2026/27 Taught Postgraduate Module Catalogue

MATH5701M Advanced Statistical Modelling

15 Credits Class Size: 80

Module manager: tbc
Email: tbc

Taught: Semester 2 (Jan to Jun) View Timetable

Year running 2026/27

Pre-requisite qualifications

None

Pre-requisites

MATH3701 Statistical Modelling

This module is not approved as an Elective

Module summary

This module develops advanced techniques for analysis of datasets. These include methods for estimating the probability density function from a data set, and approaches to constraining the effective number of variables that contribute in the fitting of a linear model, which are essential in many modern high-dimensional data sets.

Objectives

The objective of the module is to equip students with the theoretical understanding and practical skills to apply smoothing, dimension reduction, and regularisation methods for building accurate and interpretable statistical models in complex data settings, including high-dimensional data.

Learning outcomes

Subject specific learning outcomes: 
On successful completion of the module students will have demonstrated the following learning outcomes relevant to the subject:

Derive and employ various smoothing techniques used in density estimation and nonparametric regression;

Explain the difficulties caused in regression analyses by multicollinearity and high-dimensional data;

Use dimension-reduction and penalisation techniques to conduct regression analyses on high-dimensional data;

Demonstrate proficiency in implementing and tuning advanced regression and smoothing methods, including cross-validation and hyperparameter optimisation;

Explain the theoretical foundations of bias-variance trade-off, regularisation penalties, and dimension reduction techniques; and

Use a statistical package with real data to fit these models to data and to write a report giving and interpreting the results.

Skills learning outcomes:
On successful completion of the module students will have demonstrated the following skills learning outcomes:

Demonstrate the ability to critically evaluate and apply advance statistical techniques (smoothing, regularisation, dimension reduction) to real-world data problems.

Interpret, and communicate complex statistical results.

Use of R statistical software to implement non-parametric and regularisation methods

Apply problem solving and analytical thinking to select appropriate modelling strategies under constraints such as limited data or high-dimensionality.

Syllabus

Kernel density estimation and regression smoothing, k-NN smoothing. Bandwidth selection by cross-validation.

Regression on high-dimensional data, such as principal component regression or partial least squares regression;

Penalised regression models: ridge regression, lasso regression, and elastic-net models, and their parameter estimation methods.

Additional topics that build on these may be covered as time allows. Further details of possible topics will be delivered closer to the time that the module runs.

Teaching Methods

Delivery type Number Length hours Student hours
Lecture 33 1 33
Practical 1 2 2
Private study hours 115
Total Contact hours 35
Total hours (100hr per 10 credits) 150

Private study

115

Opportunities for Formative Feedback

Formative feedback will be provided on regular example sets or other similar learning activity.

Reading List

Check the module area in Minerva for your reading list

Last updated: 30/04/2026

Errors, omissions, failed links etc should be notified to the Catalogue Team