| Date | Main Topics | Complements |
|---|---|---|
|
|
||
| Aug 26 | 0. Monahan, Chapter 1
1. Unix foundation lecture 2. Searchable man pages 3. SIN 4. add.c |
Other web locations to explore:
1. Howard's UNIX tips 2. Emacs quick reference here or here 3. More detailed UNIX introduction |
| Aug 28 | 1. S
Tutorial :
- Intro - Dataframes 2. Csh scripts - Basic - Some Details |
0. Useful to skim Venables & Ripley (V&N), Ch's
1--3 over the next several days.
1. Splus in Emacs |
| Aug 30 | 1. S
Tutorial :
- Graphics - Objects |
Week 1 examples |
| (LABOR DAY) | ||
| Sep 04 | 1.
S Tutorial :
- Models |
|
| Sep 06 | Instant
LaTeX
Other Links of Interest |
1. TeX,
LaTeX and Friends
2. LaTeX Help at Univ of Washington |
|
|
||
| Sep 09 | 1. S
Tutorial :
- Programming |
1. S
Poetry , and a Partial
Mirror of S Poetry
2. A lengthier introduction to LaTeX |
| Sep 11 | 1. log.txt
2. bjexample.tex 3. conv.s |
1. Fingerexercises for Friday |
| Sep 13 | 1. Monahan Chapter 2 (Computer arithmetic) | 1. Fingerexercises for Monday. |
| Sep 16 | 1. Monahan Chapter 3 (Matrix calculations) | 1. Also look at Sect's 4.1, 4.7 |
| Sep 18 | 1. More on matrix calculations
2. Monahan Chapter 5 (Regression Calculations) |
|
| Sep 20 | 1. Monahan Chapter 5 (Regression calculations) | Week 04 Examples |
| Sep 23 | 1. Monahan Chapter 6 (Eigenproblems) | 1. Fingerexercises to be discussed Wednesday |
| Sep 25 | 1. A bit on SVD's
2. Review/intro to simple C programming |
|
| Sep 27 | some C programming | Week 05 Examples |
| Some C Programming; general optimization | ||
| Sep 30 | grid search for maximum, binary search for root | |
| Oct 02 | function iteration, rates of convergence, | |
| Oct 04 | newton's method and variations | HW 3 due Oct 11. |
| Oct 07 | gradient decscent and newton's method in several dimensions | |
| Oct 09 | multivariate optimization in Splus; infomat.s | |
| Oct 11 | Examples of using pointers in C | Week07 Examples |
| Oct 14 | Calling C from Splus and R | |
| Oct 16 | Vectorizing code in Splus/R | Week 08 Examples |
| (MIDSEMESTER BREAK) | ||
| Maximization in Statistics | ||
| Oct 21 | Maximization in Exponential Famlies | |
| Oct 23 | IRLS, examples from logistic regression, nonlinear least squares, robust regression | |
| Oct 25 | Mulitvariate Delta Method | Week 09 Examples |
| Oct 28 | Examples of nonlnear regression and delta method; making confidence envelopes | |
| Oct 30 | E-M algorithm (Intro) | |
| Nov 01 | E-M algorithm (some theory) | Week 10 Examples |
| Nov 04 | E-M (exended example) | |
| Nov 06 | E-M in exponential families; Bayesian E-M | |
| Nov 08 | E-M extensions / variations | Week 11 Examples |
| Numerical Integration and Monte Carlo Methods | ||
| Nov 11 | Numerical integration; Bayesian motivations | |
| Nov 13 | One-dimension: Newton-Cotes, Gaussian Quadrature, transformations and troubles | |
| Nov 15 | Monte Carlo integration: simple random sampling, tranformations and rejection methods for simulating new random variables | Week 12 Examples |
| Nov 18 | Monte Carlo integration: importance sampling, SIR, applications to posterior caclulations and sensitivity analysis | |
| Nov 20 | Multidimensional quadrature; curse of dimensionality | |
| Nov 22 | Using IMSL C integration routines | Week 13 Examples |
| Nov 25 | Calling IMSL C routines from Splus/R | Week 14 Examples |
| (THANKSGIVING) | ||
| (THANKSGIVING) | ||
| Markov Chain Monte Carlo | ||
| Dec 02 | MCMC - a practical framework | |
| Dec 04 | MCMC - examples | |
| Dec 06 | Basics of random number generators: linear-congruential and Shift-register generators | Week 15 Examples |