N5TeAM - Master’s Programme in Applied and Engineering Mathematics

Applied Stochastics and Statistics

Tracks: Chalmers – NTNU, NTNU – Chalmers

This specialisation provides skills ranging from fundamental probability to applied statistics. Probabilistic modeling and statistical analysis are becoming more important as computing power continues to grow exponentially. This allows us to simulate increasingly complex models, whose constituent parts are behaving randomly constrained by some rules (which may be dependent). Examples of such models are neural nets, gas-kinetic models, stock-market models, geophysical processes, etc. Applied statistics is also heavily used (and abused!) in the empirical sciences, such as medicine, law, sociology etc, which are in great need of statistical expertise.

Below, there is a list of courses of each term for both studey tracks. For more details about the content of the courses, check the course catalogues:

Chalmers: https://student.portal.chalmers.se/en/chalmersstudies/programme-information/Pages/SearchProgram.aspx?program_id=1012&parsergrp=1
NTNU: http://www.ntnu.edu/studies/courses

Chalmers - NTNU

First autumn courses 30 ECTS (Chalmers)

TMA401 Functional Analysis (7.5 cr)
MVE140 Foundations of Probability (7.5 cr)
MVE185 Computer Intensive Statistical Methods (track S)  (7.5 cr)
MVE190 Linear Statistical Models (track S) (7.5 cr)
TMA947 Optimization (track CM) (7.5 cr)
TMA265 Numerical Linear Algebra (track CM) (7.5 cr) 

First spring courses 30 ECTS (Chalmers)

MVE160 Mathematical Modelling (7.5 cr)
MVE150 Algebra (7.5 cr)
TMA881 High-Performance Computing (7.5 cr)
MVE155 Statistical Inference (track S) (7.5 cr)
TMA322 Partial Differential Equations (track CM) (7.5 cr)

Second autumn courses 30 ECTS (NTNU)

TMA 4500 Written Project     15

Electives (choose 15 credits)   
    
TMA4195 Mathematical Modeling (7.5 cr)
TMA4205 Numerical Linear Algebra (7.5 cr)
TMA4220 Finite Element Methods (7.5 cr)
TMA4225 Analysis (7.5 cr)
TMA4305 Partial Differential Equations (7.5 cr)
TMA4285 Time Series Analysis (7.5 cr)
TMA4295 Statistical Inference  (7.5 cr)
TMA4315 General Linear Models (7.5 cr)

 

NTNU - Chalmers

First autumn courses 30 ECTS (NTNU)

TMA4145 Linear Methods (7.5 cr)
TMA4305 Partial Differential Equations (track 1) (7.5 cr)
TMA4295 Statistical Inference (7.5 cr)
TMA4195 Mathematical Modeling (7.5 cr)
TMA4265 Stochastic Processes (track 2) (7.5 cr)

First spring courses 30 ECTS (NTNU)

TMA4170 Fourier Analysis (7.5 cr)
TMA4180 Optimization  (7.5 cr)
TMA4150 Algebra and Number Theory (7.5 cr)
One elective course (7.5 cr)

Second autumn courses 30 ECTS (Chalmers)

Choose four of the following courses:
TMS165 Stochastic Calculus (7.5 cr)
MVE140 Foundations of Probability (7.5 cr)
TMA401 Functional Analysis (7.5 cr)
FFR110 Computational Biology  (7.5 cr)
MVE190 Linear Statistical Models (7.5 cr)
MVE220 Financial Risk  (7.5 cr)

 

Bookmark and Share