Stat 102C

Introduction to Markov chain Monte Carlo (MCMC) algorithms for scientific computing. Generation of random numbers from specific distribution. Rejection and importance sampling and its role in MCMC. Markov chain theory and convergence properties. Metropolois and Gibbs sampling algorithms. Extensions as simulated tempering. Theoretical understanding of methods and their implementation in concrete computational problems.

Stat 201C

Designed for graduate students. Introduction to advanced topics in statistical modeling and inference, including Bayesian hierarchical models, missing data problems, mixture modeling, additive modeling, hidden Markov models, and Bayesian networks. Coverage of computational methods used and developed for these models and problems, such as EM algorithm, data augmentation, dynamic programming, and belief propagation.

Stat 202C

Monte Carlo methods and numerical integration. Importance and rejection sampling. Sequential importance sampling. Markov chain Monte Carlo (MCMC) sampling techniques, with emphasis on Gibbs samplers and Metropolis/Hastings. Simulated annealing. Exact sampling with coupling from past. Permutation testing and bootstrap confidence intervals.

Stat 254

Training in probability and statistics for students interested in pursuing research in computational biology, genomics, and bioinformatics.


Introduction to statistical inference based on use of Bayes theorem, covering foundational aspects, current applications, and computational issues. Topics include Stein paradox, nonparametric Bayes, and statistical learning. Examples of applications vary according to interests of students.