Skip to main content
Start main content

Taught Postgraduate Programme

Master of Statistics

Poster

It is a programme ideal for

1. those whose wish to advance their quantitative and analytical skills to prepare for a data-focused career path, and

2. those who wish to pursue further study in the field of statistics after studying science, social sciences, engineering, medical sciences, information systems, business and finance in their undergraduate studies.

Admission Requirements

To be eligible for admission to the programme, you should have a Bachelor's degree with honours, or an equivalent qualification, with knowledge of matrices and calculus, introductory statistics and linear modelling.
 

  • Main Round: November 1, 2019 to December 15, 2019. Candidates apply within this period will have priority.
  • Clearing Round: December 16, 2019 to 12 noon January 31, 2020.


Applications can be submitted via our on-line application system here.

The tuition fee for the full-time programme is HK$186,000* for the 2020-21 intake and that for the part-time programme is HK$93,000* per year for two years. The fee shall be payable in two instalments over one year for full-time study or in four instalments over two years for part-time study. In addition, students are required to pay Caution Money (HK$350), refundable on graduation subject to no claims being made, and Graduation Fee (HK$350).
 

The University allows Occasional Students to enroll in individual courses without registering in any particular programme of study. Tuition fee for an Occasional Student is HK$3,100* per credit in the academic year 2020-21. For enquiries, please contact the Department of Statistics & Actuarial Science (Tel: 3917 6042; Email: mstat@saas.hku.hk).

* Subject to approval

Master of Statistics Outstanding Performance Scholarship 

One scholarship of HK$50,000 shall be awarded annually to an MStat student on the basis of academic merit and quality of coursework.

 

Lifelong Learning Prizes in Statistics 

There are Lifelong Learning Prizes in Statistics, each from $5,000 to $10,000, awarded to students on the basis of academic achievement.

 

Reimbursable Courses by Continuing Education Fund (CEF)* 

Six courses in the programme:

  • STAT7006 Design and analysis of sample surveys
  • STAT8007 Statistical methods in economics and finance
  • STAT8014 Risk management and Basel Accords
  • STAT8015 Actuarial statistics
  • STAT8017 Data mining techniques
  • STAT8019 Marketing Analytics

have been included in the list of reimbursable courses under the CEF. All CEF applicants are required to attend at least 70% of the courses before they are eligible for fee reimbursement under the CEF.

* The mother programme (Master of Statistics) of these courses is recognised under the Qualifications Framework (QF Level 6).

The degree of Master of Statistics is a one-year full-time / two-year part-time programme, which has been restructured from the previous degree of Master of Social Sciences in Applied Statistics that was launched in September 1987. Since the first graduation in 1989, we expect to have about 1,000 graduates when the present cohort completes the programme. This programme is designed to provide a rigorous training in the principles and the practice of statistics. It emphasizes in applications and aims to prepare candidates for further study, research, consulting work and administration in various fields through computer-aided and hands-on experience.
 

Programme Highlights

  • Ranked No.34 worldwide (HKU Statistics)#
  • Be a knowledgeable statistician in principles and practice
  • Experience hands-on applications of methodologies with powerful statistical software
  • Could select up to seven electives from the Department’s research postgraduate courses
  • Join the programme of more than 30 years in curriculum development and delivery
  • Select a theme of your interest (Risk Management theme / Data Analytics theme)

# Based on the Quacquarelli Symonds (QS) World University Ranking by Subject 2019

 

Programme Learning Outcomes 

1. To acquire advanced knowledge in statistics and practical skills of applying appropriate statistical methods, models and techniques, and develop new knowledge and skills through life-long learning

2. To equip with hands-on experience in statistical and risk analyses using commercial statistical software and be competent for data-analytic jobs which require advanced computational skills

3. To make informed decisions on complex real-life problems encountered in the data explosion era

4. To communicate effectively with the layman on statistical issues

5. To critically evaluate and to make proper use of models and techniques for data analyses and risk management, and to appraise the related ethical issues

