Stat 740, Spring 2017

STAT 740: Statistical Computing, Fall 2017


Syllabus.
Instructor: Tim Hanson. E-mail: hansont@stat.sc.edu.
Office Hours: Tuesday/Thursday 10am to 11am, and by appointment.
Office: 219C LeConte College, (803) 777-3859.
Class Meeting: 8:30am-9:45am Tuesday/Thursday, LeConte College 201A.
Textbook: Monte Carlo Statistical Methods, Second Edition by Christian P. Robert and George Casella.
Strongly recommended: Computational Statistics, Second Edition by Geof H. Givens and Jennifer A. Hoeting.

Lecture schedule, notes, and homework

  • Thur., Aug. 24: Chapter 1 in Robert & Casella (R & C), Chapters 1 and 2 in Givens & Hoeting (G & H). Logistics, syllabus, normal approximations, Newton-Raphson. Course notes. Some examples in R.
  • Tues., Aug. 29: Newton-Raphson, multivariate delta method, examples in R.
  • Thur., Aug. 31: Large-sample Bayesian inference. Ferguson's (1973) paper on Bayesian nonparametric solutions to several problems.
  • Tues., Sep. 5: Large-sample Bayesian inference finished.
  • Thur., Sep. 7: Chapter 2 in R & C; Chapter 6 in G & H. Methods for simulating random variables. Course notes. Some examples in R. Homework 1 is due Tuesday, Sept. 19.
  • Tues., Sep. 12: CLASS CANCELLED due to Hurricane Irma.
  • Thur., Sep. 14: Methods for simulating random variables, finished.
  • Tues., Sep. 19: Chapter 3 in R & C; Chapter 5 in G & H. Numerical integration. Course notes. Some examples in R.
  • Thur., Sep. 21: Some notes on Gaussian quadrature vs. Monte Carlo integration. Homework 2 is due Thursday, Sept. 28.
  • Tues., Sep. 26: Numerical integration finished. Monte Carlo integration. Course notes. Some examples in R.
  • Thur., Sep. 28: Chapter 4 in G & H. Missing data and the expectation-maximization (EM) algorithm. Course notes from Givens and Hoeting (2013).
  • Tues., Oct. 3:
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  • Tues., Oct. 17:
  • Thur., Oct. 19: Fall Break, no class!!!
  • Tues., Oct. 24:
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  • Thur., Nov. 23: Thanksgiving, no class!!!
  • Tues., Nov. 28:
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  • Tues., Dec. 5:
  • Thur., Dec. 7: