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Advanced Statistical Computing

Vak 2013-2014

Admission requirements

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Description

This course gives an introduction to advanced topics in statistical computation. Prior experience
of programming in the R language will be assumed; we will however meet limitations of R and
occasionally need to look outside of R for suitable tools. A selection of topics included is:

  • Simulation of random variables
  • Sampling distributions and power functions.
  • Visualization, Monte Carlo Integration
  • Numerically intensive methods: Bootstrap, EM, MCMC, Bayes’ nets.
  • Numerical Algorithms

Course objectives

Develop programming skills for Statistical Computing

Mode of Instruction

Lectures and (computer) assignments in the computer language of the statistical package R, to be downloaded from the R-project site www.r-project.org . It is free!

Time Table

For the course days, course location and class hours check the Time Table 2013-14 under the tab “Masters Programme” at http://www.math.leidenuniv.nl/statscience

Assessment method

By weekly reports (2/3 of final grade) and a final open book written exam (1/3 of final grade)

The written exam date is on the 23thrd of October 2013 from 14.00 – 17.00, the re-sit is scheduled for 30th of January 2014 from 14.00 – 17.00.

Registration

Besides the registration for the (re-)exam in uSis, course registration via blackboard is compulsory.

Exchange and Study Abroad students, please see the Prospective students website for information on how to apply.

Reading list

  • Statistical computing with R, by Maria L. Rizzo, Chapman and Hall.
    Background knowledge of R:
  • The art of R programming, Norman Matloff, No Starch Press 2011, ISBN: 978-1-59327-384-2

Contact information

gill [at] math [dot] leidenuniv [dot] nl

Remarks