The course will cover selected topics in statistical computing, with special attention to current research and recent developments in statistics and machine learning. Topics include tools for collaborative and reproducible research, parallel computing, cloud computing, linear programming, quadratic programming, (mixed) integer programming, dynamic programming, EM/MM algorithms and their accelerations, algorithms for sparse regression, accelerated proximal gradient method, alternating direction method of multipliers (ADMM), and Bregman iteration for basis pursuit and compressed sensing.
Mon/Wed @ 10:15am-11:30am, 1216 SAS Hall
Teng Zhang firstname.lastname@example.org
Office hours: Tue 1pm-2pm, Fri 2pm-3pm, at Tutorial Center in 1101 SAS Hall