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May 12, 2024
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2021/2022 University Catalog [ARCHIVED CATALOG]
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STAT 701 - Monte Carlo Statistical Methods
Units: 3
Prerequisite(s): STAT 610 and STAT 670B with a grade of B (3.0) or better in each course and graduate standing.
Monte Carlo and simulation intensive methods for development and application of statistical methods such as Monte Carlo and Markov chain Monte Carlo algorithms and inferential procedures; stochastic optimization, EM algorithm, and variants for parameter estimation, importance sampling, variance reduction techniques.
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