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STAT 605 Advanced Statistical Computations

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The STAT 605 Advanced Statistical Computations course will cover unconventional computational algorithms designed primarily for fitting complex Bayesian hierarchical models. Speeches involve a general description of methodology followed by demonstration of algorithms. The computational techniques are going to be discussed without a concrete specialise in a specific programminglanguage. General guidance is going to be provided on the way to make the codes/algorithms efficient, devise and run large scale simulations and submit jobs to high performance computing. The target of the course is to familiarize students with Bayesian methods and advanced computational techniques for complex multivariate data. Methods are going to be motivated by real data applications in machine learning and life science. The course will mainly have apractical and computational focus.

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