BTRY 6520

Computationally Intensive Statistical Methods

Course Description

Course information provided by the Courses of Study 2020-2021.

Modern statistical methods routinely used in practice for analyzing large, complex datasets require intensive computation. This course covers topics in statistical computing, including numerical optimization and finding zeros (likelihood and related techniques), random number generation and Monte Carlo methods, bootstrap and subsampling, dimension reduction, nonlinear predictive modeling and parallel computing. Programming will be done in R.

When Offered Spring.

Prerequisites/Corequisites Corequisite: ORIE 6700 or MATH 6730.

• Demonstrate knowledge of specialized statistical methods.
• Use modern statistical software and a programming language.

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