Rough schedule for Stat 540, subject to change (check back often)
Date Topics
Week 1 (Aug 20) Computing Basics; Computational complexity
Week 2 (Aug 27) Numerical Linear Algebra
Week 3 (Sep 3) Numerical Linear Algebra
Week 4 (Sep 10) Monte Carlo, Basic random variate generation, Rejection sampling
Week 5 (Sep 17) Importance sampling, auxiliary variable methods
Week 6 (Sep 24) Importance sampling; Markov chain Monte Carlo intro
Week 7 (Oct 1) Markov chain Monte Carlo
Week 8 (Oct 8) Markov chain Monte Carlo; Statistical inference overview
Project proposals due Oct 9
Week 9 (Oct 15) Likelihood-based: ML, Penalized ML, Bayesian inference
Week 10 (Oct 22) Newton-Raphson/Fisher-scoring, gradient descent
Project proposals: revisions due Oct 30
Week 11 (Oct 29) Stochastic gradient descent, MM algorithms
Week 12 (Nov 5) MM and EM algorithms, Bootstrap
Week 13 (Nov 12) Bootstrap; Select topics TBD, e.g. computing with expensive likelihoods (e.g. ABC, composite likelihood), methods for high-dimensional problems
Thanksgiving No classes
Week 14 (Nov 26) Final project presentations: Nov 27, 28 29
Week 15 (Dec 3) Final project presentations: Dec 4, 6
Dec 10 (Monday) Final project writeups due at midnight (11:59 pm)
Dec 12 (Wednesday) Evaluation of other students' project writeups due at midnight (11:59 pm)