MATH 8382 Advanced Statistical Computing

This is a course in modern computationally intensive statistical methods including simulation, optimization methods, Monte Carlo integration, maximum likelihood /EM parameter estimation, Monte Carlo simulations, Markov chain Monte Carlo methods, resampling methods, non-parametric density estimation, writing functions using R, and some recent developments in this area. Topics include power and sample size determinations.

Credits

3

Prerequisite

Consent of Instructor.

Schedule Type

Lecture

Grading Basis

Standard Letter (A-F)

Administrative Unit

School of Mathematical & Stat

Offered

As scheduled