ISYE 6416
Computational Statistics
This class describes the available knowledge regarding statistical computing. Topics include random deviates generation, importance sampling, Monte Carlo Markov chain (MCMC), EM algorithms, bootstrapping, model selection criteria, (e.g. C-p, AIC, etc.) splines, wavelets, and Fourier transform.
Topics
- random deviates generation
- importance sampling
- Monte Carlo Markov chain (MCMC)
- EM algorithms
- bootstrapping
- model selection criteria, (e
Topics explicitly listed in official catalogue description
Sources
- Course catalogue ↗2026-2027