Advanced Statistical Computing

Calendar

Below is an outline of the classes

DateSubjectDueNotes/links
1/24Introduction
1/26Numerical Maximization
1/31Numerical Maximization, EMhw1
2/2The EM algorithm
2/7EMhw2
2/9EM
2/14Laplace approx, Numerical integrationhw3
2/16Monte Carlo, random number generation
2/21Importance sampling, accept/rejecthw4
2/23Markov chains, MCMC
2/28MCMC
3/2 MCMC
3/7 MCMC hw5
3/9 MCMC
3/14Stochastic optimization hw6
3/16