STAT 464

Statistical Computing

Units: 1.5

Hours: 3-0

Also: STAT 564

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.

Notes:

  • Credit will be granted for only one of STAT 464, STAT 454 (if taken in the same topic), STAT 564, STAT 556 (if taken in the same topic).
  • May be offered as a joint undergraduate and graduate class.

Prerequisites:

Undergraduate course in Statistics offered by the Department of Mathematics and Statistics in the Faculty of Science.

Schedules:
Summer 2018 Fall 2018 Spring 2019

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

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