Probability, Mathematical Statistics and Econometrics with specialisation in Mathematical Statistics (valid since 2022)

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Probability, Mathematical Statistics and Econometrics with specialisation in Mathematical Statistics

Compulsory subjects

Compulsory subjects, 1

Společný základ - všechny specializace (MPSPN)

NMSA405

Probability Theory 2

[WS schedule]

1st year

winter

2/2

C+Ex

HT

5

doc. RNDr. Zbyněk Pawlas, Ph.D., RNDr. Petr Čoupek, Ph.D.

32-KPMS

FMP

English, Czech

Z

NMSA409

Stochastic Processes 2

[WS schedule]

1st year

winter

4/2

C+Ex

HT

8

doc. RNDr. Jiří Dvořák, Ph.D., doc. RNDr. Daniel Hlubinka, Ph.D., doc. RNDr. Šárka Hudecová, Ph.D.

32-KPMS

FMP

English, Czech

Z

NMSA413

Optimisation Theory

[WS schedule]

1st year

winter

4/2

C+Ex

HT

8

doc. RNDr. Petr Lachout, CSc., doc. RNDr. Martin Branda, Ph.D.

32-KPMS

FMP

NMSA403

Czech, English

Z

NMSA407

Linear Regression

[WS schedule]

1st year

winter

4/2

C+Ex

HT

8

doc. Mgr. Michal Kulich, Ph.D.

32-KPMS

FMP

English, Czech

Z

Compulsory subjects

Compulsory subjects, 1,2

Povinné předměty specializace Matematická statistika

NMST431

Bayesian Methods

[WS schedule]

1st year

winter

2/2

C+Ex

5

prof. RNDr. Arnošt Komárek, Ph.D., RNDr. Jan Vávra, Ph.D.

32-KPMS

FMP

Czech

P

NMST450

Statistical Seminar 1

[SS schedule]

1st year

summer

0/2

C

HT

2

prof. RNDr. Jaromír Antoch, CSc., doc. Ing. Marek Omelka, Ph.D., prof. RNDr. Marie Hušková, DrSc.

32-KPMS

FMP

NMEK450, NMTP450

Czech

P

NMST539

Multivariate Analysis and Statistical Learning

[WS schedule]

2nd year

winter

2/2

C+Ex

HT

5

prof. RNDr. Ivan Mizera, CSc.

32-KPMS

FMP

English, Czech

P

NMST551

Statistical Project Seminar

[WS schedule]

2nd year

winter

0/2

C

HT

5

doc. RNDr. Matúš Maciak, Ph.D., doc. RNDr. Zdeněk Hlávka, Ph.D.

32-KPMS

FMP

Czech

P

NMST412

Generalized Linear Models

[SS schedule]

1st year

summer

2/2

C+Ex

HT

5

doc. Mgr. Michal Kulich, Ph.D.

32-KPMS

FMP

NMST432

English, Czech

P

NMST422

Longitudinal and Panel data

[SS schedule]

1st year

summer

2/2

C+Ex

HT

5

doc. RNDr. Matúš Maciak, Ph.D., doc. RNDr. Zdeněk Hlávka, Ph.D.

32-KPMS

FMP

NMST432

Czech

P

NMST424

Mathematical Statistics 3

[SS schedule]

1st year

summer

2/2

C+Ex

HT

5

doc. Ing. Marek Omelka, Ph.D.

32-KPMS

FMP

Czech, English

P

NMST511

Censored Data Analysis

[WS schedule]

2nd year

winter

3/2

C+Ex

HT

6

doc. RNDr. Daniel Hlubinka, Ph.D.

32-KPMS

FMP

NMST531

English, Czech

P

Compulsory subjects

Compulsory subjects, 2

Povinné předměty pro zpracování závěrečné práce

NSZZ023

Diploma Thesis I

[WS schedule] [SS schedule]

2nd year winter semester

both

0/4

C

HT

6

32-STUD

FMP

Czech, English

P

NSZZ024

Diploma Thesis II

[WS schedule] [SS schedule]

2nd year summer semester

both

0/6

C

HT

9

32-STUD

FMP

Czech, English

P

NSZZ025

Diploma Thesis III

[WS schedule] [SS schedule]

2nd year summer semester

both

0/10

C

HT

15

32-STUD

FMP

Czech, English

P

Elective courses

Elective courses, 1,2

Povinně volitelné předměty specializace Matematická statistika (minimum to fulfill the group: 11 [credits])

NMST543

Spatial Statistics

[WS schedule]

winter

2/2

C+Ex

HT

5

doc. RNDr. Zbyněk Pawlas, Ph.D.

32-KPMS

FMP

English, Czech

NMTP539 N

Markov Chain Monte Carlo Methods

[WS schedule]

2nd year

winter

2/2

C+Ex

HT

5

RNDr. Michaela Prokešová, Ph.D.

32-KPMS

FMP

Czech

NMTP434

Invariance Principles

[SS schedule]

1st year

summer

4/0

Ex

HT

6

doc. RNDr. Petr Lachout, CSc.

