This course focuses on learning how to solve stochastic problems using a selection of computer software. It consists of lectures and six mandatory projects (labs). The projects are accompanied by extensive background/introduction texts.
Latest news
Welcome to the course! The schedule for the course can be found in TimeEdit.
2019-02-04 Everything that was handed in before the re-examination deadline in January has now been graded. Grades have been reported. There will be one last chance for re-examination, see details below under "Rules for examination".
2018-11-22 Everything that was handed in before the final deadline has now been graded. Grades have been reported. Late hand-ins will be graded after the next deadline.
2018-10-30 All reports for lab 6 that were handed in before the recommended deadline have now been graded. If you handed in before the recommended deadline and have not gotten any feedback on lab 6, please contact Oskar.
2018-10-22 All reports for lab 3 that were handed in before the recommended deadline have now been graded. If you handed in before the recommended deadline and have not gotten any feedback on lab 3, please contact Rikard.
2018-10-19 All reports for lab 4 that were handed in before the recommended deadline have now been graded. If you handed in before the recommended deadline and have not gotten any feedback on lab 4, please contact Oskar.
2018-10-15 All reports for lab 2 that were handed in before the recommended deadline have now been graded. If you handed in before the recommended deadline and have not gotten any feedback on lab 2, please contact Rikard.
2018-10-15 I was contacted by collegues at University of Gothenburg who are interested in survey responses from students in science and technology. Participants are rewarded with a cinema ticket. I am not affiliated with the study and take no responsibility for it. It is in swedish only. More info here.
2018-09-28 The two remaining lectures in Palmstedtsalen have been moved to Euler. The schedule in TimeEdit is updated.
2018-09-18 Although you need to make several plots for each stock in lab 2, you do not need to include all of them in the report. Decide which plots to include based on the findings you want to convey. I clearified this in the lab PM.
2018-09-11 RStudio is now available in all computer rooms.
2018-09-07 I ordered RStudio to be installed in the computer rooms in June and checked a couple of weeks ago that it had been installed. Still, it was apparently removed from the Linux computers for some reason. The IT service says it will be installed again on Tuesday at the earliest. You can install RStudio on your own computers to get started earlier.
2018-08-31 This year 45 more students were added to this course. Unfortunately neither the teachers nor the schedulers were informed about this change until a couple of weeks before the course starts. We have been able get bigger or extra rooms. The schedule is updated. Due to this the lectures will be in many different places on the campus, so make sure you are able to find the room! Chalmers map.
Teachers
Course coordinator and lecturer: Jonatan Kallus (contact Oskar if you have questions)
Computer lab teachers: Oskar Allerbo (allerbo@chalmers.se), Rikard Isaksson
Submit reports to: statdata.chalmers@analys.urkund.se
Examiner: Erik Kristiansson
Course literature
Extensive lab introductions are available on this page, under the Program section. No additional course literature. A reference book in basic mathematical statistics may be useful, for example Mathematical Statistics and Data Analysis by John A. Rice. References and tutorials for the programming languages can be found on the internet or at a library, but we expect that the examples and slides on this page should be enough to get started.
Program
None of the lectures or computer lab sessions are mandatory to attend. See section Examination for deadlines of mandatory hand-ins.
Lectures
| Day | Contents | Lecture slides |
|---|---|---|
| Wed 5 Sep | Introduction to the course. Lab 1: Robustness and distribution assumptions. Some examples of R: demo.R | slides notes |
| Wed 12 Sep | Recap lecture on basic statistics: point estimation, confidence intervals, hypothesis testing, p-values, maximum likelihood estimators. | |
| Wed 19 Sep | Lab 2: Decision theory. You are going to need this data set. Example of report structure: (pdf, tex source code). | notes slides |
| Wed 26 Sep | Lab 3: Reliability and survival. | slides |
| Wed 3 Oct | Lab 4: Bootstrap. Details about what your report should contain and how the points are divided between different tasks: Instructions for report writing, lab 4 | |
| Wed 10 Oct | Lab 5: Monte Carlo integration. Two examples of C programs: startup1.c and startup2.c. | C programming |
| Wed 17 Oct | Lab 6: Simulation of stochastic processes. | |
| Wed 24 Oct | Extra office hours (Jonatan will be in the lecture room. You can line up and ask individual questions. There will be no lecture this day.) |
Computer labs
The teachers will be available for answering questions. There will not be any formal class.
