Education in Statistics and Probability

BSc Applied Mathematics

For the full BSc Applied Mathematics curriculum, please look here.

Compulsory courses

• Introduction to Probability, year 1, Q4 [TW1080]
• Introduction to Statistics, year 2, Q1 [TW2080]

Elective courses

• Decision Theory, year 2, Q3 [TW2510]
• Advanced Statistics, year 2, Q3 [TW2550]
• Advanced Probability, year 3 Q3 [TW3560]

BSc thesis projects

MSc Applied Mathematics

For the full MSc Applied Mathematics curriculum, please look here.

Common core courses

You are required to select three common core courses. The following are well aligned with Applied Probability and Statistics.

• Martingales, Brownian Motion, and Stochastic Processes, Q1-Q2, [WI4430]
• Statistical Inference, Q1-Q2 [WI4455]

Specialisation courses and electives (at TU Delft)

• Credit Risk Modeling and Management, Q4 [WI4228]
• Financial Mathematics, Q3-Q4 [WI4079]
• Game Theory, Q1 [WI4156(TU)]
• Interacting particle systems: theory and applications, Q3 [WI4225]
• Mathematical Data Science, Q3 [WI4231]
• Risk Analysis, Q1-Q2 [WI4052]
• Stochastic Differential Equations, Q3-Q4 [WI4129]
• Stochastic Simulation, Q3 [WI4614]
• Time Series and Extreme Value Theory, Q3-Q4 [WI4230]
• Uncertainty and Sensitivity Analysis, Q3-Q4 [WI4050]

Specialisation courses and electives (MasterMath)

Fall

• Asymptotic Statistics
• Forensic Probability and Statistics
• Dynamical Systems 
• Machine Learning Theory
• Measure Theoretic Probability
• Probabilistic and Extremal Combinatorics 

Spring

• Applied Statistics
• Statistical Theory for High- and Infinite-Dimensional Models
• Stochastic Differential Equations
• Stochastic Processes 
• Time Series

MSc thesis projects in Statistics

Master projects