Advanced Statistical Computing
Roger D. Peng
The book covers material taught in the Johns Hopkins Biostatistics Advanced Statistical Computing course. I taught this course off and on from 2003–2016 to upper level PhD students in Biostatistics. The course ran for 8 weeks each year, which is a fairly compressed schedule for material of this nature. Because of the short time frame, I felt the need to present material in a manner that assumed that students would often be using others’ software to implement these algorithms but that they would need to know what was going on underneath. In particular, should something go wrong with one of these algorithms, it’s important that they know enough to diagnose the problem and make an attempt at fixing it. Therefore, the book is a bit light on the details, in favor of giving a more general overview of the methods.
This book is a WORK IN PROGRESS.