BIOSTAT M280 tentative schedule and handouts (expect frequent updates)
Readings:
| Week | Monday | Wednesday | Homework |
|---|---|---|---|
| 1 | 4/3 introduction and course logistics. [Slides: notebook, html] | 4/5 computer languages, Julia intro. [Slides: notebook, html] | HW1: ipynb, html, longley.txt |
| 2 | 4/10 tools for reproducible research [Slides: notebook, html] | 4/12 computer storage and arithmetic [Slides: notebook, html] | |
| 3 | 4/17 algo. intro. [Slides: notebook, html] | 4/19 BLAS [Slides: notebook, html] | HW2: ipynb, html |
| 4 | 4/24 triangular systems [Slides: notebook, html], GE/LU [Slides: notebook, html] | 4/26 Cholesky [Slides: notebook, html] | |
| 5 | 5/1 QR (GS, Householder, Givens) [Slides: notebook, html], Sweep operator [Slides: notebook, html] | 5/3 summary of linear regression [Slides: notebook, html] | HW3: ipynb, html, ucla.zip |
| 6 | 5/8 condition number [Slides: notebook, html], iterative methods intro [Slides: notebook, html], easy linear systems [Slides: notebook, html] | 5/10 eigen-decomposition, SVD [Slides: notebook, html] | |
| 7 | 5/15 optimization intro. [Slides: notebook, html] | 5/17 Newton-Raphson, Fisher scoring, GLM, nonlinear regression (Gauss-Newton) [Slides: notebook, html] | HW4: ipynb, html, optdigits.tra, optdigits.tes |
| 8 | 5/22 EM algorithm [Slides: notebook, html] | 5/24 MM algorithm [Slides: notebook, html] | |
| 9 | 5/29 Memorial Day, no class | 5/31 quasi-Newton [Slides: notebook, html] | HW5: ipynb, html |
| 10 | 6/5 CG and PCG [Slides: notebook, html] | 6/7 convex optimization [Slides: notebook, html], concluding remarks [Slides: notebook, html] |