Computational Statistics 2008
STAT 7593 (6969) - 3 course hours
January to April 2008
Meets Wednesdays at 1:30 to 4:30
in room HSEB 2948.
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Resources
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| 0 |
Introduction.
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| 1 |
One dimensional optimization.
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| 2 |
Multi dimensional optimization.
Here are some Java programs implementing the Nelder-Mead simplex method.
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| 3 |
The EM Algorithm.
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| 4 |
Stochastic optimization.
Some stochastic optimization programs in R
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| 5 |
The Bootstrap.
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| 6 |
The Jackknife.
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Midterm
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| 7 |
Cross validation.
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| 8 |
Metropolis and Hastings sampling.
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| 9 |
Gibbs sampling.
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