Bios 750: Monte Carlo and Bootstrapping Methods

Fall 2000

Tentative Syllabus
Date Topic

9/30 -11/8

 Monte Carlo Methods

Aug. 30

 Introduction and history of Monte Carlo methods

Sept. 1

 Applications of Monte Carlo methods: examples
   
  Mechanics of Monte Carlo methods

Sept. 6

 Random number generation

Sept. 8, 13

 Statistical distributions

Sept. 15, 20

 Planning a simulation study: basic algorithms, programming, number of simulations

Sept. 22, 27

 Basic programming (SAS IML)

Interpreting the results of a Monte Carlo study

Sept. 29

 NO CLASS

Oct. 4

 Interpreting the results of a Monte Carlo study

Oct. 6

 Computer lab/Project consulting

Oct. 11

 wrap-up
   
  Advanced Monte Carlo Methods

Oct. 13, 18

 Markov chains Monte Carlo

Oct. 20

 Gibbs sampling

Oct. 25

 BUGS
   

Oct. 27

 Issues in Monte Carlo simulation

Nov. 1, 3

 Student presentations
   

11/8 - 12/8

 Bootstrapping

Nov. 8

 Class canceled

Nov. 10

Nov. 15, 17

 Basic concepts and history of bootstrapping

Applications of bootstrapping: examples

Programming methods/computer lab

Nov. 22, 24

THANKSGIVING HOLIDAY

Nov. 29

Issues in bootstrapping

Dec. 1

 Jackknife estimators

Dec 6-8

 Student presentations

Take-home final given out on last day of class.