STAT 5660 - Computationally Intensive Methods in Statistics

Credits: 3
Advanced statistical inference often relies on methods which are computationally intensive. The basic methods include Newton-Raphson; the EM algorithm; bootstrap and other resampling procedures; kernel density estimators; Laplace’s method, importance sampling and MCMC, and saddlepoint and Edgeworth approximations.

Prerequisite: STAT 5520.