Statistics 740 - Statistical Computing

Monday/Wednesday/Friday 10:10-11:00

210A LeConte

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Instructor: |
Dr. Brian Habing,
Assistant Professor office: 203 LeConte e-mail: habing@stat.sc.edu MSN messenger: brian@habing.com AOL messenger: DrStatpsy office phone: 777-3578 home phone: 739-2686 (9am to 10pm only) Office Hours: whenever the door is open, by appointment, and Website: http://www.stat.sc.edu/~habing/courses/740S04.html | ||||||||||||

Bulletin Description: | STAT 740 —Statistical Computing.
(3) (prereq: STAT 513 or 712 and knowledge of a computer programming language) A survey of current algorithms and software for solving fundamental problems of statistical computing with emphasis on computer generation of random variates.
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Note: | The deadline for dropping the course without failing is Monday, February 23rd | ||||||||||||

Purpose of Course: | To provide a theoretical and practical introduction to the major issues in statistical computing. Fundamental topics such as computer arithmetic, random number generation, and numerical integration will be introduced as steps towards covering the more advanced topics of simulation studies, the bootstrap, the EM algorithm, and Markov chain Monte Carlo. | ||||||||||||

Expectations: |
All students are expected to:
- Attend class regularly, asking questions when clarification is needed and participating in any in-class activities
- Attempt all of the assigned homework problems and turn them in at the start of the class in which they are due
- Use the resource of their fellow students and their instructor to seek answers to questions that arise in class, in the readings, and on the homework
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Required Text: | None. But materials may be distributed in class and made available on the course web-page. | ||||||||||||

Computers: | This course will use freely available versions of FORTRAN 77 and R, and links to download them are available on the course web-site. Accounts on the CSM domain are available for those without personal computers. | ||||||||||||

Exams and Homework: |
The coursework will consist of eleven homework assignments
and two take home exams.
The first take home exam will be assigned no later than Monday, February 23rd and will be due at 4:00 pm on Friday, March 5th. The second take home exam will be assigned no later than Monday, April 26th and will be due at noon on Wednesday, May 5th. When working on the exams you should not consult with anyone (including other faculty or students) except me. Each exam is worth 25 points.
The homework assignments will be made at least one week in advance of the due
date and will be posted on the web.
Each of the homework assignments is worth 10 points, and you may drop the
lowest grade.
You MAY For computer problems (on both the exams and homework) you will need to e-mail me a copy of the code that I can compile and/or run. A perfect grade requires not only that it runs correctly, but also that it is relatively efficient, cleanly written, and commented. | ||||||||||||

Grades: |
The grade is determined by the scores on the
homework (10x10 points) and examinations (2x25 points)
using the percentage obtained out of the maximum possible 150 points.
The grading scale may be adjusted as needed, but will not be
made more difficult
than:
There is no "extra" credit. | ||||||||||||

Complaints and Comments: | While there are end of semester evaluation forms, they come far too late to resolve any difficulties experienced in the class. All complaints should be raised by either speaking with me directly, or by anonymously leaving a message in my mailbox in 216 LeConte. |