6. To prepare to be confident statisticians for providing professional view on statistical issues
 

Programme Curriculum 

Commencing in September, the curriculum is composed of a total of 60 credits of courses in either one year for full-time study, or two years for part-time study. The programme offers great flexibilities for students who wish to take a general approach or a specialised theme in Risk Management or Data Analytics. A student may choose to have his/her theme printed on the transcript if he/she has satisfied the requirement of one of the themes. If a student selects an MStat course whose contents are similar to a course (or courses) which he/she has taken in his/her previous study, the Department may not approve the selection in question. Students must obtain a cumulative GPA of at least 2.0 to graduate.
 

Curriculum study (applicable for both full-time and part-time modes)

Two compulsory courses (12 credits)

STAT7101   Fundamentals of statistical inference (6 credits)

STAT7102   Advanced statistical modelling (6 credits)

Theme-specific elective courses (24 Credits)
Risk Management theme
plus 24 credits from
Data Analytics theme
plus 24 credits from
STAT6013 Financial data analysis (6 credits)STAT6011 Computational statistics (6 credits)
STAT6015 Advanced quantitative risk management and finance (6 credits)STAT6016 Spatial data analysis (6 credits)
STAT6017 Operational risk and insurance analytics (6 credits)STAT7005 Multivariate methods (6 credits)
STAT8003 Time series forecasting (6 credits)STAT7007 Categorical data analysis (6 credits)

STAT8007 Statistical methods in economics and finance (6 credits)

STAT7008 Programming for data science (6 credits)

STAT8014 Risk management and Basel Accords (6 credits)

STAT8003 Time series forecasting (6 credits)
STAT8015 Actuarial statistics (6 credits)STAT8016 Biostatistics (6 credits)
STAT8017 Data mining techniques (6 credits)STAT8017 Data mining techniques (6 credits)
STAT8020 Quantitative strategies and algorithmic trading (6 credits) 
 
STAT8019 Marketing analytics (6 credits)
STAT8021 Big data analytics (6 credits)
 
STAT8021 Big data analytics (6 credits)
 STAT8302 Structural equation modelling (3 credits)
 STAT8305 Bayesian statistics (3 credits)
 STAT8306 Statistical methods for network data (3 credits)

Other elective courses (18 credits)

plus at least 18 credits from

STAT6009    Research methods in statistics (6 credits)

STAT6010    Advanced probability (6 credits)

STAT7006    Design and analysis of sample surveys (6 credits)

STAT7301    Socio-economic statistics for business and public policies (3 credits)

STAT8000    Workshop on spreadsheet modelling and database management (3 credits)

STAT8300    Career development and communication workshop (Non-credit bearing)

STAT8304    Current topics in statistics (3 credits)

Any theme-specific elective courses

Any capstone courses

 

Capstone requirement (6 credits)

plus 6 credits from

STAT8002   Project (6 credits)

STAT8017   Data mining techniques (6 credits)

STAT8088   Practicum  (6 credits)

STAT8089   Capstone Project (6 credits)

Apart from the two compulsory courses and capstone requirement, candidates may choose not to follow any theme and may take 42 credits of elective courses in any order, whenever feasible.

 

 

Compulsory Course Replacement
Students with prior background has to take a more advanced course from the same area as replacement:
Replace ...With
STAT7101 Fundamentals of statistical inference (6 credits)

STAT6009 Research methods in statistics (6 credits)

or

STAT7005 Multivariate methods (6 credits)

STAT7102 Advanced statistical modelling (6 credits)

Any other course

 

 

B. Course contents

 

Compulsory Courses

STAT7101 Fundamentals of statistical inference (6 credits)

Motivated by real problems involving uncertainty and variability, this course introduces the basic concepts and principles of statistical inference and decision-making.  Contents include: large-sample theories; estimation theory; likelihood principle; maximum likelihood estimation; hypotheses testing; likelihood ratio tests; nonparametric inference; computer-intensive methods such as EM algorithm and bootstrap methods.  (Only under exceptional academic circumstances can this compulsory course be replaced by an elective course.)

