Syllabus

Statistics 5314 will be a comprehensive course in simulation based sampling methodology. Modern statistics usually encompasses arbitrarily complex models, where the computer is a necessary component in analyzing data. In hierarchical approaches to modeling data, closed form probability density functions are rarely known, so that sampling based approaches become necessary for conducting statistical analyses. This course will not only cover these sampling methods but will also expose you to classes of valuable models where sampling based methods are necessary devices.

Probability does not exist. -De Finetti

Grading policies, office hours, and general information

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Course Objectives

• To  To develop an understanding of computational and simulation methods for statistics.
• To infer for arbitrary complex models using a probability construction.
• To introduce modern computational tools in Bayesian/Classical statistics.
  

Logistics

• Lecture Times and Location:  Tues., Thurs., 11:00 - 12:15 PM,  in 309 Hutcheson.
• Instructor: Professor Scotland Leman,   401A Hutcheson Building, leman(AT)vt(DOT)edu
• Instructor's Office Hours:   (TBA)
• Teaching Assistants:    Wenyu Gao
  
• TAs' Office Hours:  (TBA)
  

Prerequisites

Students must have completed a graduate level inference class as well as some upper level class in regression. Knowledge of exponential family distributions is assumed as well as the basic constructs of probability theory. Both Bayesian and classical methodology will be adopted in this course.

Readings

The primary text is:

Robert and Casella  (2004). Monte Carlo Statistical Methods: Second Edition.  Hodder Arnold

This is a very comprehensive book on Monte Carlo methods; however, this text should not limit your reading from other relevant texts.

Computing

For computing, you may use any upper level language of your choosing. For instance, C/C++, Java, Matlab, R, all make for reasonable choices.

Graded work

Graded work for the course will consist of problem sets, computational problems, some mini quizzes, and a course project. Your final grade will be determined as follows: (This is tentative)

Quizzes	25 %
Project	45 %
Small Homeworks	30 %

There are no make-ups for exams, in-class or homework problems except for a medical or familial emergency or previous approval of the instructor.  See the instructor in advance of relevant due dates to discuss possible alternatives.

Cumulative numerical averages of 90 - 100 are guaranteed at least an A-.   Cumulative numerical averages of 80 - 89 are guaranteed at least a B-.   Cumulative numerical averages of 70 - 79 are guaranteed at least a C-.   Cumulative numerical averages of 60 - 69 are guaranteed at least a D-.  These ranges may be lowered, but they will not be raised (e.g., if everyone has averages in the 90s, everyone gets at least an A-).

Academic honesty

You are expected to abide by Virginia Tech's Community Standard for all work for this course.  Violations of the Standard will result in a failing final grade for this course and will be reported to the Dean of Students for adjudication.  Ignorance of what constitutes academic dishonesty is not a justifiable excuse for violations.

For the homework problems, you may work with a study group with others but must submit your own answers, unless otherwise indicated.  For exams, you are required to work alone and for only the specified time period. .   

Procedures if you suspect your work has been graded incorrectly

Every effort will be made to mark your work accurately.    You should be credited with all the points you've worked hard to earn!   However, sometimes grading mistakes happen.  If you believe that an error has been made on an in-class problem or exam, return the paper to the instructor immediately, stating your claim in writing.

The following claims will be considered for re-grading:

(i)    points are not totaled correctly;
(ii)   the grader did not see a correct answer that is on your paper;
(iii)  your answer is the same as the correct answer, but in a different form (e.g., you wrote a correct answer as 1/3 and the grader was looking for .333);
(iv)  your answer to a free response question is essentially correct but stated slightly differently than the grader's interpretation.

The following claims will not be considered for re-grading:

(v)   arguments about the number of points lost;
(vi)  arguments about question wording.

Considering re-grades takes up valuable time and resources that TAs and the instructor would rather spend helping you understand material.  Please be considerate and only bring claims of type (i), (ii), (iii), or (iv) to our attention.