STSCI 6520 - Computationally Intensive Statistical Methods

(crosslisted) BTRY 6520

Spring. 4 credits. Student option grading.

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

S. Basu.

Modern statistical methods routinely used in practice for analyzing large, complex datasets require intensive computation. This course covers topics in statistical computing, including numerical optimization and finding zeros (likelihood and related techniques), random number generation and Monte Carlo methods, bootstrap and subsampling, dimension reduction, nonlinear predictive modeling and parallel computing. Programming will be done in R.