Advanced Statistical Computing at Vanderbilt University's Department of Biostatistics

Course covers numerical optimization, statistical machine learning, Markov Chain Monte Carlo (MCMC), variational inference (VI) algorithms, data augmentation algorithms with applications for model fitting and techniques for dealing with missing data.

Prerequisites: Bios 6341 (Fundamentals of Probability), Bios 6342 (Contemporary Statistical Inference), or permission of instructor. Students must be familiar with basic probability, have some formal programming experience, and be comfortable using the Git version control system.

To install the Python packages for the course, clone the repository and run:

conda env create -f environment.yml

from inside the cloned directory. This assumes that Anaconda Python is installed.

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