統計計算
Statistical Computing
| 節 | 週三 |
|---|---|
5 13:20–14:10 | 統計計算 A310（光復） 3 節連堂 |
6 14:20–15:10 | |
7 15:30–16:20 |
* 根據陽明交大上課時間表所列
The aim of the course is to introduce fundamental concepts in statistical computation. Course material include (but not limited to): Random number generation, Variance Reduction, Bootstrap, MCMC, etc.
Basic probability and statistics Elementary programming
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Homework (40%) Mid-term (25%) Final (25%) Class Participation (10%)
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| 週次 | 主題 |
|---|---|
| 第 1 週 | Online Course Introduction Chap 2. Review of Probability Chap 3. Random Number Generator 2/16 |
| 第 2 週 | Chap 4. Generating Discrete Random Variables 2/23 |
| 第 3 週 | Chap 5. Generating Continuous Random Variables 3/02 |
| 第 4 週 | Chap 5. Generating Continuous Random Variables 3/09 |
| 第 5 週 | Chap 6. The Multivariate Normal Distribution and Copulas 3/16 |
| 第 6 週 | Chap 7. Discrete Event Simulation Chap 8. Statistical Analysis of Simulated Data (Bootstrap) 3/23 |
| 第 7 週 | Chap 8. Statistical Analysis of Simulated Data (Bootstrap) 3/30 |
| 第 8 週 | No Class 4/06 |
| 第 9 週 | Mid-term Project 4/13 |
| 第 10 週 | Chap 9. Variance Reduction Technique 4/20 |
| 第 11 週 | Chap 10. Additional Variance Reduction Technique 4/27 |
| 第 12 週 | Chap 11. Statistical Validation Technique 5/04 |
| 第 13 週 | Chap 12. Markov Chain Monte Carlo Methods 5/11 |
| 第 14 週 | Chap 12. Markov Chain Monte Carlo Methods 5/18 |
| 第 15 週 | EM algorithm 5/25 |
| 第 16 週 | Final Project 6/01 |
S. Ross, "Simulation", 4th Edition
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