STAT 751/CSI 771 Computational Statistics
(3:3:0).
Prerequisite: STAT 544 and STAT 652. Covers the basic computationally intensive
statistical methods and related methods that would not be feasible without
modern computational resources. Covers nonparametric density estimation
including kernel methods, orthogonal series methods and multivariate methods,
recursive methods, cross-validation, nonparametric regression, penalized
smoothing splines, the jackknife and bootstrapping, computational aspects of
exploratory methods including the grand tour, projection pursuit, alternating
conditional expectations, and inverse regression methods.
Taught by J. Gentle, E. Wegman
Syllabus Available from J. Gentle. See also Jim's more detailed materials for this course.