(Updated on 12 December 2012)
The modules listed below are offered for the Graduate Programme in Statistics. Not all modules are available in any one semester.
ST5201 and ST5202 are compulsory modules specifically meant for the part-time MSc Programme (MSc by Coursework). Departmental approval is required for other students to read these modules.
ST5198 Graduate Seminar Module
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite: Departmental approval
Preclusion: Nil
The objective of this module is to introduce students to recent advances in statistical research. Students may be asked to conduct some of the seminars so as to foster more interaction between the instructor(s) and students.
ST5199 Coursework Track II Project
Modular Credits: 16
Workload: 0-2-0-0-13
Pre-requisite: Nil
Preclusion(s): Nil
Cross-listing(s): Nil
The objectives of the course are to develop the basic skills for independent scientific research, and to promote an appreciation of the application of problem solving strategies in science. On completion of the course, students will be able to demonstrate an appreciation of the current state of knowledge in a particular field of research, to master of the basic techniques required for the study of a research question, and to communicate scientific information clearly and concisely in written and spoken English.
ST5201 Basic Statistical Theory
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite: Departmental approval
Preclusion(s): Nil
Basic concepts in probability, limit theorems, families of distributions, estimation, method of moments, maximum likelihood method, bootstrap method, classical confidence intervals, bootstrap confidence intervals, hypothesis testing, likelihood ratio tests. This module is targeted at students who are interested in Statistics and are able to meet the pre-requisites.
ST5202 Applied Regression Analysis
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite: Departmental approval
Preclusion(s): ST5318
Multiple regression, model diagnostics, remedial measures, variable selection techniques,non-leastsquares estimation, nonlinear models, one and two factor analysis of variance, analysis of covariance,linear model as special case of generalized linear model. This module is targeted at students who are interested in Statistics and are able to meet the pre-requisities.
ST5203 Experimental Design
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite: Departmental approval
Preclusion(s): ST5318
Basics of experimental design and analysis: randomization, blocking and confounding, factorial designs, fractional factorial designs, incomplete block designs, Latin squares, unbalanced designs and missing values, split plot, nested and crossover designs, uniform designs, optimal designs, response surface methodology. This module is targeted at students who are interested in Statistics and are able to meet the pre-requisites.
ST5204 Experimental Design 2
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite: Departmental approval
Preclusion(s): Nil
General linear model approach to the analysis of experimental designs, means model and effects model, unbalanced designs and missing values, split-plot, strip-plot, repeated measures, nested and crossover designs, response surface methodology. This module is targeted at students who are interested in Statistics and are able to meet the pre-requisites.
ST5205 Probability Theory II
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite: Departmental approval
Preclusion: MA5260
Conditional expectation given a sigma-algebra, Martingale, stopping time, Martingale convergence theorems, Doob's Stopping Theorem and applications, Brownian motion, construction and sample path properties. This module is targeted at students who are interested in Statistics and are able to meet the pre-requisites.
ST5206 Generalized Linear Models
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite: ST4233 or Departmental approval
Preclusion(s): Nil
Model fitting and selection, models for continuous and discrete data, models for polytomous data, log-linear models, conditional and quasi-likelihoods, diagnostics. This module is targeted at students who are interested in Statistics and are able to meet the pre-requisites.
ST5207 Nonparametric Regression
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite: ST3131 or Departmental approval
Preclusion(s): Nil
Various smoothing methods, including kernel, spline, nearest neighbour, orthogonal series and penalised likelihood. This module is targeted at students who are interested in Statistics and are able to meet the prerequisites.
ST5208 Statistics for Quality and Productivity Improvement
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite: ST3235 or Departmental approval
Preclusion(s): Nil
Statistical process and quality control, response surface, reliability analysis, design of experiments, Taguchi method. This module is targeted at students who are interested in Statistics and are able to meet the pre-requisites.
ST5209 Analysis of Time Series Data
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite: ST3233 or Departmental approval
Preclusion(s): Nil
Stationary processes, ARIMA processes, forecasting, parameter estimation, spectral analysis, non-stationary and seasonal models. This module is targeted at students who are interested in Statistics and are able to meet the pre-requisites.
