Statistics (STAT) Courses>Statistical Computing

STAT464 - Statistical Computing

Description

Computer representation of numbers, univariate optimization, multivariate optimization, combinatorial optimization, genetic algorithms, EM algorithm, random number generation, numerical integration, simulation and Monte Carlo integration, Gibbs sampling, Metropolis-Hastings algorithm; bootstrapping. Other topics may include: permutation tests,smoothing, reversible jump MCMC, importance sampling, hybrid Gibbs sampling.

Units

1.5

Hours: lecture-lab-tutorial

3-0-0

Cross-listed courses

STAT564 - Statistical Computing

Note(s)

  • Credit will be granted for only one of STAT 464, STAT 454 (if taken in the same topic).
  • May be offered as a joint undergraduate and graduate class.

Prerequisites

  • Complete all of the following
    • Complete all of:
    • Complete 1 of:
      • STAT261 - Introduction to Probability and Statistics II (1.5)
      • STAT359 - Data Analysis (1.5)
    • Earn a minimum grade of C+ in each of the following:
      • STAT350 - Mathematical Statistics I (1.5)
    • or permission of the department.

Course offered by

Department of Mathematics and Statistics

Course schedules

Summer timetable available: February 15. Fall and Spring timetables available: May 15.

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