Stat 790-003

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Stat 790-003 - Advanced Statistical Computing - 2015 Spring

Course Description

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.

Time and Location

Mon/Wed @ 10:15am-11:30am, 1216 SAS Hall

Instructor

Dr. Hua Zhou
Office: 5264 SAS Hall
Phone: (919)515-2570
Email: hua_zhou@ncsu.edu
Office hours: Mon @ 4pm-5pm, Wed @ 4pm-5pm, or by appointment

Teaching Assistant

Teng Zhang tzhang9@ncsu.edu
Office hours: Tue 1pm-2pm, Fri 2pm-3pm, at Tutorial Center in 1101 SAS Hall