ST5210 Multivariate Data Analysis
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite: ST3240 or Departmental approval
Preclusion(s): Nil
Dimension reduction, cluster analysis, classification, multivariate, dependencies and multivariate statistical model assessment with emphasis on non-normal theory, computer intensive data-dependent methods. This module is targeted at students who are interested in Statistics and are able to meet the pre-requisites.
ST5211 Sampling From Finite Populations
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite:ST2132 or Departmental approval
Preclusion(s): Nil
Survey data, basic sampling, stratified sampling, cluster sampling, double sampling, systematic sampling, non-response and missing values, multiple imputations, bootstrap of sampling error. This module is targeted at students who are interested in Statistics and are able to meet the pre-requisites.
ST5212 Survival Analysis
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite:ST2132 or Departmental approval
Preclusion(s): Nil
Censoring, probability models for survival times, graphical procedures, Inference procedures. Parametric and nonparametric models, Cox proportional hazards model, regression models for grouped data, Bayesian predictive distributions. This module is targeted at students who are interested in Statistics and are able to meet the pre-requisites.
ST5213 Categorical Data Analysis II
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite:ST3131 or Departmental approval
Preclusion(s): Nil
Categorical response data and contingency tables, loglinear models, building and applying loglinear models, loglinear and logit models for ordinal variables, multinomial response models. This module is targeted at students who are interested in Statistics and are able to meet the prerequisites.
ST5214 Advanced Probability Theory
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite: ST2131 or Departmental approval (Compulsory to MSc by Research)
Preclusion: MA5259
Probability measures and their distribution functions. Random variable: properties of mathematical expectation, independence, conditional probability and expectation. Convergence concepts: various modes of convergence of sequence of random variables; almost sure convergence, Borel-Cantelli Lemma, uniform integrability, convergence of moments. Weak and strong law of large numbers. Convergence in distribution, characteristic function: general properties, convolution, uniqueness and inversion, Lindeberg conditions and central limit theorem. This module is targeted at students who are interested in Statistics and are able to meet the pre-requisites.
ST5215 Advanced Statistical Theory
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite: ST2131 and ST2132 or Departmental approval (Compulsory to MSc by Research)
Preclusion(s): Nil
This module provides the students with theoretical foundations in statistics and the theory of statistical point estimation. It consists of four parts. 1. Selected Topics in Probability: convergence modes and stochastic orders; convergence in distribution; convergence of transformations; law of large numbers; central limit theorem; Edgeworth and Cornish-Fish expansions. 2. Fundamentals of Statistics: Population, sample and models; Statistics, sufficiency and completeness; Elements of statistical decision theory; Statistical inference; criteria for point estimation, Neyman-Person framework of hypothesis testing, confidence sets; Asymptotic criteria of inference. 3. Unbiased Estimation: Uniform minimum variance unbiased estimators (UMVUE); U-statistics; Least square estimators (LES) in linear models; Asymptotically unbiased estimators. 4. Estimation in Parametric Models: Bayes estimators, maximum likelihood estimators and the properties of estimators such as invariance, minimaxity, admissibility and asymptotic efficiency.
ST5217 Statistical Methods for Genetic Analysis
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite: LSM1102 and ST2132 and ST3236, or Departmental approval
Preclusion(s): Nil
This is a level 5000 course on genetic data analysis focusing on human and population genetics. The emphasis will be in understanding the role of statistics and data analysis in modern genetics research and its applications. Numerical and computational methods will be discussed with applications to real data sets. To equip the students with the tools to conduct genetic data analysis. Topics include introduction to genetics,gene mapping,sequence data, population genetics and coalescent theory,phylogeny reconstruction,pedigree analysis,genetic epidemiology,role of genetic factors in human diseases,familial aggregation,segregation and linkage analysis, analysis of complex and quantitative traits. This module is targeted at students who are interested in Statistics and are able to meet the pre-requisites.
ST5218 Advanced Statistical Methods in Finance
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite: ST4245 or Departmental approval
Preclusion(s): Nil
The objective of the module is to familiarise the students with selected advanced methods in quantitative finance. The major topics to be covered are: (1) Realised volatility and high frequency data, (2) Risk management under heavy-tailed distributional, (3) Assumptions, (4) Independent component analysis and its applications and (5) local parametric estimation of volatility.
