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.
- 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.
- MATH 211; and
- STAT 261 or STAT 359; and
- STAT 350 with a minimum grade of C+; or
- permission of the department.