STAT 433: Statistical Computing

Fall 2019

Time & Place: 4:00-5:15pm MW in Janet & Walter Sondheim 113
Office Hours: 2:00-4:00pm MW or by appointment in Math/Psych 411

Instructor: Seungchul Baek

TA: Yewon Kim, yewon1@umbc.edu

Syllabus (.pdf)

Textbook:
Introduction to Scientific Programming and Simulation Using R, 2nd edition. (2014), by Owen Jones, Robert Maillardet, and Andrew Robinson.
Statisical Computing with R, 2nd edition. (2019), by Maria L. Rizzo.

Lectures:

Wed., Aug. 28: Syllabus, introduction to STAT 433, survey test, R Basics.
Mon., Sep. 2: Labor day, no class.
Wed., Sep. 4: R Basics cont'd.
Mon., Sep. 9: R Basics 2. Quiz 1.
Wed., Sep. 11: Newton-Raphson, secant, bisection, fixed point methods. Quiz 2.
Mon., Sep. 16: Root finding algorithms. Numerical integration. 0916.
Wed., Sep. 18: Finished numerical integration. Quiz 3. 0918.
Mon., Sep. 23: Optimization--NR and Golden-Section methods. Review of probability. 0923.
Wed., Sep. 25: Multivatie optimization--NR and ascent algorithms. Optimization. Probability review cont'd. Quiz 4. 0925.
Mon., Sep. 30: Probability review cont'd. Examples. Quiz 5. 0930.
Wed., Oct. 2: Discrete random variables and their R function. Quiz 6. 1002.
Mon., Oct. 7: Continuous random variables and their R function.
Wed., Oct. 9: Review of statistical inference. Quiz 7. 1009.
Mon., Oct. 14: Generating random numbers. Quiz 8. solution. 1014.
Wed., Oct. 16: Cont'd. Quiz 9.
Mon., Oct. 21: Some tips for mid-term exam. Solutions for practice 2 and 3. 1021.
Wed., Oct. 23: Cont'd. Some examples. Sample codes for examples.
Mon., Oct. 28: Mid-term exam.
Wed., Oct. 30: Finished Generating Random Numbers. Solution for practice 5.
Mon., Nov. 4: Monte Carlo integration.
Wed., Nov. 6: Sample code for practice 2 in MCI. Variance reduction.
Mon., Nov. 11: Variance reduction--Control variables method. Sample code for Quiz 13.
Wed., Nov. 13: Summary. Quiz 14.
Mon., Nov. 18: Stratified sampling method. Sample codes for Quiz 14. Sample code for Practice 3.
Wed., Nov. 20: Inference using Monte Carlo. Solution for Quiz 15.
Mon., Nov. 25: Bootstrap and Jackknife.
Wed., Nov. 27: No class.
Mon., Dec. 2: Example 6. EM algorithm.
Wed., Dec. 4: Finished Bootstrap and Jackknife. A brief introduction to EM algorithm.
Mon., Dec. 9: Review of this course.

Exams:

Midterm Due: 5:15pm on Monday, October 28. Sample code for no.8..
Final (data for #9, data for #10) Due: 5:15pm on Monday, December 16.

Homework Assignments:

Howework 1: Due 4:00pm on Monday, September 9. Sample solution for no 1.
Howework 2: Due 4:00pm on Wednesday, September 18.
Howework 3: Due 4:00pm on Monday, September 30.
Howework 4: Due 4:00pm on Wednesday, October 9. Data set for #4
Howework 5: Due 11:59pm on Wednesday, October 16.
Howework 6: Due 11:59pm on Wednesday, November 6.
Howework 7: Due 11:59pm on Wednesday, November 13.
Howework 8: Due 11:59pm on Wednesday, November 20.
Howework 9: Due 11:59pm on Wednesday, December 4.
Howework 10: Due 11:59pm on Monday, December 9.