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This is the preliminary program for the 2008 Joint Statistical
Meetings in Denver, Colorado.
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The views expressed here are those of the individual authors and not necessarily those of the ASA or its board, officers, or staff. Back to main JSM 2008 Program page |
= Applied Session,
= Theme Session,
= Presenter|
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| CE_18C | Mon, 8/4/08, 8:30 AM - 5:00 PM | CC-207 |
| Computational Statistics: Methods for Monte Carlo Integration and Optimization - Continuing Education - Course | ||
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ASA, Section on Statistical Computing |
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| Instructor(s): Jennifer A. Hoeting, Colorado State University, Geof H. Givens, Colorado State University | ||
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This course will consist of two parts: a morning session on Monte Carlo integration strategies and an afternoon session on optimization methods. We will survey a variety of techniques, ranging from classic to state-of-the-art. The course will be based on Computational Statistics, and is aimed at quantitative scientists and statisticians who are unfamiliar with these methods. Upper division undergraduate mathematical literacy is recommended. Many problems in statistics require the evaluation of integrals that cannot be solved analytically, particularly in Bayesian statistics. We will cover Monte Carlo integration, importance sampling and variance reduction techniques, and Markov chain Monte Carlo methods. Optimization also plays a central role in statistics, particularly in numerical maximum likelihood estimation. The afternoon session will cover Newton-like methods, Gauss-Seidel iteration, tabu algorithms, simulated annealing, genetic algorithms, and the EM algorithm and its variants. We seek to give students a practical understanding of how and why existing methods work, enabling them to use modern statistical methods effectively. We focus on methodological concepts, and not details of computer programming. Examples are drawn from diverse fields including bioinformatics, ecology, and medicine. The course will be based on the book "Computational Statistics," by G. Givens and J. Hoeting, Wiley. |
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JSM 2008
For information, contact jsm@amstat.org
or phone (888) 231-3473. If you have questions about the Continuing Education program,
please contact the Education Department. |