Biostat 257
Course Schedule
BIOSTAT 257 tentative schedule and handouts (expect frequent updates)
Zoom link: https://ucla.zoom.us/j/97491444804, for call in dial +1-213-338-8477 and enter meeting ID 974 9144 4804.
Readings:
- 50 years of data sicence by David Donoho (2015)
- Julia: a fresh approach to numerical computing by Bezanson, Edelman, Karpinski, and Shah (2017)
- What every computer scientist should know about floating-point arithmetic by David Goldberg
- Top 10 algorithms in the 20th century
Metropolis, Simplex, Krylov, Matrix decomposition, Fortran, QR algorithm, Quicksort, FFT, Integer relation, FMM
| Week | Tuesday | Thursday | Homework |
|---|---|---|---|
| 1 | 3/30 course introduction and logistics [slides: html] | 4/1 computer languages [slides: Binder, html], Julia intro. [slides: Binder, html] | HW1 [ipynb, html] |
| 2 | 4/6 plotting in Julia [slides: Binder, html], Jupyter Notebook [slides: Binder, html] | 4/8 computer arithmetic [slides: Binder, html], algo. intro. [slides: Binder, html] | |
| 3 | 4/13 BLAS [slides: Binder, html], NLA on GPU [slides: Binder, html] | 4/15 triangular systems [slides: Binder, html], GE/LU [slides: Binder, html] | HW2 [ipynb, html] |
| 4 | 4/20 Cholesky [slides: Binder, html], QR (GS, Householder, Givens) [slides: Binder, html] | 4/22 Sweep operator [slides: Binder, html], summary of linear regression [slides: Binder, html] | |
| 5 | 4/27 condition number [slides: Binder, html], iterative methods intro [slides: Binder, html] | 4/29 conjugate gradient [slides: Binder, html] | HW3 [ipynb, html] |
| 6 | 5/4 easy linear system [slides: Binder, html], eigen-decomposition and SVD [slides: Binder, html] | 5/6 optimization intro. [slides: Binder, html] | |
| 7 | 5/11 optimization in Julia [slides: Binder, html] | 5/13 Newton-Raphson, Fisher scoring, GLM, nonlinear regression (Gauss-Newton) [slides: Binder, html], quasi-Newton [slides: Binder, html] | HW4 [ipynb, html] |
| 8 | 5/18 KKT [slides: Binder, html], constrained optimization [slides: Binder, html] | 5/20 EM algorithm [slides: Binder, html] | |
| 9 | 5/25 MM algorithm [slides: Binder, html] | 5/27 LP, QP | HW5 [ipynb, html] |
| 10 | 6/1 SOCP, SDP, GP | 6/3 concluding remarks [slides: Binder, html] |