Advanced Statistical Computing at Vanderbilt University's Department of Biostatistics
Course covers numerical optimization, Markov Chain Monte Carlo (MCMC), Metropolis-Hastings, Gibbs sampling, estimation-maximization (EM) algorithms, data augmentation algorithms with applications for model fitting and techniques for dealing with missing data.
Prerequisites: Permission of instructor. Students must be familiar with basic probability, have some formal programming experience, and be comfortable using the Git version control system.
To install the Python packages for the course, clone the repository and run:
pip install -r requirements.txt
from inside the cloned directory.
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