STAT 513 - Statistical Computing

3 units (fi 6)(EITHER, 3-0-0)

Faculty of Science

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, method of scoring, and their specifics in the statistical context), EM algorithm. Fundamentals of convex optimization with constraints. Prerequisites: consent of the instructor.