Introduction to modern computational statistics. Pseudo-random number generators; inverse transform and rejection sampling. Monte Carlo approximation. Nonparametric bootstrap procedures for bias and variance estimation; bootstrap confidence intervals. Markov chain Monte Carlo methods; Gibbs and Metropolis-Hastings sampling; tuning and convergence diagnostics. Cross-validation. Time permitting, optional topics include numerical analysis in R, density estimation, permutation tests, subsampling, and graphical models. Prior knowledge of R at the level used in Math 494 is required. Prereqs: Math 233, 309, 493, 494 (not concurrently); acquaintance with fundamentals of programming in R.
Course Attributes: FA NSMAR NSMAS NSM
Section 01Statistical Computation
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