 

Assessment: One 2-hour written examination; 40% coursework and 60% examination

STAT7102 Advanced statistical modelling (6 credits)

This course introduces modern methods for constructing and evaluating statistical models and their implementation using popular computing software, such as R or Python. It will cover both the underlying principles of each modelling approach and the model estimation procedures. Topics from: (i) Linear regression models; (ii) Generalized linear models; (ii) Mixed models; (iv) Kernel and local polynomial regression; selection of smoothing parameters; (v) Generalized additive models; (vi) Hidden Markov models and Bayesian networks.

 

Assessment: One 2-hour written examination; 50% coursework and 50% examination

 

STAT6009 Research methods in statistics (6 credits)

This course introduces some statistical concepts and methods which potential graduate students will find useful in preparing for work on a research degree in statistics.  Focus is on applications of state-of-the-art statistical techniques and their underlying theory.  Contents may be selected from: (1) Basic asymptotic methods: modes of convergence; stochastic orders; laws of large numbers; central limit theorems; delta method; (2) Parametric and nonparametric likelihood methods: high-order approximations; profile likelihood and its variants; signed likelihood ratio statistics; empirical likelihood; (3) Nonparametric statistical inference: sign and rank tests; Kolmogorov-Smirnov test; nonparametric regression; density estimation; kernel methods; (4) Computationally-intensive methods: cross-validation; bootstrap; permutation methods;  (5) Robust methods: measures of robustness; M-estimator; L-estimator; R-estimator; estimating functions; (6) Other topics as determined by the instructor.

 

Assessment: One 2-hour written examination; 25% coursework and 75% examination

 

STAT6010 Advanced probability (6 credits)

This course provides an introduction to measure theory and probability.  The course will focus on some basic concepts in theoretical probability which are important for students to do research in actuarial science, probability and statistics.  Contents include: sigma-algebra, measurable space, measure and probability, measure space and probability space, measurable functions, random variables, integration theory, characteristic functions, convergence of random variables, Hilbert spaces, conditional expectations, martingales.

 

Assessment: One 2-hour written examination; 25% coursework and 75% examination 

 

STAT6011 Computational statistics (6 credits)

This course aims to give postgraduate students in statistics a background in modern computationally intensive methods in statistics.  It emphasizes the role of computation as a fundamental tool of discovery in data analysis, of statistical inference, and for development of statistical theory and methods. Contents include: Bayesian statistics, Markov chain Monte Carlo methods including Gibbs sampler, the Metropolis-Hastings algorithm, and data augmentation; Generation of random variables including the inversion methods, rejection sampling, the sampling/importance resampling method; Optimization techniques including Newton’s method, expectation-maximization (EM) algorithm and its variants, and minorization-maximization (MM) algorithms; Integration including Laplace approximations, Gaussian quadrature, the importance sampling method, Numerical optimization and integration, EM algorithm and its variants, Simulation and Monte Carlo integration, Importance sampling and variance reduction techniques; and other topics such as Hidden Markov models, neural networks, and Bootstrap methods.

 

Pre-requisites: Students should not be taking or have taken STAT8305 Bayesian statistics or equivalent

 

Assessment: One 2-hour written examination; 40% coursework and 60% examination 

 

​​​​​​STAT6013 Financial data analysis (6 credits)

This course aims at introducing statistical methodologies in analyzing financial data.  Financial applications and statistical methodologies are intertwined in all lectures. Contents include: recent advances in modern portfolio theory, copula, market microstructure and high frequency data analysis, FinTech applications with various computational tools such as artificial neural networks, Kalman filters and blockchain data analysis.

