TMA 4300 Computer Intensive Statistical Methods
The curriculum is covered in the lectures and the exercises. As reference text we will use:
Givens, G. H. and Hoeting, J. A. "Computational Statistics", Second Edition, 2013, John Wiley & Sons, New Jersey.
Additional references to specific topics might be used throughout the semester.
The lecture will consist of three parts:
- Algorithms for stochastic simulation
- Markov chain Monte Carlo Methods
- Expectation-maximization algorithms, bootstrap and classfication methods
that are interchanging with exercise periods.
For part 1 may also want to have a look at chapters 1 and 2.1-2.4 of:
which give a bit more details in particular regarding simulation from discrete and continuous quantities. Further relevant sections are noted on the lecture plan
In part 3 we will talk about classification. However, this is not covered in neither of the books before. We will therefore use
The relevant section are noted on the lecture plan