STAT 433: Statistical Computing

Fall 2020

Time & Place: 2:30-3:45pm MW via WebEx
Office Hours: By email and online appointment

Instructor: Seungchul Baek

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.

* Due to the pandemic, this course will be delivered by 100% online. Hence, all relevant materials are available in Blackboard, not in this website.

Lectures:

Mon., Aug. 31: Syllabus, introduction to STAT 433, R Basics, survey test.
Wed., Sep. 2: R Basics cont'd.
Mon., Sep. 7: Labor day, no class.
Wed., Sep. 9: R Basics cont'd, Quiz 1
Mon., Sep. 14: R Basics 2. Quiz 2.
Wed., Sep. 16: Newton-Raphson, secant, bisection, and fixed point alorithms.
Mon., Sep. 21: R examples for root-finding algorithms. Quiz 3.
Wed., Sep. 23: Numerical integration.
Mon., Sep. 28: Optimization. Quiz 4.
Wed., Sep. 30: Optimization, Cont'd.
Mon., Oct. 5: Optimization. Quiz 5.
Wed., Oct. 7: Optimization, Probability review.
Mon., Oct. 12: Random variables. Quiz 6.
Wed., Oct. 14: Discrete random variables.
Mon., Oct. 19: Continuous random variables. Quiz 7.
Wed., Oct. 21: Some statistical inferences.
Mon., Oct. 26: Review for midterm exam.
Wed., Oct. 28: Midterm exam.
Mon., Nov. 2: Generating random numbers.
Wed., Nov. 4: Generating random numbers, cont'd. Quiz 8.
Mon., Nov. 9: Generating random numbers, cont'd.
Wed., Nov. 11: Generating random numbers, cont'd. Quiz 9.
Mon., Nov. 16: Monte Carol integration.
Wed., Nov. 18: Monte Carol integration, cont'd. Quiz 10.
Mon., Nov. 23: Variance reduction techniques.
Wed., Nov. 25: Variance reduction techniques, cont'd. Quiz 11.
Mon., Nov. 30: Variance reduction techniques, cont'd.
Wed., Dec. 2: Jackknife and cross validation, etc.
Mon., Dec. 7: Review for final exam.

Exams:

Midterm Due: 4:00pm on Wednesday, October 28.
Final: 1:00-3:00pm on Friday, December 11.

Homework Assignments:

Howework 1: Due 2:00pm on Wednesday, Sep. 9.
Howework 2: Due 2:00pm on Wednesday, Sep. 16.
Howework 3: Due 2:00pm on Wednesday, Sep. 23.
Howework 4: Due 2:00pm on Wednesday, Sep. 30.
Howework 5: Due 2:00pm on Wednesday, Oct. 14.
Howework 6: Due 2:00pm on Monday, Oct. 26.
Howework 7: Due 2:00pm on Wednesday, Nov. 11.
Howework 8: Due 2:00pm on Monday, Nov. 23.
Howework 9: Due 2:00pm on Monday, Dec. 7.