Preface
Outline of materials for the topics in Statistical Computation and Simulation (in progress). Feel free to contact me if you find any typo or error.
Topics
- Review: basics
- Solving linear systems
- Eigen-decomposition, SVD
- Principal components
- Basics of optimization
- Gradient descent
- Modern optimization
- Random variable generation
- Monte_Carlo_Integration
- EM Algorithm
- Simulated Annealing
- Basic Metropolis
- MCMC
- MCMC2
- RJMCMC
- HMC
License
Shield: 
This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
