MWF 10:10am-11:00am     216 Thomas
Description of the course:
This course comprises roughly three parts: computer algorithms, numerical
optimization, and Monte Carlo methods. In particular, we will introduce
sorting algorithms and dynamic programming, data structures such as linked
lists and binary search trees, foundamentals of unconstrained optimization
and constrained optimization, Newton's method, coordinate descent method,
linear programming, EM algorithm, Monte Carlo integration, importance
sampling, Gibbs sampling, etc.
Prerequisites: Stat 414, 513, or equivalent.
There are no required textbooks. Suggested reading:
All Penn State and Eberly College of Science policies regarding academic integrity apply to this course. See http://www.science.psu.edu/academic/Integrity/index.html for details.
------------- Updated on August 29, 2003 ---------------