STAT 6681: Advanced Statistical Computing
Credits: 3. Contact Hours: Lecture 3.
Prereq: STAT 5543 and STAT 5681
Normal approximations to likelihoods. The delta-method and propagation of errors. Topics in the use of the E-M algorithm including; its use in the exponential family, computation of standard errors, acceleration. Resampling methods: brief theory and application of the jackknife and the bootstrap. Randomization tests. Stochastic simulation: Markov Chain, Monte Carlo, Gibbs' sampling, Hastings-Metropolis algorithms, critical slowing-down and remedies, auxiliary variables, simulated tempering, reversible-jump MCMC and multi-grid methods. Offered even-numbered years.
(Typically Offered: Fall)