Chosen Topics in Mathematics and Statistics
The course is divided into three parts: (1) Linear algebra, (2) Mathematical analysis, (3) Probability theory and statistics. It consists of a narrative to concepts like matrix and vector operations, systems of linear equations, linear independence, subspaces, bases and projections, linear models, least-square problems, determinants, linear transforms, eigenvalues and eigenfunctions, matrix decompositions, sigma-algebra, measure, the Lebesgue measure applied to Fourier transform, the Radon-Nikodym theorem, ordinary differential equations, system of linear ODE, stability of solution, the Central Limit Theorem, regression analysis, likelihood function, maximum likelihood estimator, likelihood ratio statistic, Bayesian inference.
General entry requirements for third-cycle studies and basic courses in single Variable Calculus 7.5 credits, Linear Algebra 7.5 credits and Mathematical Statistics 7.5 credits.
Language of instruction:
Teaching is in English.