STATS 607A: Programming and Numerical Methods in

Statistics

Fall 2015

Class Information

Instructor Information

Name: Ambuj Tewari

Office: 454 West Hall

Office Hours: By appointment

Email: tewaria@umich.edu

GSI Information

Name: Yun-Jhong Wu

Office Hours and Location: Mondays 7:30-8:30pm and Wednesdays 7:30-8:30pm in SLC (1720 Chemistry)

Email: yjwu@umich.edu

Grading

The final grade in the course will be determined by your scores in 3 assignments (each has 25% weight) and a final exam (25% weight).

Python Notebooks

The notebooks containing lecture material are all in a github repository:

https://github.com/ambujtewari/stats607a-fall2015/wiki

The notebooks themselves are just static documents (in JSON format) but clicking on the links will show you properly rendered notebooks thanks to the awesome rendering service at http://nbviewer.ipython.org/.

Python Distribution

Make sure you have Anaconda 2.3.0 installed on your personal computer or on your account on the Bayes servers. Anaconda 2.3.0 comes with Python 2.7 and all packages required for this class.

Schedule

Week 0 (Sep 9)

Week 1 (Sep 14, 16)

Week 2 (Sep 21, 23)

Week 3 (Sep 28, 30):

Week 4 (Oct 5, 7):

Week 5 (Oct 12, 14):

Week 6 (Oct 21): [Oct 19 is during Fall Study Break]