ST758 tentative schedule and handouts (expect frequent updates)
Cumulative lecture notes (last updated Dec 2, 2014, 35.3MB)
Pre-lecture notes (last updated Dec 1, 2014)
Readings:
| Tuesday | Thursday |
|---|---|
| 08/21 introduction, course logistics | |
| 08/26 R programming (Yiwen Zhang, [slides 1], [slides 2], [R code 1], [R code 2]) | 08/28 R programming (Yiwen Zhang, [part 1], [part 2], [part 3]) |
| 09/02 computer storage/arithmetic [HW1, oringp.dat] | 09/04 algorithm, software, computer languages |
| 09/09 numerical linear algebra intro [mxmult.r/mxmult.html], [jit.Rmd/jit.html] | 09/11 GE, LU decomposition [HW2] |
| 09/16 Cholesky decomposition | 09/18 QR decomposition [HW3, longley.dat] |
| 09/23 QR (Householder, Givens) | 09/25 sweep operator, regression computations [sweep.Rmd/sweep.html], [HW4, stat-ncsu.zip] |
| 09/30 summary of solving linear equations, condition number [longleycond.Rmd/longleycond.html] | 10/02 iterative method for linear system |
| 10/07 special linear systems | 10/09 fall break, no class [HW5, X.txt, Y.txt] |
| 10/14 eigen-decomposition | 10/16 SVD |
| 10/21 more least squares, generalized eigen-problem | 10/23 MLE, general optimization theory [HW6, optdigits.tra, optdigits.tes] |
| 10/28 Newton and scoring method | 10/30 optimality conditions [HW7] |
| 11/04 KKT condition, GLM | 11/06 nonlinear regression, EM algorithm [HW8, AL-standings.csv] |
| 11/11 MM algorithm | 11/13 Monte Carlo simulation studies [HW9] |
| 11/18 quasi-Newton | 11/20 Krylov subspace method, PCG and others |
| 11/25 MCMC | 11/27 Thanksgiving, no class |
| 12/02 sorting, FFT |