STAT 534 Statistical Computing

A many-threaded roadmap through the course

python

• python data structures -numpy, list, string, dict -simple variables and references
• file input/output
• functions and modules -range/scope of variables
• random number generation
• parallel programming in python

Elements of computer systems

• the RAM (Random Access Memory)
  • garbage collection and memory management
  - pointers/memory addresses
• computer architecture in a nutshell
• processes, threads, programs
  • interpreted vs compiled programming languages
  • stacks, heaps, queues

Data structures (and algorithms)

• the basics -dynamic sets (i.e. sets of varying size): stack, heap, queue, list CRLS 10.1, 10.2, 10.3 -static sets (i.e. pre-allocated): arrays
• storing and retrieving data from trees (and maybe tries) CRLS 12.1, 12.2, 12.3
• dynamic programming CRLS 15
• hashing and hash-tables CRLS 11.1, 11.2, [11.3]
• a data structure for disjoint sets (one of the 10 most elegant algorithms on a list by Robert E. Tarjan
• graph algorithms this is already a lot! will we get to do it all?

Markov Chains and MCMC

• Markov chains
• MCMC
  • Gibbs sampling
  • Metropolis-Hastings sampling
  • Swendsen-Wang if time