MATH 680 — Computation Intensive Statistics
General introduction to computational methods in statistics; optimization methods; EM algorithm; random number generation and simulations; bootstrap, jackknife, cross-validation, resampling and permutation; Monte Carlo methods: Markov chain Monte Carlo and sequential Monte Carlo; computation in the R language.
- Credits: 4
- Faculty: Graduate Studies
- Department: Mathematics and Statistics
- Taught by: Archer Yi Yang
- Prerequisites: MATH 556, MATH 557 or permission of instructor
Sections offered
- Section 001 (Lec), Tue Thu 11:35 am-12:55 pm — 8 seats open