Course Number
625.664
Next Offered
Spring 2022
Primary Program
Applied and Computational Mathematics
Location
Online
Mode of Study
Online, Virtual Live

Computational statistics is a branch of mathematical sciences concerned with efficient methods for obtaining numerical solutions to statistically formulated problems. This course will introduce students to a variety of computationally intensive statistical techniques and the role of computation as a tool of discovery. Topics include numerical optimization in statistical inference [expectation-maximization (EM) algorithm, Fisher scoring, etc.], random number generation, Monte Carlo methods, randomization methods, jackknife methods, bootstrap methods, tools for identification of structure in data, estimation of functions (orthogonal polynomials, splines, etc.), and graphical methods. Additional topics may vary. Coursework will include computer assignments.

Course Prerequisite(s)

Multivariate calculus, familiarity with basic matrix algebra and EN.625.603 Statistical Methods and Data Analysis.

Course Offering(s)

Waitlist Only

625.664.81
01/24/2022 - 05/10/2022
Semester
Spring 2022
Mode of Study
Online
Location
Online
Cost
$4,755
Textbook
TBD
Waitlist Only

625.664.82
01/24/2022 - 05/10/2022
Semester
Spring 2022
Mode of Study
Online
Location
Online
Cost
$4,755
Textbook
TBD
Open

625.664.83
01/24/2022 - 05/10/2022
Semester
Spring 2022
Mode of Study
Online
Location
Online
Cost
$4,755
Textbook
TBD