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STAT513 - Computational Statistics

Introduction to contemporary computational culture: reproducible coding, literate programming. Monte Carlo methods: random number generation, variance reduction, numerical integration, statistical simulations. Optimization: linear search, gradient descent, Newton-Raphson, and their specifics in the statistical context like the method of scoring, EM algorithm. Fundamentals of convex optimization with constraints. Prerequisites: Consent of the Department.

Winter Term 2020

Lecture Sections

Winter Term 2020 - LEC Q1 (96994)

MWF 10:00:00 - 10:50:00 (SAB 321)
Instructor: imizera@ualberta.ca

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