MATH5835M — Statistical Computing

Contents

Syllabus

Statistical computing is the branch of computational mathematics which studies computational techniques for situations which either directly involve randomness, or where randomness is used as part of a mathematical method. This module gives an introduction to statistical computing, with a focus on Monte Carlo methods. The following topics will be covered:

We will cover the following sections of the book An Introduction to Statistical Computing: A Simulation-Based Approach (see References, below): 3.1-3.3, 1.1-1.4, 2.3, 4.1, 4.2 and 5.2.

Handouts

The following links contain pdf copies of the handouts from the lectures.

Software

For the module we will use the statistical computing package R. This program is free software, and I would recommend that you install R on your own laptop. There are different versions of R available:

Alternatively you can use RStudio or plain R on the university computers.

Resources

Useful resources for learning R include to following:

R Code from Lectures

References

The module will be self-contained, i.e. you will not be required to read/buy/borrow any books. In case you want to do further reading, a good source is the following book, which was specially written for the module:

More in-depth information, beyond what we will be able to cover in the lectures, is for example contained in the following texts.

Links