Introduction to Computation and Optimization for Statistics

Lecture, three hours; discussion, one hour. Requisites: courses 100B (or Mathematics 170S), 102A, Mathematics 33A. Introduction to computational methods and optimization useful for statisticians. Use of computer programming to solve statistical problems. Topics include vector/matrix computation, multivariate normal distribution, principal component analysis, clustering analysis, gradient-based optimization, EM algorithm for missing data, and dynamic programming. P/NP or letter grading.

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