Dec 06, 2022  
2014-2015 University Catalog 
    
2014-2015 University Catalog [ARCHIVED CATALOG]

STAT 54600 - Computational Statistics


Credit Hours: 3.00. The course focuses on two fundamental aspects in computational statistics: (1) what to compute and (2) how to compute. The first is covered with a brief review of advanced topics in statistical inference, including Fisher’s fiducial inference, Bayesian and frequenstist methods, and the Dempster-Shafer (DS) Theory. The second is discussed in detail by examining exact, approximation, and interactive simulation methods for statistical inference with a variety of commonly used statistical models. The emphasis is on the EM-type and quasi-Newton algorithms, numerical differentiation and integration, and Markov chain Monte Carlo methods. Typically offered Spring Summer.