32-KPMS

FMP

Czech, English

NMTP438

Spatial Modelling

[SS schedule]

summer

4/2

C+Ex

HT

8

doc. RNDr. Zbyněk Pawlas, Ph.D.

32-KPMS

FMP

English, Czech

NMST436 N

Experimental Design

[WS schedule]

2nd year

winter

2/2

C+Ex

HT

5

doc. RNDr. Zdeněk Hlávka, Ph.D.

32-KPMS

FMP

Czech

NMST438

Survey Sampling

[WS schedule]

2nd year

winter

2/2

C+Ex

HT

5

RNDr. Pavel Charamza, CSc.

32-KPMS

FMP

Czech

NMST532

Design and Analysis of Medical Studies

[SS schedule]

2nd year

summer

2/2

C+Ex

HT

5

doc. Mgr. Michal Kulich, Ph.D.

32-KPMS

FMP

English, Czech

NMST535

Simulation Methods

[SS schedule]

summer

2/2

C+Ex

HT

5

prof. RNDr. Jaromír Antoch, CSc.

32-KPMS

FMP

Czech

NMST541 N

Statistical Quality Control

[SS schedule]

summer

2/2

C+Ex

HT

5

prof. RNDr. Jaromír Antoch, CSc.

32-KPMS

FMP

Czech

NMST552

Statistical Consultations

[WS schedule] [SS schedule]

2nd year any semester

both

0/2

C

HT

2

prof. RNDr. Arnošt Komárek, Ph.D.

32-KPMS

FMP

Czech

NMEK511

Econometrics

[WS schedule]

2nd year

winter

4/2

C+Ex

HT

8

doc. RNDr. Šárka Hudecová, Ph.D.

32-KPMS

FMP

Czech, English

NMST414

Time Series

[SS schedule]

summer

4/2

C+Ex

HT

8

prof. RNDr. Tomáš Cipra, DrSc., doc. RNDr. Šárka Hudecová, Ph.D.

32-KPMS

FMP

NMST537

Czech

NMFP436

Data Science 2

[SS schedule]

summer

2/2

C+Ex

HT

5

RNDr. Karel Kozmík, Ph.D., Mgr. Ondřej Týbl, Ph.D., doc. RNDr. Michal Pešta, Ph.D.

32-KPMS

FMP

English, Czech

NMST547 N

Advanced aspects of R environment

[SS schedule]

2nd year

summer

0/2

C

HT

3

prof. RNDr. Arnošt Komárek, Ph.D.

32-KPMS

FMP

English, Czech

NMST444 N

Robust Statistical Methods

[WS schedule]

winter

2/0

Ex

HT

3

doc. Mgr. Stanislav Nagy, Ph.D.

32-KPMS

FMP

Czech, English

NMST545

Mathematical Statistics 4

[WS schedule]

winter

2/0

Ex

HT

3

doc. Mgr. Stanislav Nagy, Ph.D.

32-KPMS

FMP

English, Czech

Optional courses

Optional courses, 2

Volitelné předměty specializace Matematická statistika

NMTP432

Stochastic Analysis

[SS schedule]

summer

4/2

C+Ex

HT

8

RNDr. Petr Čoupek, Ph.D.

32-KPMS

FMP

English, Czech

NMTP537 N

Limit Theorems for Sums of Random Variables

[WS schedule]

2nd year

winter

2/0

Ex

HT

3

prof. Lev Klebanov, DrSc.

32-KPMS

FMP

Czech

NMST570

Statistical Methods in Psychometrics

[WS schedule]

2nd year

winter

1/1

C+Ex

HT

3

doc. RNDr. Patrícia Martinková, Ph.D.

32-KPMS

FMP

Czech, English

NMST571

Seminar in Psychometrics

[SS schedule]

summer

0/2

C

HT

2

doc. RNDr. Patrícia Martinková, Ph.D.

32-KPMS

FMP

Czech, English

NPFL054 C

Introduction to Machine Learning with R

[SS schedule]

summer

2/2

C+Ex

HT

5

doc. Mgr. Barbora Vidová Hladká, Ph.D., RNDr. Martin Holub, Ph.D.

32-UFAL

FMP

NPFL129

Czech, English

NMTP565 N

Non-Markov Queueing Theory

[WS schedule]

2nd year

winter

2/2

C+Ex

HT

5

doc. RNDr. Daniel Hlubinka, Ph.D.

32-KPMS

FMP

Czech, English

NMST442

Matrix Computations in Statistics

[SS schedule]

summer

2/2

C+Ex

HT

5

doc. Dipl.-Math. Erik Jurjen Duintjer Tebbens, Ph.D.

32-KNM

FMP

Czech, English

NMSA431

Stochastic Problems in Research and Practice

[WS schedule]

winter

0/1

C

HT

1

doc. RNDr. Ing. Miloš Kopa, Ph.D., prof. RNDr. Ivan Mizera, CSc.

32-KPMS

FMP

Czech