 

Assessment: One 2-hour written examination; 40% coursework and 60% examination 

 

STAT6015 Advanced quantitative risk management and finance (6 credits)

This course covers statistical methods and models of importance to risk management and finance and links finance theory to market practice via statistical modelling and decision making.  Emphases will be put on empirical analyses to address the discrepancy between finance theory and market data.  Contents include: Elementary Stochastic Calculus; Basic Monte Carlo and Quasi-Monte Carlo Methods; Variance Reduction Techniques; Simulating the value of options and the value-at-risk for risk management; Review of univariate volatility models; multivariate volatility models; Value-at-risk and expected shortfall; estimation, back-testing and stress testing; Extreme value theory for risk management.

 

Assessment: One 2-hour written examination; 25% coursework and 75% examination

STAT6016 Spatial data analysis (6 credits)

This course covers statistical concepts and tools involved in modelling data which are correlated in space. Applications can be found in many fields including epidemiology and public health, environmental sciences and ecology, economics and others.   Covered topics include:  (1) Outline of  three types of spatial data: point-level (geostatistical), areal (lattice), and spatial point process.  (2) Model-based geostatistics: covariance functions and the variogram; spatial trends and directional effects; intrinsic models; estimation by curve fitting or by  maximum likelihood; spatial prediction by least squares, by simple and ordinary kriging, by trans-Gaussian  kriging.  (3) Areal data models: introduction to Markov random fields;  conditional, intrinsic, and simultaneous autoregressive (CAR, IAR, and SAR) models.  (4) Hierarchical modelling for univariate spatial response data, including Bayesian kriging and lattice modelling.  (5) Introduction to simple spatial point processes and spatio-temporal models.  Real data analysis examples will be provided with dedicated  R packages such as geoR. 



Assessment: One 2-hour written examination; 50% coursework and 50% examination

STAT6017 Operational risk and insurance analytics (6 credits)

This course aims to provide the foundation of operational risk management and insurance. Special emphasis will be put on the analytical and modeling techniques for operational risk and insurance. Contents include fundamentals of operational risk and Basel regulation, loss distribution, estimation of risk models, copula and modeling dependence, insurance and risk transfer for operational risk.

 

Assessment: One 2-hour written examination, 25% coursework and 75% examination

STAT7005 Multivariate methods (6 credits)

In many disciplines the basic data on an experimental unit consist of a vector of possibly correlated measurements.  Examples include the chemical composition of a rock; the results of clinical observations and tests on a patient; the household expenditures on different commodities.  Through the challenge of problems in a number of fields of application, this course considers appropriate statistical models for explaining the patterns of variability of such multivariate data.  Topics include: multiple, partial and canonical correlation; multivariate regression; tests on means for one-sample and two-sample problems; profile analysis; test for covariances structure; multivariate ANOVA; principal components analysis; factor analysis; discriminant analysis and classification.  

 

Assessment: One 3-hour written examination; 40% coursework and 60% examination

STAT7006 Design and analysis of sample surveys (6 credits)

Inferring the characteristics of a population from those observed in a selection or sample from that population is a situation often forced on us for economic, ethical or technological reasons.  Against the background of practical situations, this course considers the basic principles, practice and design of sampling techniques to produce objective answers free from bias.  Emphasis will be on current and local problems.

 

Assessment: One 3-hour written examination; 25% coursework and 75% examination

STAT7007 Categorical data analysis (6 credits)

Many social and medical studies, especially those involving questionnaires, contain large amounts of categorical data.  Examples of categorical data include presence or absence of disease (yes / no), mode of transportation (bus, taxi, railway), attitude toward an issue (strongly disagree, disagree, agree, strongly agree).  This course focuses on analyzing categorical response data with emphasis on hands-on training of analyzing real data using statistical software such as SAS.  Consulting experience may be presented in the form of case studies.  Topics include: classical treatments of 2 and 3-way contingency tables, measures of association and nonparametric methods; generalized linear models, logistic regression for binary, multinomial and ordinal data, loglinear models, Poisson regression; Modelling repeated measurements; generalized estimating equations. 

