Curriculum

The curriculum is what is covered in the lectures and by the exercises. The curriculum is based on sections in following three books, two of which are available as e-books from the NTNU library when you are in the NTNU network:

• G.H. Givens and J.A. Hoeting (2013). Computational Statistics, 2nd edition.
• D. Gamerman and H.F. Lopes (2006). Markov chain Monte Carlo - Stochastic Simulation for Bayesian Inference, 2nd edition.
• T. Hastie, R. Tibshirani and J. Friedman (2016). The Elements of Statistical learning, 2nd edition.

The course consists of three parts. The following is a provisional list of sections covering the curriculum for each of the three parts:

• Part 1: Stochastic simulation.
  • Givens and Hoeting: 1 (mostly repetition), 6.1, 6.2, 6.3.1, 6.4.1.
  • Gamerman and Lopes: 1.
• Part 2: Bayesian inference and Markov chain Monte Carlo.
  • Givens and Hoeting: 7.
  • Gamerman and Lopes: 2.1, 2.2, 2.3.1, 2.3.3, 2.4, 4.1-4.6, 5.1-5.2, 6.1-6.4.
• Part 3: Classification of cross-validation, bootstrapping and the EM algorithm.
  • Givens and Hoeting: 4.1, 4.2 (until page 102), 9.1, 9.2, 9.5 (page 303-307 top), 9.8
  • Hastie, Tibshirani and Friedman: 4.1, 4.3 (until page 112), 7.10, 13.3 (until page 468).