MATH 534 - Statistical Computing (3)

Prerequisites: MATH 502A, MATH 502B, MATH 320, MATH 307 or equivalent. Numerical methods in linear and nonlinear regression, including Gauss-Jordan, QR and Gauss-Newton algorithms. Maximum likelihood computation, including Newton, Fisher-scoring, quasi- Newton and EM algorithms. Bayesian computations, including numerical integration, Monte-Carlo integration, and Markov chain Monte Carlo. Nonparametric inference, including Bootstrap.