 

Assessment: One 3-hour written examination; 50% coursework and 50% examination

STAT7008 Programming for data science (6 credits)

In the big data era, it is very easy to collect huge amounts of data. Capturing and exploiting the important information contained within such datasets poses a number of statistical challenges. This course aims to provide students with a strong foundation in computing skills necessary to use R or Python to tackle some of these challenges. Possible topics to be covered may include exploratory data analysis and visualization, collecting data from a variety of sources (e.g. Excel, web-scraping, APIs and others), object-oriented programming concepts and scientific computation tools. Students will learn to create their own R packages or Python libraries. 

 

Assessment: 100% coursework

STAT7301 Socio-economic statistics for business and public policies (3 credits)

Huge volumes of socio-economic statistics are compiled and published on society and the economy by Governments and other bodies locally and elsewhere. Strong ability of business managers and authorities concerned to make effective reference to relevant data greatly enhances the quality of decision making in business and public policy processes. Students will learn about globally adopted standards for the compilation and dissemination of important data, such as those on population, labour, economic structure (in particular GDP), productivity, prices, trade, finance, housing, health and education; how to obtain them; and appropriate methods of utilizing them for the purposes of understanding socio-economic phenomena and making sound decisions. Ample practical examples drawn from Hong Kong and elsewhere will be presented. 

 

Assessment: One 1.5-hour written examination; 40% coursework and 60% examination

STAT8000 Workshop on spreadsheet modelling and database management (3 credits)

This course aims to enhance students' IT knowledge and skills which are essential for career development of statistical and risk analysts. The course contains a series of computer hands-on workshops on Excel VBA programming, MS-Access and SQL and C++ basics.

 

Assessment: 100% coursework, assessment of this course is on a pass or fail or distinction basis

STAT8002 Project (6 credits)

A project in any branch of statistics or probability will be chosen under the supervision of individual staff member.  A substantial written report is required.  Availability of this course is subject to approval.

Pre-requisites: Students should not be taking or have taken STAT8089 Capstone Project or equivalent

 

Assessment: 60% written report and 40% oral presentation

STAT8003 Time series forecasting (6 credits)

A time series consists of a set of observations on a random variable taken over time.  Such series arise naturally in climatology, economics, finance, environmental research and many other disciplines.  In additional to statistical modelling, the course deals with the prediction of future behaviour of these time series.  This course distinguishes different types of time series, investigates various representations for them and studies the relative merits of different forecasting procedures.  

 

Assessment: One 3-hour written examination; 40% coursework and 60% examination

STAT8007 Statistical methods in economics and finance (6 credits)

This course provides a comprehensive introduction to state-of-the-art statistical techniques in economics and finance, with emphasis on their applications to time series and panel data sets in economics and finance.  Topics include: regression with heteroscedastic and/or autocorrelated errors; instrumental variables and two stage least squares; panel time series model; unit root tests, co-integration, error correction models; and generalized method of moments.

 

Assessment: One 3-hour written examination; 25% coursework and 75% examination

STAT8014 Risk management and Basel Accords (6 credits)

Being an important financial centre, Hong Kong has always been on the alert for risk in the banking and financial industry. We have weathered many attacks and crises over the past decades. Following the deep and long lasting global financial crisis started in 2007/08, this risk has been the primary focus of most people. This course will provide, and it is paramount for people in or related to the industry be fully aware of the relevant risk management, including the nature, the culture, the framework, the cycle, the measurement (with focus on market, credit and operational risks) and the mitigation techniques, along with the knowledge of the Basel Accords and practical critical issues.
 

Assessment: One 3-hour written examination; 40% coursework and 60% examination

STAT8015 Actuarial statistics (6 credits)

The main focus of this module will be on financial mathematics of compound interest with an introduction to life contingencies and statistical theory of risk.  Topics include simple and compound interest, annuities certain, yield rates, survival models and life tables, population studies, life annuities, assurances and premiums, reserves, joint life and last survivor statuses, multiple decrement tables, expenses, individual and collective risk theory.

