Prerequisites: BIOSTAT601, BIOSTAT602 and BIOSTAT615 or equiv and proficiency in C++
Description: Modern numerical analysis for statisticians. Combination of theory and practical computational examples illustrating the current trends in numerical analysis relevant to probability and statistics. Topics choose from numerical linear algebra, optimization theory, quadrature methods, splines, and Markov chains. Emphasis on newer techniques such as quasi-random methods of integration, the EM algorithm and its variants, and hidden Markov chains. Applications as time permits to areas such as genetic and medical imaging.