2015
Statistics S710 

Contact:  Michael Trosset 
Class Time:  9:3010:45 
Class Days:  M, W 
Capacity:  As many as needed. 
Sequence:  S710 is not part of a sequence. 
PreRequisites:  See Matrix Algebra, Calculus, and Computing. 
Algebra Required:  Students should have some familiarity with basic concepts and properties of vector spaces and matrices, e.g., linear independence of vectors, eigenvalues of matrices. Matrix notation is used extensively. Students are expected to understand proofs presente 
Calculus Required:  Students should have some familiarity with basic concepts from vector calculus, e.g., directional derivatives. Students are expected to understand derivations presented in class and/or reading assignments. Some homework problems may involve derivations. 
Contact Person for Authorization:  None if the prerequisites are satisfied; otherwise, permission of the instructor. Many students are uncertain if they have the necessary background. They should contact the instructor. 
Instructor:  Daniel ManriqueVallier dmanriqu@indiana.edu 
Days Per Week Offered:  It has been taught on MWF in 50minute class meetings. It could also be taught on TR in 75minute meetings. There is no computer lab. 
Website:  http://mypage.iu.edu/~mtrosset/710.html 
Recommended followup classes:  S710 provides background in computational mathematics that will benefit students in a number of courses, e.g., STATS 631 and STATS 675. 
Syllabus:  No Syllabus Avaliable 
Keywords:  computational mathematics, numerical linear algebra, numerical optimization, stochastic simulation 
Description:  S710 provides graduate students in statistical science and related disciplines with a solid introduction to three areas of computational mathematics: numerical linear algebra, numerical optimization, and stochastic simulation. Although the choice of applications (and therefore, to some extent, the choice of topics) is guided by the concerns of statistics, this course is suitable for any student desiring a survey of these areas. Please note that S710 is NOT a course on computer packages for data analysis. 
Books:  Numerical Linear Algebra, by L.N. Trefethen and D. Bau. Numerical Optimization, by J. Nocedal and S.J. Wright. Introducing Monte Carlo Methods with R, by C.P. Robert and G. Casella. 
Substantive Orientation:  Statistics, informatics, computer science, library & information science, mathematics, physics, chemistry. 
Statistical Orientation:  Not applicable. 
Applied/Theoretical:  The major topics themselves (numerical linear algebra, numerical optimization, stochastic simulation) will be of interest to graduate students in statistics, informatics, and computer science. Students interested in practical methods for data analysis wil 
Software:  R 
How Software is Used:  Some problems require programming, typically implementing and/or using an algorithm studied in class. 
Problem Sets:  Weekly. 
Data Analysis:  Some problems, e.g., solving a nonlinear least squares problem by GaussNewton, involve data; however, S710 is not a course about data analysis. 
Presentation:  Yes, typically a paper on a topic related to the topics studied in class. 
Exams:  No. 
Comments:  