stat341 / CM 361

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Computational Statistics and Data Analysis is a course offered at the University of Waterloo, currently being taught by Ali Ghodsi.

Description

Until recently, the use of probabilistic and statistical models has been limited by the complexity of exact inference. However, recent advances from statistics computing science have made many inference tasks practical. This course will provide the fundamentals and algorithms for computational statistics. Examples will be given of applications of these models in different areas.

Topics

Monte Carlo methods

Computational inference

Data partitioning and resampling

Numerical methods in statistics

Nonparametric probability density estimation

Stastical models and data fitting