This is a 3 credit course. Prequisites are Stat 5101-2 or equivalent; PubH8420 and PubH8421; or instructor's consent. Some experience with Splus or R is useful; Real Analysis/Advanced Calculus at the level of Math5615 is needed.
Instructor: Sudipto Banerjee, Mayo A430. Ph: (612) 624-0624. e-mail at sudiptob@biostat.umn.edu
TA: Pei Li. email at peili@biostat.umn.edu Office Hours: Tu: 3:00pm-5:00pm
The course will use probability theory and linear algebra extensively. For probability we will use class notes. For linear algebra we will require The Matrix Eigenvalue Problem: GR and Krylov Subspace Methods by David S. Watkins. For elementary review of matrices, we will use Matrix Analysis and Applied Linear Algebra by Carl D. Meyer. Both books are published by SIAM.
The final grade will be based upon Homeworks (50%), a midterm (25%) and a final exam (25%). Class notes follow.
Homeworks are embedded within class notes.