統計計算
Statistical Computing
學期
111-2
學分
3
學分
當期課號
536905
永久課號
SCIS30046
開課單位
統計學研究所
授課教師
高竹嵐
校區
光復
類別
必修
上課時間表
| 節 | 週三 |
|---|---|
5 13:20–14:10 | 統計計算 A205 3 節連堂 |
6 14:20–15:10 | |
7 15:30–16:20 |
* 根據陽明交大上課時間表所列
概述
The aim of the course is to introduce fundamental concepts in statistical computation. Course material include (but not limited to): Random number generation, Variance Reduction, Bootstrap, MCMC, etc.
先修科目
Basic probability and statistics Elementary programming
評分方式
Homework (40%) Mid-term (25%) Final (25%) Class Participation (10%)
週次計畫
| 週次 | 主題 |
|---|---|
| 第 1 週 | Online Course Introduction Chap 2. Review of Probability Chap 3. Random Number Generator Video: https://youtu.be/un1ZYwI9in0 https://youtu.be/fGX8-kt1xtI |
| 第 2 週 | Chap 4. Generating Discrete Random Variables |
| 第 3 週 | Chap 5. Generating Continuous Random Variables |
| 第 4 週 | Chap 5. Generating Continuous Random Variables |
| 第 5 週 | Chap 6. The Multivariate Normal Distribution and Copulas |
| 第 6 週 | Chap 7. Discrete Event SimulationChap 8. Statistical Analysis of Simulated Data (Bootstrap) |
| 第 7 週 | Chap 8. Statistical Analysis of Simulated Data (Bootstrap) |
| 第 8 週 | No Class |
| 第 9 週 | Mid-term Project |
| 第 10 週 | Chap 9. Variance Reduction Technique |
| 第 11 週 | Chap 10. Additional Variance Reduction Technique |
| 第 12 週 | Chap 11. Statistical Validation Technique |
| 第 13 週 | Chap 12. Markov Chain Monte Carlo Methods |
| 第 14 週 | Chap 12. Markov Chain Monte Carlo Methods |
| 第 15 週 | EM algorithm |
| 第 16 週 | Final Project |
| 第 17 週 | |
| 第 18 週 |
教科書
S. Ross, "Simulation", 4th Edition
Office Hours
- 時間
- TBA