Download Assignment 4. It is due by Nov 25, 2005.
Download Assignment 3. It is due by Nov 08, 2005.
The main reference material is the set of online classnotes. These contain both the class lectures (more or less) as well as programming tips. You may also like to read the book "Introduction to the bootstrap" by Efron and Tibshirani for the topics bootstrapping, cross-validation and jackknife. The recent book "Statistical Computing: Existing Results and Recent Trends" by D. Kundu and A. Basu is also a good reference for the same topics.
I do not know of any single good book for Markov Chain Monte Carlo. Here is a relevant list of publications.
We shall use Matlab and SAS in this course. You may use either Matlab 6.5 or 7. For SAS we shall use version 9.1.3.
Click on the links below to read the class notes online. If you want to print the notes then use the printer-friendly versions: