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Logistics
Index
Computer Intensive Methods in Statistics:
Biometry 494 - 694
Logistics
Prerequisites
Assignments
Projects
Project 1: Graphics and Matlab: Due Feb. 14th
Project 2: Multidimensional Methods: Due March 14th
Final Project: Due May 9th,1997
Homework
Lab. 1
Homework
Lab. 2
Homework - Lab. 3
Graphics and Splus Lab. 1
Graphics and Splus - Lab. 2
Graphics and Splus - Lab. 3
Office Hours
Course Web Site
Startup computer labs Warren 160
Graphics Labs Theory Center 471
Outline
Statistical Methods
Algorithms
Software
Numerical Analysis for Statisticians
If you missed some lectures:
Real numbers: Floating Point Arithmetic
Matrices, and their decompositions
The linear equation solving problem
Square systems
Rectangular system: QR decomposition and least squares
Examples
Givens Rotations
Cross Validation
Examples
Biased Linear Regression Solutions
Ridge Regression
Principal Components Regression
More than I said on the Singular Value Decomposition
Generalized Inverses
Principal Components
Eigenvalue Analysis
Example of the Power method with Matlab
Principal Components
Discriminant Analysis
Non parametric Regression
C
lassification
a
nd
R
egression
T
rees
Classification trees
Examples
Random Number Generation
Congruential Methods
Other `Better?' Methods
The Bootstrap, Permutation Tests, Simulation
Motivation
The bootstrap : the univariate context
In practice
S examples for simple bootstraps
Parametric bootstrap
Smoothed Bootstrap
Different Uses for bootstrapping
Quality of Estimates
Enhancements
Bootstrap-t : Studentizing
S functions
Preliminary Transformations of the Estimate
Pre-pivoting or Double Bootstrap
Balanced Bootstrap : saving computations
Antithetic Sampling : more on saving computations
Bootstrap and Randomization Tests
An example : Infants walking
More generally
Finding out how good a parametric bootstrap procedure is through a simulation experience :
Using the Bootstrap to build Confidence Intervals
Maximum Likelihood Estimation
Maximum Likelihood of Multinomial Cell Probabilities
The Hardy Weinberg Example
The matlab statistics package bootstrap
Bootstrapping Regression
The Bootstrap Behaves Badly
Estimation of CART Bias
Multivariate Regression
Dependent Data
Nonparametric Tests
Permutation Tests
Univariate: Some reminders and examples
Comparing two distances
Wald-Wolfowitz Test on the Line
Smirnov Test on the line
Minimal Spanning Tree Based Tests
Minimal Spanning Tree Algorithm
Two-sample test
Many -sample test
Nonuniform number generation
General Methods
Inversion Method
Rejection Methods
Table Lookup
Specialized Methods
Polar methods for the Normal
EM algorithm
Matlab Implementation
Estimating Mixture Proportions
EM for exponential families
Monte Carlo Markov Chains
Uniform Random Integer Generation
Random Walk on n points on a line
Random walk on a regular graph
How does one measure distance to stationarity ?
How many times do you need to shuffle a deck of cards?
Nonuniform number generation: Metropolis
General Metropolis
Computing
Various links to all purpose computer help
About the theory center accounts
References
General on Statistical Computing
A whole statistical library in a website
Semi-numerical Algorithms
Splus
Matlab Based Books
Algorithmic Classics:
Neural Nets and Pattern Recognition
C
Index
About this document ...
Susan Holmes 2002-01-12
Lab. 1