STAT 459 2012 S1: Advanced Computational Statistics
© 2004 2005 2006 2007 2008 2009 2010 2011 2012 Raazesh Sainudiin. © 2008 2009 2010 2011 2012 Dominic Lee.
This course may be cancelled in 2012 S1 due to lack of demand.
STAT 459 2011 S1: Advanced Computational Statistics
© 2004 2005 2006 2007 2008 2009 2010 2011 Raazesh Sainudiin. © 2008 2009 2010 2011 Dominic Lee.
Time and Place for Presence
- Two Weekly Lectures:
- Wednesdays 1510-1600 hours in Forestry Seminar 2
- Thursdays 1200-1250 hours in Forestry Seminar 2
- One Weekly Lab:
- Thursdays 1710-1800 hours in Forestry Seminar 2
Course Syllabus and Expectations
- Note that you are expected to spend 6 to 9 hours per week on this course.
- Evaluation:
- 10%: Weekly Labworks (this is meant to encourage you to do the labworks regularly)
- 15%: Research Comprehension. Write a written report that summarises a journal article in Computational Statistics (due after mid-term break).
- 75%: Project (15% oral, 50% written)
- The Lecture notes for the course will be updated each week. Please print only relevant material after lectures from the material in progress:
- CSEBook.pdf Wednesday, 19-Aug-2015 14:52:31 MST
- Research Comprehension Assignment will be posted here (you are welcome to suggest a journal paper of your choice). Assignment is due in Erskine 724 after mid-term break
- Accompanying Matlab Scripts as tar.gz archive file: CSEMatlabScripts.tar.gz Wednesday, 19-Aug-2015 14:52:28 MST
Outline of topics Finite Markov Chains and their Simulation, Metropolis-Hastings chains, Glauber dynamics, Propp-Wilson Coupling from the past, MCMC and Bayesian Experiments.
Student Presentations on June 9 2011.
Last modified on Thursday, 01-Sep-2016 18:50:10 MST and served on Sunday, 16-Mar-2025 12:27:12 MST.