CSS 703 - STATISTICAL MODELING AND COMPUTING

3credit hour(s)

Description This course covers computationally intensive statistical methods that would not be feasible without modern computational resources. Topics will include: nonparametric density estimation including kernel methods, orthogonal series methods and multivariate methods; recursive methods; cross-validation; nonparametric regression; penalized smoothing splines; jackknife and bootstrapping techniques; computational aspects of exploratory methods including the grand tour, projection pursuit, alternating conditional expectations, and inverse regression methods; random variables and distributions, characteristic functions, and stochastic convergence; optimal estimation, maximum-likelihood estimation, asymptotic theory, Bayesian methods, likelihood-ratio tests, statistical decision theory, and sequential methods.

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