/Bios8366

Advanced Statistical Computing at Vanderbilt University's Department of Biostatistics

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Bios8366

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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: Bios 6301 and undergraduate- or graduate-level probability and inference. 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:

conda env create -f environment.yml

from inside the cloned directory. This assumes that Anaconda Python is installed.

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