 

Assessment: One 3-hour written examination; 25% coursework and 75% examination

STAT8016 Biostatistics (6 credits)

Statistical methodologies and applications in fields of medicine, clinical research, epidemiology, public health, biology and biomedical research are considered.  The types of statistical problems encountered will be motivated by experimental data sets.  Important topics include design and analysis of randomized clinical trials, group sequential designs and crossover trials; survival studies; diagnosis; risks; statistical analysis of the medical process.

 

Assessment: One 2-hour written examination; 40% coursework and 60% examination

STAT8017 Data mining techniques (6 credits)

With the rapid developments in computer and data storage technologies, the fundamental paradigms of classical data analysis are mature for change.  Data mining techniques aim at helping people to work smarter by revealing underlying structure and relationships in large amounts of data.  This course takes a practical approach to introduce the new generation of data mining techniques and show how to use them to make better decisions.  Topics include data preparation, feature selection, association rules, decision trees, bagging, random forests and gradient boosting, cluster analysis, neural networks, introduction to text mining.

 

Pre-requisites: Students should not be taking or have taken STAT8089 Capstone Project or equivalent

 

Assessment: 100% coursework

STAT8019 Marketing analytics (6 credits)

This course aims to introduce various statistical models and methodology used in marketing  research. Special emphasis will be put on marketing analytics and statistical techniques for marketing decision making including market segmentation, market response models, consumer preference analysis and conjoint analysis.  Contents include market response models, statistical methods for segmentation, targeting and positioning, statistical methods for new product design.

 

Assessment: One 3-hour written examination; 40% coursework and 60% examination

STAT8020 Quantitative strategies and algorithmic trading (6 credits)

Quantitative trading is a systematic investment approach that consists of identification of trading opportunities via statistical data analysis and implementation via computer algorithms. This course introduces various methodologies that are commonly employed in quantitative trading.

The first half of the course focuses at strategies and methodologies derived from the data snapshotted at daily or minute frequency. Some specific topics are: (1) techniques for trading trending and mean-reverting instruments, (2) statistical arbitrage and pairs trading, (3) detection of time-series” mean reversion or stationarity, (4) cross-sectional momentum and contrarian strategies, (5) back-testing methodologies and corresponding performance measures, and (6) Kelly formula, money and risk management. The second half of the course discusses statistical models of high frequency data and related trading strategies. Topics that planned to be covered are: (7) introduction of market microstructure, (8) stylized features and models of high frequency transaction prices, (9) limit order book models, (10) optimal execution and smart order routing algorithms, and (11) regulation and compliance issues in algorithmic trading.

 

Pre-requisites: Pass in STAT6013 Financial data analysis or equivalent

 

Assessment: One 2-hour written examination; 50% coursework and 50% examination

STAT8021 Big data analytics (6 credits)

The recent explosion of social media and the computerization of every aspect of life resulted in the creation of volumes of mostly unstructured data (big data): web logs, e-mails, videos, speech recordings, photographs, tweets and others.  This course aims to provide students with knowledge and skills of some advanced analytics and statistical modelling for solving big data problems. Topics in clude recommender system, deep learning: CNN, RNN, LSTM, GRU, natural language processing, sentiment analysis and topic modeling. Students are required to possess basic understanding of Python language.


Pre-requisites: Pass in STAT8017 Data mining techniques or equivalent
 

Assessment: 100% coursework

 

STAT8088 Practicum (6 credits)

This course is open to students of Master of Statistics Programme only. It provides students with first-hand experience in the applications of academic knowledge in a real-life work environment. To be eligible, students should be undertaking a statistics-related or risk-management-related practicum with no less than 160 hours in at least 20 working days spent in a paid or unpaid position. It is possible for part-time students to complete their practicum within their current place of employment. The practicum will normally take place in the second semester or summer semester for full-time students or during the second year for part-time students.

