STA 376: Advanced Modelling & Scientific Computing
- Spring 2006 -

STA 376 Schedule Support



When: 11:40am-14:30pm Thursday
Where: 025 Old Chemistry Building
Prof: Mike West, Duke Statistics
Prerequisites:
  • Recent (04-06) successful completion of STA 214, 215, 216 and 244. Students will need demonstrated mastery of mathematical statistics and stochastic processes, Bayesian analysis, simulation methods and computation at the levels of these courses.
  • Proficiency in scientific programming in C/C++ and Matlab


We will study several areas of advanced modelling and statistical computation through class discussion of research publications, and your own computer implementations of some of them. Specific computational methods - such as mode searching, EM, numerical quadrature, MCMC, stochastic search - arise naturally in these model classes.

Papers will be linked as we move through the topics on the Schedule page. Other support material in texts and web sites will be added too on the Support page.