ST5219 Bayesian Hierarchical Modelling
Modular Credits: 4
Workload: 3-1-0-0-6
Pre-requisite: Departmental approval
Preclusion(s): Nil
The objective of the module is to familiarise the students with advanced strategies for Bayesian modelling. The major topics to be covered are: (1) Bayesian treatment of non-hierarchical regression models, (2) Stimulation based computation for inference and posterior predictive model checking, (3) Multilevel structures in Bayesian regression, (4) Multilevel models and analysis of variance, (5) Prior sensitivity analysis and (6) Advanced modelling and computation using statistical software packages.
ST5220 Statistical Consulting
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite(s): ST3131 Regression Analysis and ST3232 Experimental Design or Department Approval
Preclusion: Nil
The goal of this module is to develop the skills needed by a statistical consultant. Emphasized topics include data analysis, problem solving, report writing, oral communication with clients, issues in planning experiments and collecting data, and practical aspects of consulting management.
ST5221 Probability and Stochastic Processes
Modular Credits: 4
Workload: 3-1-0-0-6
Pre-requisite: ST2131 or its equivalent
Preclusion: ST5214, MA5259
Cross-listing(s): Nil
This module aims to provide graduate students in the PhD Biostatistics program a solid background and a good understanding of basic results and methods in probability theory and stochastic models. These skills are relevant for them to take advanced modules in biostatistics, and to apply state-of-the-art Biostatistics research methodologies.
ST5222 Advanced Topics in Applied Statistics
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite: Departmenal approval
Preclusion: Nil
Cross-listing(s): Nil
Topics requiring a high level of statistical computing and some optimization can be covered here, for example, discriminant analysis, machine learning, high-dimensionality and false discovery rates, stochastic search, MCMC, Monte Carlo integration, kernel smoothing and EM optimization methods.
ST5223 Statistical Models: Theory/Applications
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite: Departmenal approval
Preclusion: Nil
Cross-listing(s): Nil
Univariate and multivariate regression, graphical displays, normal equations, Gramm-Schmidt orthogonalization and singular value decomposition, model selection and prediction, collinearity and variable selection, diagnostics: residuals, influence, symptoms and remedies, ANOVA, fixed and random effects, nonlinear models including logistic regression, loglinear models and generalized linear models, computations with datasets using statistical computer package.
ST5224 Advanced Statistical Theory II
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite: ST5215 or Departmenal approval
Preclusion: Nil
Cross-listing(s): Nil
Confidence intervals, P-values, classical (Neyman-Pearson) tests, UMP tests, Likelihood ratio test, Power, Wald's test, Rao's Score test, Application of likelihood ratio tests to regression. Additional topics that can be covered in this module includes resampling methods, Bayes procedures, robustness, time series, empirical and point processes, optimal experimental design, parametric, semi-parametric and non-parametric modelling, survival analysis and sequential analysis.
ST5241 Special Topics I
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite: Departmental approval
Preclusion(s): Nil
This module consists of selected topics which may vary from year to year depending on the interests and availability of staff.
ST5242 Special Topics II: An Introduction to Stochastic Epidemic Modelling
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite: Departmental approval
Preclusion(s): Nil
Lectures will introduce some classical techniques in applied probability, and illustrate their application to modelling the spread of epidemics. The theoretical topics to be covered include martingale theory, the Poisson process, branching processes with finitely many types and coupling. These are then used to study the behaviour of a number of epidemic processes in large populations, such as the classical Reed–Frost and Kermack–McKendrick models, and the more recent Volz configuration model and ‘small world’ spatial models. Much of the mathematical development will for simplicity be carried out in a discrete time framework, though Markovian jump processes in continuous time may also be briefly introduced.
ST5243 Special Topics III
Modular Credits: 4
Workload: 3-1-0-3-3
Pre-requisite: Departmental approval
Preclusion(s): Nil
This module consists of selected topics which may vary from year to year depending on the interests and availability of staff.
Click Here for Past Special Topics Offered
ST5318 Statistical Methods for Health Science
Pre-requisite: MDG5108 or ST2238 or PR2103 or equivalent, or Departmental Approval
Preclusion(s): ST5202, ST5203
The module aims to equip the students with a repertoire of statistical methods that they will find useful in their research. Major topics include multiple regression, experimental designs, categorical data analysis, analysis of repeated measures, logistic regression, discriminant and classification analysis, unified approach for correlated data analysis, survival data analysis.
|
