University of Liege | Version française
Study programmes 2011-2012Last update : 14/06/2012
STAT1212-1  Mathematics applied to statistics

Duration :  36h Th, 36h Pr
Number of credits :  
Master in Statistics : Biostatistics, professional focus , 1st yearToute l'année6
Lecturer :  Catherine Charles
Language(s) of instruction :  
French language
Course contents :  
1/ MATRIX CALCULUS
sum and product, (generalized) inverse, rank, factorizations, norms, eigenvalues and eigenvectors, quadratic forms quadratiques
2/ NUMERICAL ANALYSIS
errors, non-linear equations, linear systems, approximation of eigenvalues and eigenvectors
3/ OPTIMIZATION
unconstrained optimisation, constrained optimization, regression
Learning outcomes of the course :  
To provide basics in matrix calculus, numerical analysis and optimisation
After completing the course the student is expected to
- to give the sum, product, inverse, rank, eigenvalues (eigenvectors), factorization of matrix
- to resolve non-linear equations, linear systems and give eigenvalues (eigenvectors) by means of algorithms
- to give the optimum of (constrained) multivariable functions
Planned learning activities and teaching methods :  
Lectures : 36 h Practical Works : 36 h
Mode of delivery (face-to-face ; distance-learning) :  
Face-to-face
Recommended or required readings :  
Lecture notes
Assessment methods and criteria :  
Written examination (100%)
Contacts :  
Charles, Catherine (Chargée de cours)
GxABT/SIMa
081 62 24 53
C.Charles@ulg.ac.be


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