Teaching / APTS StatComp
This is the webpage supporting the 2019/20 iteration of the APTS course on Statistical Computing, which took place in Cambridge, December 2019.
Some links and further reading
Note that there are many
links and suggested sources of further reading in the main course notes. Below I just include a few especially relevant sources, or useful sources omitted from the notes.
- My lecture notes on multivariate data analysis and statistics for big data covers similar ground to Chapter 2 of this course (Matrix computation), but in a bit more detail, and with a bit more discussion of matrix decompositions and their applications to statistical computing.
- The Matrix Cookbook is an invaluable source of matrix identities, etc.
- Regarding Chapter 5 (Random number generation), relatively little was said about the generation of non-uniform random variates. In this context, Luc Devroye's book on Non-Uniform Random Variate Generation is a classic reference.
- For more on functional programming for statistical computing, see my blog and my Scala course.
For those on social media, my suggested hashtag for all of the APTS courses this year is #apts1920