This course is the first of a sequence of two courses on advanced methods and tools for Statistical Computing. The course sequence provides opportunities to develop programming skills, algorithmic thinking, and computing strategies for statistical research. Key topics in SDS 5531 include EM algorithms, dynamic programming, random number generation, Monte Carlo methods, Markov Chain Monte Carlo (MCMC) and other advanced variants. Prereq: Math 233; a course in linear algebra at level of Math 309 or Math 429; multivariable-calculus-based probability and mathematical statistics (Math/SDS 493-494 or Math/SDS 3211/4211); Experience with a high-level programming language like R, Python, C++, etc.
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