Introduction to Computational Statistics

CS 471



An introduction to computer-simulation-based statistical inference and estimation. Generating random numbers; Monte Carlo integration; Importance Sampling; Bootstrap; cross-validation; model selection; expectation maximization algorithm; jackknife; Markov Chains; Markov Chain Monte Carlo; Metropolis-Hastings algorithms; Gibbs sampler. Prereq: Stat/Math 309–310 or Stat 311–312 or consent of instructor.

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