STAT 633 - Methods of Statistical Computing

Credits: [3]

Description: Pseudo-random number generation; sampling methods inversion; rejection sampling, ratio of uniforms; squeezing; variance reduction; importance sampling; antithetic variates; stochastic simulation; Gibbs sampling and Markov Chain Monte Carlo; resampling methods, including jackknife, bootstrap and randomization tests; use of the EM algorithm.
Course ID: 057095
Components: Lecture
Grading Method: A-F