Advanced Statistical Computing

Bios 8366 at Vanderbilt University

Course Synopsis

Lectures
Grading and Assignments
Final Project
Textbook and Reading Materials
Software Requirements
Version Control with Git

Course Synopsis

Course covers numerical optimization, Markov Chain Monte Carlo (MCMC), estimation-maximization (EM) algorithms, Gaussian processes, Hamiltonian Monte Carlo, statistical/machine learning, data augmentation algorithms, and techniques for dealing with missing data. Students will also become proficient with the Python programming language, and its use for statistical computing.

Prerequisites

Bios 6341 (Fundamentals of Probability), Bios 6342 (Contemporary Statistical Inference), or permission of instructor. Students must be familiar with the Git version control system and be prepared to program in Python.

Instructor

Chris Fonnesbeck, PhD, Assistant Professor of Biostatistics

11137, 11th floor, 2525 West End Avenue

Teaching Assistant

David Schlueter, PhD Candidate

Slack

All class communication will take place using Slack, a messaging system that replaces email. Students will be invited to the Bios 8366 Slack channel prior to the first week of class.

Clients for most computing and mobile platforms can be downloaded from the Slack website, or students may use the web client via a desktop browser.