Concerning the exam, the curriculum, and the extra exercise session

  • There will be an extra exercise session on Thursday 13th of December at 10:15. It will take place in room 108 in NHA (the same room as the lectures). It might last 2 or 3 hours depending on the number of questions. Come prepared! Please send me emails about which exercises you would like me to present (these may be exercises we have seen before, or others, for example from previous exams).
  • The exam:
    • Permitted aids: this is a *no book* exam, but each student is allowed to bring along precisely one sheet of handwritten notes (one side, not both sides). Also, please bring an approved calculator
    • Advice: on the exam you can expect questions of similar type as those that have been given for written exams in previous years. A natural start would be to study the written exams from 2015 and 2017 (these also have suggested solutions). In additions, you should expect some questions relating to the more "computational" parts of the course. For example, you could be asked to describe (in words, but with equations and/or pseudo-code when necessary) how you would set-up an MCMC for a certain, specific problem (discuss choice of proposal, explain general intuition, indicate how you would assess convergence, and how you would use the results,...). The point here will not be to write down any functional code, but to convince the reader that you have understood this aspect of the course too. In order to prepare for this part of the exam it might be reasonable to look at some exam projects from previous years (and also your own mandatory assignment).
    • Curriculum: all exercises that have been given during the course; Chapters 1, 2, 3, 4, 5, 10, 11 and 14.1/14.2 in BDA3; some Empirical Bayes (this is covered by various exercises); something on Loss, Risk and a bit of decision theory (also covered by exercises, main concepts in Nils exercise 2). 
Published Nov. 16, 2018 2:47 PM - Last modified Nov. 16, 2018 2:49 PM