课程大纲
COURSE SYLLABUS
1.
课程代码/名称
Course Code/Title
高等统计推断
Advanced Statistical Inference
2.
课程性质
Compulsory/Elective
必修课
Compulsory
3.
课程学分/学时
Course Credit/Hours
3/48
4.
授课语言
Teaching Language
英文
English
5.
授课教师
Instructor(s)
荆炳义
/
蒋学军
Bing-Yi JING/Xuejun JIANG
6.
是否面向本科生开放
Open to undergraduates
or not
否
No
7.
先修要求
Pre-requisites
高等统计学
Advanced Statistics
8.
教学目标
Course Objectives
学生在完成本课程后，应该能够：（1）深入了解统计学基本原理；（2）了解不同统计模型的优缺
点.（3）能够在面对不同问题中，选择合适的统计方法；（4）用统计模型和统计包解决实际问题。
Upon successful completion of this course, students should be able to: (1) Gain a deeper understanding of
statistical principles; (2) Understand pros and cons of different statistical models; (3) Be able to choose the
appropriate estimators and tests under different scenarios; (4) Solve real problems using statistical models
and statistical packages.
9.
教学方法
Teaching Methods
讲授+习题/辅导/讨论
Lectures + Tutorials
10.
教学内容
Course Contents
Section 1
Likelihood Inference
Section 2
Exponential Family and Applications
Section 3
Mean and Quantile Regression
Section 4
Basis Expansion and Regularisation
Section 5
Estimating Equations and Quasi-Likelihood
Section 6
Resampling Methods
Section 7
Multiple Testing
Section 8
EM, MM and MCMC
Section 9
Bayes Inference and Empirical Bayes
Section 10
Hierarchical Models
11.
课程考核
Course Assessment
作业
: 30%,
项目
: 20%,
期末考试
: 50%
Homework: 30%, Project: 20%, Final Exam: 50%
12.
教材及其它参考资料
Textbook and Supplementary Readings
1. Lehmann, E. L. Theory of Point Estimation. Springer.
2. Pawitan, Y. In All Likelihood. Oxford.
