Adv. Computational Data Sci.

Catalog description

Advanced Computational Data Science: This course introduces the theory behind and the implementation of advanced statistical techniques for performaing inference for existing or newly developed models. The course topics include Random variable generation, Monte Carlo integration, importance sampling, Markov chain Monte Carlo (MCMC) Methods, state space models, particle filters, Hamiltonian MCMC, Bayesian nonparametrics, variational methods, approximate Bayesian computation (ABC).