| Date | Topics |
|---|---|
| Week 1 (Aug 27) | Computing Basics; Computational complexity |
| Week 2 (Sep 3) | Numerical Linear Algebra |
| Week 3 (Sep 10) | Numerical Linear Algebra |
| Week 4 (Sep 17) | Monte Carlo, Basic random variate generation, Rejection sampling |
| Week 5 (Sep 24) | Importance sampling, auxiliary variable methods |
| Week 6 (Oct 1) | Importance sampling; Markov chain Monte Carlo intro |
| Week 7 (Oct 8) | Markov chain Monte Carlo |
| Week 8 (Oct 15) | Markov chain Monte Carlo; Statistical inference overview |
| Project proposals due Oct 9 --> | |
| Week 9 (Oct 22) | Optimization basics/overview; second order methods |
| Week 10 (Oct 29) | gradient descent, stochastic gradient descent and variants |
| Project proposals: revisions due Nov 5 | |
| Week 11 (Nov 5) | surrogate methods: MM algorithm; EM as an MM algorithm |
| Week 12 (Nov 12) | Bootstrap; Specialized algorithms for large data/complex likelihoods, variational methods |
| Week 13 (Nov 19) | More specialized algorithms, proximal methods |
| Thanksgiving | No classes |
| Week 14 (Dec 3) | Final project presentations: Dec 3, 5 |
| Week 15 (Dec 10) | Final project presentations: Dec 10, 12 |
| Dec 16 (Monday) | Final project writeups due at midnight (11:59 pm) |
| Dec 18 (Wednesday) | Evaluation of other students' project writeups due at midnight (11:59 pm) |