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.

Resources
0 Introduction.
1 One dimensional optimization.
2 Multi dimensional optimization.

Here are some Java programs implementing the Nelder-Mead simplex method.
3 The EM Algorithm.
4 Stochastic optimization.
Some stochastic optimization programs in R
5 The Bootstrap.
6 The Jackknife.
Midterm
7 Cross validation.
8 Metropolis and Hastings sampling.
9 Gibbs sampling.