Spring 2026 - STAT 853 G100
Applications of Statistical Computing (4)
Class Number: 4622
Delivery Method: In Person
Overview
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Course Times + Location:
Jan 5 – Apr 10, 2026: Mon, Thu, 9:30–11:20 a.m.
Burnaby
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Instructor:
Jinko Graham
jgraham@sfu.ca
1 778 782-3155
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Prerequisites:
STAT 830 or equivalent or permission of instructor.
Description
CALENDAR DESCRIPTION:
An introduction to computational methods in applied statistics. Topics can include: the bootstrap, Markov Chain Monte Carlo, EM algorithm, as well as optimization and matrix decompositions. Statistical applications will include frequentist and Bayesian model estimation, as well as inference for complex models. The theoretical motivation and application of computational methods will be addressed.
COURSE DETAILS:
Course Outline:
- Foundations: review of Bayesian inference, finite precision arithmetic, pseudorandom number generation, computational efficiency in matrix operations.
- Low-rank approximation of data.
- Optimization: gradient and gradient-free methods
- Monte Carlo estimation: importance sampling, Markov chain Monte Carlo, sequential Monte Carlo methods.-
- Other: Bootstrapping, EM algorithm, variational Bayes approximations to posterior distributions.
Grading
- Assignments 35%
- Participation 25%
- Project 40%
NOTES:
Above grading is subject to change
Materials
RECOMMENDED READING:
Numerical Analysis for Statisticians, 2nd ed. Author: Kenneth Lange. Publisher: Springer
ISBN: 9781441959447
Monte Carlo Statistical Methods, 2nd ed. Authors: Christian Robert and George Casella. Publisher: Springer
ISBN: 9780387212395
Introducing Monte Carlo Methods with R. Authors: Christian Robert and George Casella. Publisher: Springer
ISBN: 978-1-4419-1575-7
REQUIRED READING NOTES:
Your personalized Course Material list, including digital and physical textbooks, are available through the SFU Bookstore website by simply entering your Computing ID at: shop.sfu.ca/course-materials/my-personalized-course-materials.
Graduate Studies Notes:
Important dates and deadlines for graduate students are found here: http://www.sfu.ca/dean-gradstudies/current/important_dates/guidelines.html. The deadline to drop a course with a 100% refund is the end of week 2. The deadline to drop with no notation on your transcript is the end of week 3.
Registrar Notes:
ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS
At SFU, you are expected to act honestly and responsibly in all your academic work. Cheating, plagiarism, or any other form of academic dishonesty harms your own learning, undermines the efforts of your classmates who pursue their studies honestly, and goes against the core values of the university.
To learn more about the academic disciplinary process and relevant academic supports, visit:
- SFU’s Academic Integrity Policy: S10-01 Policy
- SFU’s Academic Integrity website, which includes helpful videos and tips in plain language: Academic Integrity at SFU
RELIGIOUS ACCOMMODATION
Students with a faith background who may need accommodations during the term are encouraged to assess their needs as soon as possible and review the Multifaith religious accommodations website. The page outlines ways they begin working toward an accommodation and ensure solutions can be reached in a timely fashion.