MATH5835M — Statistical Computing



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:


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


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.


Useful resources for learning R include to following:

R Code from Lectures


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.