Stat 610: Statistical Computing

Logistics

Meetings: Tu/Th 2:20-3:35pm, BH307

Occasional lab: Fridays 2:20-3:35pm, SW220

Website: http://jfukuyama.github.io/teaching/stat610

Instructor: Prof. Julia Fukuyama             jfukuyam at iu dot edu
Office Hours: Mondays and Fridays, 12:45-1:45pm             Swain East 225
               
Associate Instructor: Mr. Mason Griswold             migriswo at iu dot edu
Office hours: Wednesdays 11:30am-12:30pm             Swain East 200

Course Overview

As a statistician, you will need to manipulate data, optimize, and simulate. You will also need to know enough about how the methods you use work to diagnose problems when they arise and to be able to implement modified versions when the standard implementations don’t suit your purposes.

You also need to write accurate, clean, maintainable, demonstrably correct code. To that end, the first half of the class will be devoted to how to program well, with statistical tasks giving us the computational problems.

Once we have the software engineering down, we will move on to the algorithms used in applied statistics. These can be roughly broken up into optimization methods and stochastic simulation methods.

A couple times throughout the semester, there will be a lab. This will involve a script that you can go through with the TA involving some more complicated material.

Textbooks

The primary textbook for the first half of the course with be The Art of R Programming, by Norman Matloff.

The R Cookbook, by Paul Teetor, will also be useful.

The primary textbook for the second half of the course will be Numerical Analysis for Statisticians, by Kenneth Lange. It is available through the library at this link for IU students.

Additional readings will be posted on the course website.

Assessment

Assessment will be based on a combination of homework, an in-class midterm, and a final project. Final grades will be based on:

Participation

Homework

For homework, we will discuss more on the first day of class. The plan is:

Midterm exam

The midterm will be held on Tuesday, October 21. It will be in class, on paper, closed book, and closed notes. I will provide a study guide describing the kinds of questions you will be expected to answer beforehand.

Final project

We will have final project demonstrations the last week or two of class. Final project writeups will be due on the day the final exam is scheduled for (Tuesday, December 16). There will be no final exam.

Late policy

Each student has five “free” late days to use on assignments. After that, homework is penalized at one point (out of two, remember!) per 24 hours. Special accommodations may be granted if you ask very early or if there are extenuating circumstances. These late days cannot be used on the final project, as it is due on the day of the final exam and I need to submit grades soon afterwards.