Stochastic Methods for Algorithms

Enrollment Requirements: Undergraduate Prerequisite: CASWR 120 and (CASCS 111 or CDSDS 110 or ENGEK 125 or (ENGEK 121 and ENGEK 122)) and (CASCS 132 or CASMA 225 or CASMA 242 or CDSDS 121) and (CASCS 237 or CASMA 581 or CDSDS 122 or ENGEK 381 or ENGEK 500) - Grade of C or higher Application of stochastic process theory to design and analyze algorithms used in statistics and machine learning, especially Markov chain Monte Carlo and stochastic optimization methods. Emphasizes connecting theoretical results to practice through combination of proofs, numerical experiments, and expository writing. Effective Fall 2023, this course fulfills a single unit in each of the following BU Hub areas: Writing-Intensive Course, Creativity/Innovation.