Welcome to CSI 771
Computational Statistics
Instructor:
James Gentle
See Computational Statistics
Fall, 1994
PostScript versions of all of the lectures, ASCII files of data, and
other files are available for
downloading by anonymous ftp at
science.gmu.edu
After logging in to the ftp site, change to the directory jgentle/csi771.
Course overview; method of communication
Computer organization: Unix and basic tools; S-Plus
Computational statistics
Monte Carlo studies
Random number generation in S-Plus
More on Monte Carlo simulation
Random number generation
Random number generation from non-uniform distributions
*Summaries of two articles due
5-minute presentations
Some preliminaries on use of TeX, Emacs, etc.
More on random number generation
*Design for Monte Carlo study due
5-minute presentations
Nonparametric density estimation
*Feasibility study -- software, etc. due
5-minute presentations
Some additional comments on Monte Carlo methods
Nonparametric density estimation
Lecture 6
was a review of the
midterm.
Resampling: jackknife and more on bootstrap
*Review and critique of a fellow student's paper due
5-minute presentations by reviewers
Cross validation
Gibbs sampling
*Revised paper due
Other topics in computational statistics:
Classification and regression trees
Projection pursuit
Other topics in computational statistics:
ACE
Graphical display of multivariate data
The final exam is in two parts.
Take home
The in class part has questions related to the individual projects.
Computational Resources
Labs with Unix workstations are available for use in this class in
both CSI and SITE.
CSI facilities.
Software available
in SITE labs.
Other Resources
It will be necessary to use
Unix
for assignments and the project, so some familiarity with it is necessary.
The most important WWW repository of statistical stuff (datasets, programs,
general information, connection to other sites, etc.) is
StatLib Index at Carnegie Mellon.