Rough schedule for Stat 540, subject to change (check back often)
Date Topics
Week 1 (Aug 27) Computing Basics; Computational complexity
Week 2 (Sep 3) Numerical Linear Algebra
Week 3 (Sep 10) Numerical Linear Algebra
Week 4 (Sep 17) Monte Carlo, Basic random variate generation, Rejection sampling
Week 5 (Sep 24) Importance sampling, auxiliary variable methods
Week 6 (Oct 1) Importance sampling; Markov chain Monte Carlo intro
Week 7 (Oct 8) Markov chain Monte Carlo
Week 8 (Oct 15) Markov chain Monte Carlo; Statistical inference overview
Project proposals due Oct 9 -->
Week 9 (Oct 22) Optimization basics/overview; second order methods
Week 10 (Oct 29) gradient descent, stochastic gradient descent and variants
Project proposals: revisions due Nov 5
Week 11 (Nov 5) surrogate methods: MM algorithm; EM as an MM algorithm
Week 12 (Nov 12) Bootstrap; Specialized algorithms for large data/complex likelihoods, variational methods
Week 13 (Nov 19) More specialized algorithms, proximal methods
Thanksgiving No classes
Week 14 (Dec 3) Final project presentations: Dec 3, 5
Week 15 (Dec 10) Final project presentations: Dec 10, 12
Dec 16 (Monday) Final project writeups due at midnight (11:59 pm)
Dec 18 (Wednesday) Evaluation of other students' project writeups due at midnight (11:59 pm)