MODELING AND ANALYSIS


Course
Description
Monte Carlo statistical methods, particularly those based on Markov chains, have now matured to be part of the standard set of techniques used by statisticians. This short course is intended to serve as an introduction to both the application and underlying workings of these techniques, and to illustrate how Monte Carlo methods can enhance statistical practice through illustrations of the application of simulation based techniques to applied statistical problems. The course will begin with the basics of random number generation and illustration of how a simulation approach can often supply easy methods for solving difficult problems. We will explore techniques for Monte Carlo integration and optimization, and then continue with the more recent Markov chain Monte Carlo techniques such as the Gibbs sampler and the MetropolisHastings Algorithm. We will use examples from life sciences, engineering, biostatistics, and many more. We will also have a detailed treatment of missing data models and analyses, with algorithms such as EM and Data Augmentation, and again provide examples and analyses from a variety of applications. We strongly urge each student to bring a laptop computer that has a copy of both R and WinBUGS installed on it. There will be a number of examples worked out. WinBUGS is available free of charge, and can be downloaded from http://www.mrcbsu.cam.ac.uk/bugs/winbugs/contents.shtml. “R” is also free, available at http://www.rproject.org/. We will use examples both from Monte Carlo Statistical Methods, Second Edition, by Robert and Casella (SpringerVerlag 2004) and other real life sources. There is no required text for the course. Copies of all course slides and example output discussed will be provided. Main topics covered are:


Who should Come? Some necessary background can be gained from the
text Statistical Inference by Casella and Berger (Duxbury
2001), and much of the course related material will be based on the
text Monte Carlo Statistical Methods . 



Course Registration To register for the short course please go to: registration form. Registration form must be printed and mailed along with your payment in the form of a check only. Enrollment is restricted to the first 30 registrants. The course registration is $500 on or before April 10, 2008, and $575 after April 10, 2008. 

Date and Location The workshop will be held April 2425, 2008 in Little Hall, Room 113 on the main campus. The workshop will begin Thursday, April 24th at 9:00 AM and
end at 4:30 PM. 

Additional Information If you have additional questions about course content, please contact George Casella (casella@stat.ufl.edu). For questions about course logistics, please contact Carol Rozear (carol@stat.ufl.edu) or Robyn Crawford (robyn@stat.ufl.edu). 