STAT 8670 - Computational Methods in Statistics

Preface

Description

Topics included are optimization, numerical integration, bootstrapping, cross-validation and Jackknife, density estimation, smoothing, and use of the statistical computer package of S-plus/R.

Prerequisites

MATH 4752/6752 – Mathematical Statistics II, and the ability to program in a high-level language.

Instructor

Chi-Kuang Yeh, I am an Assistant Professor in the Department of Mathematics and Statistics, Georgia State University.

• Office: Suite 1407, 25 Park Place.
• Email: cyeh@gsu.edu.

Office Hour

TBA

Grade Distribution

• TBA

Assignment

• TBA

Midterm

• TBA

Project

• TBA

Topics and Corresponding Lectures

Those chapters are based on the lecture notes. This part will be updated frequently.

Status	Topic	Lecture Covered
️⏳	R Programming	TBA

Recommended Textbooks

• Givens, G.H. and Hoeting, J.A. (2012). Computational Statistics. Wiley, New York.

• Rizzo, M.L. (2007) Statistical Computing with R. CRC Press, Roca Baton.

• Hothorn, T. and Everitt, B.S. (2006). A Handbook of Statistical Analyses Using R. CRC Press, Boca Raton.

Side Readings

• Wickham, H., Çetinkaya-Rundel, M. and Grolemund, G. (2023). R for Data Science. O’Reilly.