Assessment: Upon completion of the practicum, each student is required to submit a written report and to give an oral presentation on his/her practicum experience. Supervisors will assess the students based on their performance during the practicum period.  Assessment of this course is on a Pass or Fail or Distinction basis with 3 criteria: (1) supervisor's evaluation, (2) written report, (3) oral presentation. Please note that fail in fulfilling any of the 3 criteria satisfactorily would lead to a "Fail" grade in the course.

STAT8089 Capstone project (6 credits)

This project-based course aims to provide students with capstone experience to work on a real-world problem and carry out a substantial data analysis project which requires integration of the knowledge they have learnt in the curriculum. Students will work in small groups under the guidance of their supervisor(s).  The project topic is not limited to academic context, but can also be extended to a community or corporate outreach project. Students will need to find an interesting topic of their own, conduct literature search regarding the most recent research related to the problem, make suggestions to improve the current situations or even solve the problem identified in their project.  A substantial written report is required.

 

Pre-requisites: Students should not be taking or have taken STAT8002 Project or STAT8017 Data mining techniques or equivalent

 

Assessment: 15% project proposal; 50% written report and 35% oral presentation

STAT8300 Career development and communication workshop (Non-credit-bearing)

The course is specially designed for students who wish to sharpen their communication and career preparation skills through a variety of activities including lectures, skill-based workshops, small group discussion and role plays. All of which aim to facilitate students in making informed career choices, provide practical training to enrich communication, presentation, time management and advanced interview skills, and to enhance students' overall competitiveness in the employment markets.

 

Assessment: 100% coursework, assessment of this course is on a pass or fail or distinction basis

STAT8302 Structural equation modelling (3 credits)

Structural Equation Modelling (SEM) is a general statistical modelling technique to establish relationships among variables.  A key feature of SEM is that observed variables are understood to represent a small number of "latent constructs" that cannot be directly measured, only inferred from the observed measured variables.  This course covers the theories of structural equation models and their applications.  Topics may include path models, confirmatory factor analysis, structural equation models with latent variables, Sub-models including multiple group analysis, MIMIC model, second order factor analysis, two-wave model, and simplex model, model fitness, model identification, and Comparison with competing models.


Pre-requisites: Pass in STAT7005 Multivariate methods or equivalent


Assessment: One 1.5-hour written examination; 50% coursework and 50% examination

STAT8304 Current topics in Statistics (3 credits)

The purpose of this course is to broaden the students' knowledge of statistics by studying some contemporary topics motivated by applications of statistics. These topics will build on the theory and methods covered in the compulsory courses. The topics offered each year depend on student interests and staff availability. After completing the course, students will acquire knowledge and skills of some advanced statistical techniques for solving real life problems.

 

Assessment: One 1.5-hour written examination; 40% coursework and 60% examination

STAT8305 Bayesian statistics (3 credits)

This course introduces Bayesian methodologies and computational techniques of Markov chain Monte Carlo (MCMC).  It covers fundamental Bayesian concepts, modeling and inference, including prior specification, posterior distribution, posterior predictive, Bayes factor, Bayesian hypothesis testing, Bayesian hierarchical modeling, and Bayesian decision theoretic analysis.  From the computational perspective, it covers rejection sampling, importance sampling, Metropolis-Hastings algorithm, Gibbs sampling, and data augmentation MCMC techniques.  Statistical software R and Python will be used for Bayesian computation.

 

Pre-requisites:   Students should not be taking or have taken STAT6011 Computational statistics or equivalent

 

Assessment:     One 1-hour written examination; 25% coursework and 75% examination

STAT8306 Statistical methods for network data (3 credits)

The six degrees of separation theorizes that human interactions could be easily represented in the form of a network. Examples of networks include router networks, the World Wide Web, social networks (e.g. Facebook or Twitter), genetic interaction networks and various collaboration networks (e.g. movie actor coloration network and scientific paper collaboration network). Despite the diversity in the nature of sources, the networks exhibit some common properties. For example, both the spread of disease in a population and the spread of rumors in a social network are in sub-logarithmic time. This course aims at discussing the common properties of real networks and the recent development of statistical network models. Topics may include common network measures, community detection in graphs, preferential attachment random network models, exponential random graph models, models based on random point processes and the hidden network discovery on a set of dependent random variables.

