Preliminary syllabus
Geof H. Givens, Jennifer A. Hoeting: Computational Statistics, 2nd Edition
ISBN: 978-0-470-53331-4.
In the link to the book web-page you also find datasets and R-scripts connected to examples/exercises in the book
- Chapter 1 - Background: Will only be referred to when needed
- Chapter 2 - Optimization: General methods. Everything except
- the details about convergence rates (all methods)
- Iteratively reweighted least squares (2.2.1.1)
- the Gauss-Newton method (2.2.3)
- Chapter 3 - Combinatorial optimization. Everything except
- section 3.4.2
- Chapter 4 - The EM algorithm
- Section 4.1: All
- Section 4.2: All but except 4.2.3.1 and 4.2.3.2
- Chapter 6 - Monte Carlo methods
- Not section 6.3.1.1
- Chapter 7 - Markov Chain Monte Carlo
Storvik (2017): Sequential Monte Carlo for state space models.
There are some misprints in the book. Some are given at through the book webpage. Some additional misprints found by the lecturer is given here. If you find more errors, please let me know.