STSCI 6520 - Computationally Intensive Statistical Methods

(crosslisted)
(also BTRY 6520)

Spring. 4 credits.

Prerequisites: ORIE 6700 (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, induding numerical optimization and finding zeros (likelihood and related techniques), regressions, logistic regressions, neural neworks, decision trees, boosting, bagging, dimension reductions (including classical methods and new techniques) for handling modem massive data sets (MMDS). Intensive programming is done in MATLAB.