STATS 4CI3* - Computational Methods for Inference

3 unit(s)

Monte Carlo methods; bootstrap and jackknife methods; multi-parameter maximum likelihood; computation in nonlinear likelihood inference; The EM Algorithm; sufficiency and its applications; optimal hypothesis tests; Bayesian inference; Markov Chain Monte Carlo.
Three lectures; one term
Prerequisite(s): STATS 3D03
Antirequisite(s): STATS 3CI3