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Course: STAT 31080
Title: Numerical Analysis for Statistics and Applied Mathematics
Instructor(s): John Lafferty; Brian Van Koten
Class Schedule: Sec 01: MW 1:00-2:20 PM in Jones 226
Office Hours:  
Textbook(s): None
Description: This is a beginning graduate course on selected numerical methods used in modern statistics and applied mathematics. Topics include fundamentals of ODEs and PDEs, quadratures, and Monte Carlo methods. Methods of analysis are introduced including error measures and different notions of numerical convergence. Newton's method, convex optimization and elements of nonconvex optimization are covered, together with implementations in selected selected software packages.

Prerequisite(s): STAT 243 or background in linear algebra.