ADVANCED STATISTICAL COMPUTING

STA 863

Advanced numerical methods and algorithms for statistical computing, emphasizing techniques relevant to modern Bayesian statistical research. Topics drawn from: numerical linear algebra, optimization, advanced Monte Carlo simulation and integration, approximate Bayesian computation, variational methods, belief propagation, distributed computing, and other areas of current research. Instructor: Dunson, Mukherjee, Schmidler, or West

Day / Time: 

WF 10:05 AM-11:20 AM

Location: 

Old Chem 025

Instructor: 

Schmidler, Scott

Section: 

01