一、課程說明(Course Description)

本課程涵蓋統計推論常用的數值演算法,及這些方法之理論基礎。
(修課同學需具備基本程式能力,作業與專題報告都需要程式編碼)


二、指定用書(Text Books)

The elements of Statistical Learning (2009),
Hastie, Tibshirani and Friedman, Springer.


三、參考書籍(References)

1. Bayesian Data Analysis (1995), Gelman, Carlin, Stern and Rubin,
Chapman & Hall.

2. Convex Optimization (2004), Stephen Boyd and Lieven Vandenberghe,
Cambridge University Press.

3. Computational Statistics (2005), Givens and Hoeting, Wiley.

4. An Introduction to the Bootstrap (1993), Efron and Tibshirani,
Chapman & Hall.



四、教學方式(Teaching Method)

口述




五、教學進度(Syllabus)

教學內容將涵蓋以下主題

Introduction to R
Random number generation
Monte Carlo methods
Numerical approximation for an expectation
Optimization
EM algorithm and its generalizations
Bootstrap method
Bayesian analysis and Markov chain Monte Carlo
Other topics: smoothing , cross validation…




六、成績考核(Evaluation)

作業 50%
專題報告 50%



七、可連結之網頁位址