STAT 340 Computational Statistics

This course discusses computational techniques for statistical inference, including exact recursions for hidden Markov chains, Gaussian Markov random fields and their applications in latent Gaussian models, inference for latent Gaussian models using Markov chain Monte Carlo with block-sampling and auxiliary variables, deterministic approximations using integrated nested Laplace approximations (INLA), and the EM algorithm.




STAT 220, STAT 230, 240, STAT 250 (Please note: prerequisites are for M.Sc. students only) or Approval by course instructor