STAT 5681: Statistical Computing
Credits: 3. Contact Hours: Lecture 3.
Prereq: One of (STAT 5147 or STAT 5542) and STAT 5579
Introduction to scientific computing for statistics using C: Introduction to C for computing and memory efficiency; design of statistical algorithms; use of algorithms in modern libraries, parallel computing. Interfacing R with C. Building statistical libraries. Statistical computing: solving nonlinear equations; optimization; integration; simulation methods, inversion of probability integral transformations, rejection sampling, importance sampling.
(Typically Offered: Spring)