yuxuanzhang1005 / computational-statistics

Computational Statistics, STAT525, 2020Spring, UIUC

Computational Statistics

STAT525, 2020Spring, UIUC

Course description: The section of STAT 525 covers advanced Monte Carlo methods and applications. Topics may include Markov chain Monte Carlo, data augmentation, tempering methods, multiple-try Metropolis, genetic algorithm, evolutionary Monte Carlo, approximate Bayesian computation, sequential Monte Carlo methods and applications. Course materials will be drawn from textbooks as well as recent research literature.

Language: R (most), Python

Course content:

• Homeworks: hw1-7
  • Homework problems
  • Report
  • Code
  • Solution
• Midterm I
• Midterm II: cancelled
• Final Project
  • Topic: Hybrid Monte Carlo and Application
  • Report
  • Code: Hybrid Monte Carlo & Metropolis-Hastings Algorithms