Advanced Statistical Computing

Catalog description

Prerequisites: 04232 Statistical Models and Methods II, Statistical Inference II*, 04224 Biostatical Computing This is a course for performing sophisticated statistical simulation studies using computer. We will introduce some numerical algorithms which are useful for statistical modeling and data analysis. The topics include: random number generations, acceptance/rejection method, unconstrained/constrained likelihood optimizations, Kuhn-Tucker conditions, regularized regressions, the EM algorithm, numerical integration, Gaussian quadrature, Monte-Carlo method (importance sampling), Bootstrap, Permutation, Jackknife, Cross-validation.