Computational Statistics Course using Julia
About the course
This course is part of the doctorate program in Statistical Engineering at National University of Engineering. This course covers a techniques and algorithms that allow the implementation of statistical methods and models such as optimization, generating random numbers, simulation, sampling and others.
Syllabus
The contents of the course is described here: syllabus.pdf.
Lessons
- Introduction to Julia
- Random number generation
- Optimization and solving non-linear equations
- EM algorithm
- Monte Carlo methods
- Monte Carlo tests
- Bootstrap and resampling
- Markov chain Monte Carlo I
- Markov chain Monte Carlo II