STSCI 6520 - [Computationally Intensive Statistical Methods]

(crosslisted) BTRY 6520

Spring. Next offered 2016-2017. 4 credits.

Corequisites: ORIE 6700 or MATH 6730 (or equivalent) and at least one course in probability, or permission of instructor

Staff.

Modem applications in statistics often require intensive computation and the use of modem statistical learning techniques. This course covers topics in statistical computing, including numerical optimization and finding zeros (likelihood and related techniques), numerical linear algebra, random number generation and Monte Carlo methods, permutation tests, bootstrap and subsampling methods, non-parametric regression, dimension reduction and parallel computing. Intensive programming is done in R.