闪播福利库

In-depth introduction to computer-based algorithms used for inference and forecasting. Course content may vary by semester. Possible algorithms covered could include: resampling methods (bootstrap), Markov chain Monte Carlo, variable selection in high-dimensional regression (LASSO and LARS), artificial neural networks, ensemble methods (boosting, bagging, random forests), and kernel methods. Prerequisite: 厂罢础罢听51133 or departmental consent. (Typically offered: Spring)