 

Assessment:     One 1.5-hour written examination; 50% coursework and 50% examination

Elective Courses

 

Programme Director

ykchung

Dr Y K Chung
BSc, MPhil CUHK; PhD HK
Department of Statistics and Actuarial Science

 

 

Staff List

  • Dr A Benchimol, BSc UBA; MA UAH; MPhil, PhD UC3M
  • Dr K C Cheung, BSc(ActuarSc), PhD HK; ASA
  • Dr S K C Cheung, BSc HK, MSc ANU; PhD CUHK
  • Ms O T K Choi, BSc UBC; MSc Oxford
  • Dr Y K Chung, BSc, MPhil CUHK; PhD HK
  • Professor T W K Fung, BSocSc HK; MSc Lond; PhD HK; DIC
  • Professor F W H Ho, BSc, MSocSc HK
  • Mrs G M Jing, BSc, MA, DipEd Syd
  • Dr C W Kwan, BSc, PhD HK
  • Dr E K F Lam, BA St. Thomas; MA New Brunswick; PhD HK
  • Professor K Lam, BA HK; PhD Wisconsin
  • Dr D Lee, BSc(ActuarSc), MPhil HK; PhD British Columbia
  • Professor S M S Lee, BA, PhD Cantab
  • Mr D K T Leung, BA, MBA HK
  • Dr E A L Li, BSc HK; MEcon, PhD Syd
  • Dr G D Li, BSc MSc Peking; PhD HK
  • Dr W T Li, BSc USTC, PhD Rutgers

 

  • Dr Z H Liu, ScD Harvard
  • Mr P K Y Pang, BSc HK; MBA NSW
  • Dr C Wang, PhD NUS
  • Dr K P Wat, BSc(ActuarSc), PhD HK; FSA;CERA; FRM
  • Dr J T Y Wong, BSc(ActuarSc), MPhil HK; PhD Waterloo; FSA
  • Dr R W L Wong, BSc, MPhil CUHK; MA, PhD Pittsburg; ASA
  • Professor S P S Wong, BSc, MPhil HKU; PhD Stanford
  • Dr J F Xu, BSc, USTC; MPhil, PhD Columbia
  • Professor H L Yang, BSc Inner Mongolia; MMath Waterloo; PhD Alberta; ASA; HonFIA
  • Professor J J F Yao, BSc, MSc, PhD Paris-Sud Orsay
  • Professor G S Yin, MA Temple; MSc, PhD N Carolina
  • Dr P L H Yu, BSc, PhD HK
  • Professor K C Yuen, BSc, MSc, PhD Calgary; ASA
  • Dr A J Zhang, BSc, MPhil HKBU; MSc, PhD Michigan
  • Dr D Y Zhang, BSc Nankai; MSc, PhD NCSU
  • Dr Z Q Zhang, BSc Nankai, MSc E China Normal; PhD HK
  • Dr K Zhu, BSc, USTC; PhD HKUST

Graduate/ Student Sharing

Alejandro COBO PIEKENBROCK

Alejandro COBO PIEKENBROCK 

Class of 2017

 

"The Master of Statistics of the University of Hong Kong enables students to acquire both a solid understanding of statistical theory and extensive knowledge about its state-of-the-art applications. Thanks to the variety of the courses offered in this programme, I could learn more about new areas in statistics, data analytics and risk management. What I liked most during my MStat studies was their friendly professors and staff who taught me very valuable lessons about statistics and life. Overall, the MStat programme is a truly enriching experience which will help students get one step closer to their career goals."

 

 

Enquiries

Ms Clara Lian

 

Department of Statistics & Actuarial Science

Faculty of Science

The University of Hong Kong

 

  • G/F Chong Yuet Ming Physics Building
  • (852) 3917 5287
  • (852) 2858 4620