Advanced Computational Statistics

This course focuses on computational methods for optimisation, simulation and integration needed in statistics. The optimisation part discusses gradient based, stochastic gradient based, and gradient free methods. Further, constrained optimisation will be a course topic. We will discuss techniques to simulate efficiently for solving statistical problems. The course will start on March 11; course homepage (with full schedule): http://www.adoptdesign.de/frankmillereu/adcompstat2025.html.
Course Data
Type of schedule: 
Travel friendly schedule
University: 
Linköping
Level: 
PhD
Credits (ECTS): 
7.50
Offered: 
2025:1