Advanced Statistical Computing at Vanderbilt University's Department of Biostatistics
Course covers numerical optimization, statistical machine learning, Markov Chain Monte Carlo (MCMC), variational inference (VI) algorithms, data augmentation algorithms with applications for model fitting and techniques for dealing with missing data.
Prerequisites: Bios 6341 (Fundamentals of Probability), Bios 6342 (Contemporary Statistical Inference), or 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 run the course materials, the first step is to install Python. Though your computer likely already has Python installed, we recommend installing the Miniforge distribution of Python, as it includes useful utilities for manipulating your Python environment. Alternatively, you can install the commercial Anaconda Python distribution.
Having set up Python, to then install the Python packages for the course, clone the repository and run:
conda env create -f environment.yml
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While we strongly prefer that students attend BIOS 8366 for credit, there are circumstances under which we will allow auditing. Auditors will be expected to attend lectures regularly and complete all homeworks, but will be exempted from completing the final course project.