Monte Carlo methods for Statistical Inference:
Resampling
Hung Chen
hchen@math.ntu.edu.tw
Department of Mathematics
National Taiwan University
17th March 2004
Meet at NS 104 On Wednesday from 9:10 to 12.
1
Outline
Introduction
Nonparametric Bootstrap
C
Statistical Computing
Guideline on Final Project
1. Choose a proper project topic.
11. Describe two articles in statistics literature that report Monte Carlo studies.
Or nd two topics related to statistical computing.
12. Design a plan to replicate and ex
Monte Carlo Methods for Statistical Inference:
Variance Reduction Techniques
Hung Chen
hchen@math.ntu.edu.tw
Department of Mathematics
National Taiwan University
3rd March 2004
Meet at NS 104 On Wednesday from 9:10 to 12.
1
Outline
Numerical Integration
Monte Carlo methods for Statistical Inference:
Markov Chain and Related Simulation Methods
Hung Chen
hchen@math.ntu.edu.tw
Department of Mathematics
National Taiwan University
9th March 2004
Meet at NS 104 On Wednesday from 9:10 to 12.
1
Outline
Bayesian
Monte Carlo methods for Statistical Inference:
Generation of Random Numbers
Hung Chen
hchen@math.ntu.edu.tw
Department of Mathematics
National Taiwan University
25th February 2004
Meet at NS 104 On Wednesday from 9:10 to 12.
1
Introduction
Outline
cfw_ I
Statistical Computing
romework PX wrkov ghin nd imultion
hue hteX wrh PRD PHHQ
IF se 9s runif funtion to generte @pseudoA rndom numersF sn order to mke
sure these rndom numers re resonly rndomD onsider the uns est4
@see unuthD The Art of Programming Volum
Statistical Computing
Homework 1: RNG and Writing R functions
Due Date: March 10th, 2004
1. Read p37 to 41 in R-intro.pdf about random number generator and various plots
on examining the distribution of a set of data.
2. Read p45 to 48 in R-intro.pdf abou
Statistical Computing
Hung Chen
hchen@math.ntu.edu.tw
Department of Mathematics
National Taiwan University
18th February 2004
Meet at NW 405 On Wednesday from 9:10 to 12.
1
Course Overview
Monte Carlo methods for statistical inference
1. Pseudo-random de