Department of Statistics

STAT878: Modern Computational Statistical Methods

Lecturer in charge

Assoc. Prof Andrzej Kozek

Availability

E1 - Evening; Offered in the first half-year
X1 - External study; Offered in the first half-year

Unit Outline

Websites

Handbook entry

Coursework unit website (Login required)

Blackboard (old WEBCT ): Discussions, audio and course files 

Description

This unit offers students an opportunity to study some modern computational methods in statistics. The first half of the course covers maximum likelihood computations, Bayesian computations using Monte Carlo methods, missing data and the EM algorithm. The second half of the course covers non-parametric density and regression estimation. The computing software in MATLAB will be introduced and used in the class.

Notice

Our lecture room is changed to E4B 308 (Tuesdays 6 - 9pm)