UCLA_Biostat257_Statistical Computing

For class biostat257/m280 2018 spring, focuses on algorithms/numerical methods in statistics.

Course Topics: All class materials was posted on Prof. Zhou's teaching website

• Julia programming
• Reproducible research (Git/GitHub, Jupyter Notebook)
• Computer arithmetic
• Numerical linear algebra
• Numerical optimization
• Convex optimization

HW1:Link

• Julia Basics
• Sherman-Morrison formula
• Woodbury formula
• Binomial inversion formula

HW2:Link

• BLAS: basic linear algebra subprograms BLAS Slides
• Nonnegative Matrix Factorization
• Linear Mixed Models

HW3:Link

• Big n regression
• Sweep method and Cholesky method for solving linear regression Summary of Linear Regression
• Sweep operator
• Google PageRank problem PageRank wiki
• LU decomposition; Jacobi or Gauss-Seidel;dense eigen-solver; simple iterative eigen-solver such as the power method

HW4:Link

• Build a classifer for handwritten digit recognition
• Dirichlet-multinomial distribution
• Newton's Method and Fisher Scoring Slides

HW5: Link

• MLE of the Dirichlet-multinomial model
• MM and EM algorithm approach (MM, EM)