Spring 2018 ISyE 6416: Computational Statistics 1
Instructor: Xiaoming Huo, Email huo@gatech.edu Phone: 404-385-0354
Time 9:30am-10:45am TR; Venue Instructional Center 111
Office hours: Tuesday and Thursday 12pm-12:30pm, and then 3:00pm-4:00pm, or
email for appointments. My office Groseclose 335
Prerequisite: some basic knowledge of statistics, calculus, and programming.
Topics:
Computational statistics is an interface between statistics and computing.
Parametric approaches
1. Maximum likelihood and its connection with gradient descent and newton’s
method
2. EM algorithm
3. Gaussian mixture model (GMM)
4. Hidden Markov models (HMM)
5. Model selection and cross validation
Nonparametric approaches
1. Principle component analysis and low-rank models
2. Splines and approximation of functions
3. Bootstrap
4. Monte Carlo methods
Optional selected topics
1. convex and non-convex optimization for statistics
2. neural networks
Texts: both optional; homework will base on them.
1. Computational Statistics, 2nd Edition (2012), Wiley; Geof H. Givens, Jennifer
A. Hoeting; ISBN-13: 978-0470533314; ISBN-10: 0470533315
2. Computational Statistics, 2009, Springer-Verlag New York; Gentle, James E.;
ISBN: 978-1-4614-2929-6
Exams Dates:
See in the Schedule page.
Software:
MATLAB and/or R. You will use software for homework assignment.
Homework, Exams, and Grading Policy:
o There are roughly weekly/biweekly homework assignments.
Late Homework will not be accepted. You are allowed (and encouraged) to
work together with other students on homework, as long as you write up and
turn in your own solutions. You are also allowed (and encouraged) to ask me
questions, although you should try to think about the problems before asking. I
strongly encourage you to work on extra problems from the books on your own.
o The homework should be handed in at the beginning the class on the due date.
o The lowest homework-score will be dropped.
Spring 2018 ISyE 6416: Computational Statistics 2
o Exams include two tests during the semester and a final. They are close book.
For the test I, II, and final, you are allowed to bring two, four, and six pages
double-sided notes respectively. On the notes, you can write down anything you
like. But they have to be self-made. Photocopy is not allowed.
o A make-up exam requires a written documentation with proper excuse. Please
keep in mind that it does take time to prepare a make-up exam. In general, I will
not allow makeup exam unless the excuse is extremely compelling.
o Distribution of points:
• Attendance 8% (there will be a few pop-up quizzes)
• Submitting Teaching Evaluation - 2%
• Homework & Projects 10 %
• Midterm 23 % + 23 % (23 for each exam)
• Final exam 34 %
Teaching Assistant:
To be added when the information is available; details will be in a separate file.
Canvas
We will use Canvas (http://canvas.gatech.edu) to distribute course related
materials, including announcements, course syllabus, homework assignments and
solutions, slides and other lecture material, practical exams, your course grades on
exams and homework, and any important announcements.
Other information and rules:
• Make sure the scores in Canvas (the GT online system) are consistent with what
you got. I gave the final grades based on them.
• No extra credit unless it is arranged before any tests.
• We will not make any change in grading for works older than two weeks.
• Zero-tolerance: any violation of honor codes (e.g., cheating in homework, tests,
etc.) will result in an automatic F in this class.
• Avoid late arrival and early departure as they are distractive.
• I do not give exemptions (including make-up tests), unless I receive an official
letter from legitimate officers at Georgia Tech, including the registrar, dean of
students, athletics department, or advisers of student organizations. Letters and
reports from parents, church leaders, medical offices, and so on will not be
sufficient - I do not have the resource to verify their validity. The letter must
explain why an excuse is acceptable and I will determine whether it is
compelling enough.
Academic Honor Code: It is your responsibility to get familiar with the Georgia
Tech Honor Code www.honor.gatech.edu.
Xiaoming Huo; 1/3/2018
