STAT598G: Introduction to Computational Statistics

In case of campus emergency
Time: TH 10:30-11:45AM
Location: REC 114
Instructor: Jian Zhang (office: HAAS 226)
Office Hours: TH 9:00-10:00AM
Course Info: Syllabus     
Links: NOTES     HOMEWORKS     CODE      

Schedule


subgradient method for nondifferentiable functions
Week Date Topics HW Handouts/Readings Code
1 08/26 Movitation; Intro to Programming Languages intro.pdf
1 08/28 C and R programming: getting started; Linux commands [C1]: chap1, 2; [R1]: chap1,2; linux_commands.pdf code 1

2 09/02 C and R programming: if-else, for/while-loop hw1 [C1]: chapter 3; [R1]: chapter 9; code 2
2 09/04 C and R programming: array, function [C1]: 4.1, 5.1-5.3; [R1]: 10.1-10.3; code 3

3 09/09 Random variable generation randomVariableGeneration.pdf code 4
3 09/11 C Programming: pointers hw2 [C1]: 10.1-10.3, 10.5, 11.1, 11.2; code 5

4 09/16 C Programming: more pointers; OS related topics code 6
4 09/18 Under/over-flow; calling C from R; plotting in R [R1]: chap 12; (see also [C3], [C4]) code 7, 8

5 09/23 Nonparametric density estimation hw3, hw3.txt nonparametricDensityEstimation.pdf
5 09/26 GDB; Memory/pointer dangers in C code 8

6 09/30 Introduction to computational complexity; basic sorting introComplexity.pdf; sorting demo code 9
6 10/02 struct in C; linked list; insertion sort linked list code 10

7 10/07 recursion; binary search; merge sort hw4, hw4u.txt, hw4v.txt binary search; recursion; merge sort code 11
7 10/09 binary tree; hash table; graph binary tree; hash table; graph code 12

8 10/14 October Break, No Class
8 10/16 dynamic programming; Markov chain dynamic programming; HMM.pdf

9 10/21 hidden Markov model hw5
9 10/23 introduction to optimization: convex sets/functions convex.pdf

10 10/28 optimality conditions optimality.pdf
10 10/30 Iterative methods for optimization project iterative.pdf

11 11/04 linear/logistic regression
11 11/06 contraction mapping; conjugate gradient contraction.pdf; conjugate.pdf

12 11/11 constrained optimization constrainedOpt.pdf
12 11/13 subgradient.pdf

13 11/18 Expectation Maximization and Mixture Models EM.pdf
13 11/20 Bootstrap bootstrap.pdf

14 11/25 Monte Carlo Integration hw6
14 11/27 Thanksgiving break

15 12/02 MCMC Basics; Metropolis-Hastings;
15 12/04

16 12/09
16 12/11

17 12/17 Final Exam 8:00-10:00am, REC 114 (12/17 Wed)

Reference and Links


C Programming
[C1] C Programming Notes (Steve Summit)
[C2] An Introduction to GCC
[C3] Valgrind
[C4] GDB reference card

R Programming
[R1] An Introduction to R
[R2] The R Project for Statistical Computing
[R3] R Graph Gallery

Numerical References
[N1] Numerical Recipes in C
[N2] Convex Optimization

Statistics Online
[S1] Probability Distribution (Wiki)
[S2] Handbook of Statistical Methods (NIST)
[S3] Electronic Statistics Textbook (StatSoft)
[S4] Statistics e-Books

Others
[O1] Emacs Quck Reference