Stat 6545 Computational statistics


The increase in computing power has estimulated the development of algorithms to solve previously unsolved mathematical funtions. There are many statistical tachniques which are computationaly intensive. Different types of algorithms have been recently developed to deal with simulating random numbers, solving nonlenar systems of equeations, and optimisation. The goal of this course is to provide an overview of these methods and their algorithm implementation. Some properties of the methods will also be discussed.




  • Computational statistics by G.H. Givens and J.A. Hoeting. Wiley, 2005.