This course is mainly focused on statistical computing. It will cover

  • Introduction Computing

  • Introduction to R/Splus

  • Random Number Generation

  • Optimization and Numerical Methods

  • Bootstrap method

  • EM algorithm

  • Bayesian inference

  • Monte Carlo Markov Chain

  • Fourier Analysis and Wavelets
  • The grade scheme:

  • Assignment 20%
  • Presentation 10%
  • Final Report: 70%