STAT 8054: Advanced Statistical Computing.

Instructor. Aaron J. Molstad (amolstad@umn.edu)
Office hours. Monday 1:30 - 2:30PM and Wednesday 10:10 - 11:10AM in Ford Hall 384.

Syllabus. [pdf]
Lecture. Monday, Wednesday, Friday at 12:20 - 1:10PM in Ford Hall 115

Note that you must be logged into your UMN Canvas account to obtain course materials.

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	Lecture		Topics
	1.1 (1/21)		Course overview [slides][complete]
	1.2 (1/26)		Fundamentals of numerical linear algebra [pdf]
	1.3 (1/28)		Numerical instability, matrix decompositions [pdf]

Lecture 1 [pdf]

	2.1 (1/30)		Ridge regression, unconstrained optimization [pdf]
	2.2 (2/2)		Convexity, subdifferentiability, lasso [pdf]
	2.3 (2/4)		Algorithms for unconstrained optimization [pdf]