Master's Programme in Mathematical Statistics and Machine Learning
Mathematical statistics is considered one of the most important tools in applied mathematics and our MSc programme offers you a broad platform, with courses in classical mathematical statistics and more recent courses in statistical learning, and with vast opportunities to specialise and form a unique profile.
One of the many advantages with a background in mathematical statistics, is that your career options are found in the most unexpected and exciting sectors. This programme is an excellent preparation for PhD studies, but our graduates also work with risk analysis in the insurance and financial sector, statistical analysis in medicinal science, climatology and probability calculations in the telecommunication industry. Many employers nowadays also need people who can use statistical learning to deal with large amounts of data, and data science is a common field for our alumni.
Study at Stockholm University
Being a collaborator in the Stockholm Mathematics Centre, our department is part of a developing international core for scientific work in mathematics. At Stockholm University, studies in mathematical statistics covers a full range of topics from probability theory to applied statistics and computing. The programme includes traditional measure-theoretic probability theory to provide a solid mathematical foundation as well as a statistical consultancy. Whether you wish to specialise in a more applied or theoretical direction, you are assured high-quality education with active researchers as teachers.
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Programme overview
The programme consists of 45 credits of mandatory courses, 45 credits which you choose depending on your field of interest, and a degree project of 30 credits.
The mandatory courses give you an in depth-knowledge in mathematical statistics and the basics of mathematical communication.
Following this, you can choose courses to specialise and prepare for the degree project. Some of the courses (22.5 credits) must be chosen from a list of elective (at least 7.5 credits must be mathematical statistics at master level), and the other 22.5 credits can be chosen freely and used to broaden your experience with courses in another subject or studies abroad.
Mandatory and recommended elective courses are shown below, with the semester when they are given. You may need to choose additional courses so that you take 30 credits each semester.
List of elective courses, and the difference between elective and freely chosen courses
Year 1
First semester
MT7047 Probability Theory III (mandatory)
MT7045 Bayesian Methods (elective, odd years)
MT7050 Unsupervised Learning (mandatory, even years)
MT7049 Statistical Learning (mandatory)
MT7051 Reinforcement Learning (elective, even years)
Second semester
MT7051 Reinforcement Learning (elective, spring 2025)
MT7042 Statistical Deep Learning (elective, starting 2026)
MT5012 Stochastic Processes and Simulation II (mandatory)
Year 2
Third semester
MT7050 Unsupervised Learning (mandatory, even years)
MT7045 Bayesian Methods (elective, odd years)
MM7020 Mathematical communication (mandatory, but may be replaced with MT8001 Statistical Consulting Methods if that course is available)
Course in probability at 25% (elective, which course can vary)
MT5019 Categorical Data Analysis (mandatory unless you have taken MT7046 Statistical Models)
MT7037 Statistical Information Theory (elective, odd years)
MT7051 Reinforcement Learning (elective, even years)
Fourth semester
MT9013 Mathematical Statistics, Degree Project, 30 credits
Independent project
The final part of your studies comprises a degree project where you independently get to plan, carry out and report a research project under the supervision of one of our researchers.
MT9013 Mathematical Statistics, Degree Project, 30 credits
Examples of previous degree projects (Swedish page, but many titles are in English)
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How to apply
You apply to this programme via Universityadmissions.se.
The programme is open for application both during the first admissions round (15 October to 15 January) and the second admissions round (15 March to 15 April).
The second admissions round is not suitable for international students, especially students from outside the EU/EEA. The final admissions results in the second admissions round are not posted until about a month before the programme begins. This is not enough time to pay tuition fees and apply for a residence permit if you need to do so - and not much time even if all you need to do is move to Stockholm.
Key dates and deadlines at universityadmissions.se
A step-by-step guide how to apply
Find out if you need to pay application and tuition fees
Please note that if you applied in the second admissions round and wish to keep a place you have been offered, you must reply to you offer via Universityadmissions.se within a week or so. If you applied in the first admissions round and are offered a place, you do not need to reply to your offer.
Selection process
Additional eligibility criteriaThe selection of students is based on grades of academic courses and the relevance of previous studies in relation to the programme. The subject of mathematical statistics includes theoretical and applied statistics, probability theory and stochastic processes. All of these components should ideally be represented in previous studies.
Required supporting documentation
You do not need to send in letters of recommendation or motivation, or other documentation beyond what is required according to universityadmissions.se.
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More information
On our website you can find general information about our courses and programmes, information for new students (registration, literature etc.) or during your studies (exam rules, student representation, etc.). You can also find information about degrees and exchange studies.
Education at the Department of Mathematics
Scholarships, housing and things to know or do before you arrive
Stockholm University offers some scholarships, and there are also some scholarships through the Swedish Institute (SI, it's a government agency) and various other organisations.
Scholarships and other funding options for master's programmes at Stockholm University
If you are admitted to the programme, you need to pay tuition fees (if applicable) and prepare to move to Stockholm. Here is a page with pre-departure information about tuition, accommodation, insurance, and more:
New version of the programme
This programme is given for the first time in the autumn of 2023, but there has previously been a Master's Programme in Mathematical Statistics, which is given for the last time starting in the autumn 2023 (because the new programme was not available for application in the first admissions round).
The reason for the name change is to reflect the development of several new courses in statistical learning which has been going on for some years. We have also made some changes in mandatory courses and requirements for eligibility, but nothing drastic.
Both programmes lead to a Master's Degree in Mathematical Statistics.
The Master's Programme in Mathematical Statistics in the course catalogue
Syllabuses for the Master's Programme in Mathematical Statistics can also be found in the archive
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Contact
Student contact at the Department of Mathematics
Programme Director: Daniel Ahlberg
