecturers' profile

Program - Frequency - Exams

Course program
Introduction to computational statistics and R programming (2 hours) Methods for Generating Random Variables (6 hours) Visualization of Multivariate Data (2 hours) Monte Carlo Integration and Variance Reduction (8 hours) Monte Carlo methods in Inference (6 hours) Bootstrap and Jackknife (12 hours) Permutation Tests (6 hours) Optimization and solving nonlinear equations (6 hours) EM optimization methods (2 hours) Fuzzy clustering algorithms (10 hours) [only for 9 ECTS course] Group projects (12 hours) [only for 9 ECTS course]
Prerequisites
B.Sc courses on linear algebra, probability calculus, statistical inference, multivariate analysis, basic programming skills.
Books
- M. L. Rizzo (2008): Statistical Computing with R. Chapman & Hall, Boca Raton. - G. H. Givens, J. A. Hoeting (2005): Computational Statistics. Wiley & Sons, Hoboken.
Frequency
Course attendance is strongly recommended. In case of impossibility to attend the lessons, it is suggested to contact the teacher.
Exam mode
- The learning assessment consists of a written exam in computer laboratory lasting 2 hours. The final written text contains both theoretical and practical questions aimed at analyzing real data with R (2/3 - 6 cfu) - Group project (1/3 - 3 cfu)
Bibliography
- B. Efron, B.J. Tibshirani (1993): An Introduction to the Bootstrap. Chapman and Hall/CRC.
Lesson mode
- Lectures - Tutorial sessions in computer laboratory
  • Lesson code10589835
  • Academic year2025/2026
  • CourseStatistical Methods and Applications
  • CurriculumOfficial Statistics (percorso valido anche ai fini del conseguimento del doppio titolo italo-francese)
  • Year2nd year
  • Semester1st semester
  • SSDSECS-S/01
  • CFU6