## Statistical Computing 2019 Spring

#### Information

- Instructor: Lu Wang
- Time/Location: Tue 8:00-9:40am, C-402; Thu 8:00-9:40am, C-402
- TA: Zhuan Zhang (zhangzhuan@csu.edu.cn), Zhenyuan Shen (shenzhenyuan@csu.edu.cn)
- Syllabus

#### Schedule

Date | Lecture | Homework | Due | ||||
---|---|---|---|---|---|---|---|

02/26 | generate uniform random variables | ||||||

02/28 | generate non-uniform random variables | Homework 1 rmarkdown_template, cdc.RData |
03/14 | ||||

03/05 | truncated distributions, Box-Muller, order statistics | ||||||

03/07 | bootstrap, acceptance-rejection sampling | ||||||

03/12 | sample from Gamma distributions and mixture distributions | ||||||

03/14 | generate random vectors | ||||||

03/19 | copula-marginal method | Homework 2 - Q1 | 04/04 | ||||

03/21 | generate random points on unit sphere, random matrices | ||||||

03/26 | sample from Wishart and inverse Wishart distribution | ||||||

03/28 | generate random graphs | Homework 2 - Q2 | 04/04 | ||||

04/02 | generate random process | Homework 3 | 04/11 | ||||

04/04 | Brownian bridge, geometric Brownian motion, Poisson point process | ||||||

04/09 | Dirichlet process | ||||||

04/11 | Gibbs sampler | ||||||

04/16 | Metropolis-Hastings algorithm | ||||||

04/18 | Hamiltonian monte carlo | ||||||

04/23 | sequential monte carlo, EM algorithm | Homework 4 | 05/09 | ||||

04/25 | gradient descent | ||||||

04/28 | newton-raphson | Homework 5 facerecognition.RData |
05/09 | ||||

04/30 | coordinate descent | ||||||

05/07 | convex optimization | ||||||

05/09 | support vector machine | ||||||

05/14 | deep learning [ | ||||||

05/16 | summary | Some datasets for course paper: epigen.dat description springbok.xls description IrishElectricity.txt description |
06/16 |

#### Evaluation

- 10% Class participation
- 40% Homework
- 50% Course project paper (requirements)
- Late work will be penalized 25% per day
- You may help each other on homework, but the work you turn in must be your own.