Advanced Computational Methods

Catalog description

This course introduces the computational aspect of statistics, expanding beyond the use of existing statistical packages. Topics covered in the course include random number generation, Monte Carlo integration, Markov chains, bootstrap techniques, expectation-maximization algorithm and Markov chain Monte Carlo methods. Parallel computing using R, with emphasis on setting up simulation studies in a high-performance computing environment is also explored. Prerequisite(s): STAT 7620 >= C and STAT 7630 >= C Lecture Hours: 3 Repeatability: May not be repeated for credit. Grade Mode: Normal, Audit Program Restrictions: MS_DSCI Schedule Type (Primary): Lecture Click here for the Schedule of Classes.