| Day | Main topic |
|---|---|
| Thu 6 Sep | Lab 1 |
| Mon 10 Sep | Lab 1 |
| Thu 13 Sep | Lab 1 |
| Mon 17 Sep | Lab 2 |
| Thu 20 Sep | Lab 2 |
| Mon 24 Sep | Lab 2 |
| Thu 27 Sep | Lab 3 |
| Mon 1 Oct | Lab 3 |
| Thu 4 Oct | Lab 4 |
| Mon 8 Oct | Lab 4 |
| Thu 11 Oct | Lab 5 |
| Mon 15 Oct | Lab 5 |
| Thu 18 Oct | Lab 6 |
| Mon 22 Oct | Lab 6 |
| Thu 25 Oct | Lab 6 |
Office hours
The teachers will only be available for supervision during the scheduled lectures, computer labs and office hours. Please respect that the teachers have limited time; do not approach them with course related matters outside the scheduled times.
Primarily ask for advice during the computer labs and lectures. As a second option, mail is OK for questions that only need a short answer. If you have questions that you strongly prefer to ask outside of computer labs and lectures, you are welcome to Jonatan's office (L2120, math building) on Fridays between 13:15 and 14:00. Exception: No office hours 7 Sep, 12 Oct.
Computer labs
Computer labs are in rooms MVF22, MVF24 and MVF25 in the physics building at campus Johanneberg. To use the computers, you will need a Chalmers computer account. Visit the IT helpdesk if you don't have one already link.
The lecture room MVF23 is also booked for computer labs (except Mondays 10-12). Sit there if you work on your own laptop.
Oskar and Rikard will be available during the computer labs.
If the teachers are busy, write your name on the blackboard in the big room with linux computers and they will come to you. If you are in another room, also write which room. 10-12 the rooms will be more crowded and the wait for help will be longer. Be there at 8 for less waiting time and more space!
To open Rstudio on the linux computers, open a terminal and type rstudio. To open Matlab on the linux computers, open a terminal and type matlab.
Writing: I big part of your work in this course will be spent on writing reports. Being able to express knowledge and results clearly and concisely is an important skill for all scientists and engineers. This skill is one of the learning goals of this course. Advice on Latex and report writing is given here. Examples of report outline can be found under Program. This will help you in report writing, but it is not necessary to use the example structure.
Working on your own computer: You can, of course, work on your own computer. You should be able to download Matlab via Chalmers IT when you have a Chalmers computer account. R is free and can be downloaded from this site, and you can download RStudio from here. You can use Sharelatex or Overleaf for preparing latex reports. Register with your Chalmers email at Sharelatex to get a premium account. There also are free Latex compilers out there, for example this one. For compiling C code you can install gcc on Linux and Mac. For Windows there are other C compilers.
Course requirements
The requirements and learning goals of the course can be found in the course plan.
Examination
The course is examined by completing the mandatory assignments. There is no written exam.
Deadlines and instructions for handing in
| Exercise | Language | Type of examination | Recommended deadline | Final deadline |
|---|---|---|---|---|
| Lab 1 - Robustness and distribution assumptions | Matlab and R | Only answers | Thu 13 Sep, 11:45 | Fri 2 Nov, 23:59 |
| Lab 2 - Decision theory | Matlab | Complete report | Fri 28 Sep, 23:59 | Fri 2 Nov, 23:59 |
| Lab 3 - Reliability and survival | R | Complete report | Fri 5 Oct, 23:59 | Fri 2 Nov, 23:59 |
| Lab 4 - Bootstrap | R | Complete report | Fri 12 Oct, 23:59 | Fri 2 Nov, 23:59 |
| Lab 5 - Monte Carlo integration | C | Only answers | Thu 18 Oct, 11:45 | Fri 2 Nov, 23:59 |
| Lab 6 - Simulation of stochastic processes. | R | Complete report | Fri 26 Oct, 23:59 | Fri 2 Nov, 23:59 |
Lab 1 and 5:
Only results and answers to the questions are needed (the questions are written in bold font in the lab pm). You can pass the exercise either by showing your results and answering the questions to a teacher at the exercise session (in the computer room), or by sending the answers by email in pdf format to statdata.chalmers@analys.urkund.se. If you hand in by email, the pdf should contain your figures and/or tables, brief texts answering the questions and the code you wrote to solve the lab.
