ST 777 - Numerical Analysis for Statisticians

(3.00 cr.)

Prerequisite: CS 703 , ST 765 . Every advancement in computer technology results in statisticians working on more challenging, numerical problems. In order to handle these problems, a strong foundation in numerical analysis is necessary. This course teaches students to evaluate different algorithms that are associated with statistical problems, and how to evaluate the advantages and disadvantages of each algorithm. Issues of specific concern will deal with numerical stability, accuracy, and efficiency of algorithms dealing with linear and nonlinear equations, eigenproblems, interpolation, and quadrature.