Stat 6545 Computational statistics

Description

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.

Prerequisites

None

Text

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

Contact

Mathematics and Statistics

230 Elizabeth Ave, St. John's, NL, CANADA, A1B 3X9

Postal Address: P.O. Box 4200, St. John's, NL, CANADA, A1C 5S7

Tel: (709) 864-8000