Lab 2, 3, 4 and 6:
Complete reports are needed. Each student needs to write individual reports. The report should be written in Latex and not exceed 10 pages, including figures, but excluding appendix.
Send the reports by email in pdf format to statdata.chalmers@analys.urkund.se. The reports will be checked for plagiarism.
If you hand in the report before the recommended deadline stated above, you will get the corrections back before the final deadline. In this way you will be able to hand in a return with corrections if you want. You can hand in each report maximum two times (original + return).
Instructions for hand-in of returns: Add a new section in the beginning of your report that informs the reader exactly where the report has been improved. (If your report becomes longer than 10 pages just because of this new section, it is OK). Send in the return from the same mail address as you used for the original, so that we can easily find the original and our comments.
Rules for examination
- All hand-ins are required to be written in English.
- Examination is handled by means of 6 mandatory projects, which are preferably carried out in pairs of 2 students. However, it is required that each student writes his/her own report.
- Each project consist of a number of assignments, the completion of which will give you points. The exception is the first and fifth lab where you will only get the grade "pass" or "not pass", and only answers are needed. The overall grading for the course will be based on the sum of points over all the projects. However, observe that in order to pass you have to complete at least some part of each of the projects (see below).
- Written reports are to be handed
in on lab 2, 3, 4 and 6. We strongly recommend you to hand in
each report before its recommended deadline (see above), but there is
only one "real" deadline: Fri 2 Nov, 23:59. We will
give priority in the correction procedure to the reports that
are handed in before the recommended deadlines.
- You can hand in each
project twice during
the course. You can hand in a project partly (e.g.
first two questions but not the third) and complete it later
(in your return). When we correct the reports, we will give
points for things you have done correctly and give comments on
what you need to improve/do for getting additional points.
- The reports are required to be
written in Latex. See information in the Program section
and the Computer labs section above for advice on how to
write the report, what to include and how to hand in.
- The report for each lab should not be longer than 10 pages, including figures, but excluding appendix. Figures should be big enough to be readable if printed. It is OK to use colors.
- It is also possible to hand in
reports after the final deadline, but then they will not be corrected
until we open up the course for "reexamination period" in
January. Deadline: Fri 18 Jan, 23:59, 2019. If these
hand-ins result in a higher grade, your grade will be changed
accordingly in Ladok.
- The last deadline for this years edition of the course is Fri 30 Aug, 23:59, 2019. The course is being updated for next year so this may be the last chance to pass the course by solving the current assignments.
Cheating
You are encouraged to solve the assignments in pairs, but reports should be written individually. All hand-ins will be checked for plagiarism. It is, for example, not accepted to write the report together and then change words or sentences to make them different. Cheating will be reported to the disciplinary committee of Chalmers/GU.
Number of points given for lab reports
| Project | Maximum | Pass |
|---|---|---|
| Lab 2 | 13 | 7 |
| Lab 3 | 11 | 5 |
| Lab 4 | 14 | 6 |
| Lab 6 | 10 | 4 |
| Total | 48 | 22 |
For a given project report, 0.5 points will be deducted if the report is not clearly structured or is otherwise hard to understand. Likewise, 0.5 points will be deducted if the code attached to the report is not properly structured and commented.
Grading
For all grades below you need to have a pass on each of the labs (see table above), it is not enough to only have the total number of points according to the limits below.
Chalmers:
| Grade | Requirement |
|---|---|
| 3 | Pass all 6 labs |
| 4 | Pass all 6 labs and have 32 points in total |
| 5 | Pass all 6 labs and have 42 points in total |
GU:
| Grade | Requirement |
|---|---|
| G | Pass all 6 labs |
| VG | Pass all 6 labs and have 37 points in total |
Course evaluation
The course evaluation consists of a mid-course meeting for the teachers and the student representatives, a course evaluation survey sent to all students and a course evaluation meeting for the teachers and student representatives after the course.
Notable changes since last year:
- Some students noted in the course evaluation survey that information about some labs was spread out between the course page, the lab pm and other documents. Now, all information that is specific to a lab should be in the lab pm for that lab.
- Several misprints and ambiguities in the lab pms have been corrected.