{ "cells": [ { "cell_type": "markdown", "metadata": { "slideshow": { "slide_type": "slide" } }, "source": [ "# BIOSTAT M280: Statistical Computing\n", "\n", "* Tue/Thu 1pm-2:20pm @ CHS 33-105A \n", "* Instructor: Dr. Hua Zhou, \n", "* Multi-listed as BIOSTAT M280, BIOMATH M280, and STAT M230 \n", "* For biostat studuents, this course satisfies the requirement of BIOSTAT 257 in the new curriculum. Ask Ms Roxy Naranjo for the paperwork." ] }, { "cell_type": "markdown", "metadata": { "slideshow": { "slide_type": "slide" } }, "source": [ "# What is statistics?\n", "\n", "* Statistics, the science of *data analysis*, is the applied mathematics in the 21st century. \n", "\n", "* People (scientists, goverment, health professionals, companies) collect data in order to answer certain questions. Statisticians's job is to help them extract knowledge and insights from data. \n", "\n", "* Must-read for (bio)statistics students: \n", " - [_50 years of data sicence_](http://hua-zhou.github.io/teaching/biostatm280-2018spring/readings/Donoho15FiftyYearsDataScience.pdf), by David Donoho.\n", "\n", "* If existing software tools readily solve the problem, all the better. \n", "\n", "* Often statisticians need to implement their own methods, test new algorithms, or tailor classical methods to new types of data (big, streaming). \n", "\n", "* This entails at least two essential skills: **programming** and fundamental knowledge of **algorithms**. " ] }, { "cell_type": "markdown", "metadata": { "slideshow": { "slide_type": "slide" } }, "source": [ "# What is this course about?\n", "\n", "* **Not** a course on statistical packages. It does not answer questions such as _How to fit a linear mixed model in R, Julia, SAS, SPSS, or Stata?_\n", "\n", "* **Not** a pure programming course, although programming is important and we do homework in Julia. \n", "The new BIOSTAT 203A (Data Management) in fall quarter focuses on programming in R and SAS.\n", "\n", "* **Not** a course on data science. The new course [BIOSTAT 203B (Introduction to Data Science)](http://hua-zhou.github.io/teaching/biostatm280-2019winter/schedule.html) in winter quarter focuses on some software tools for data scientists.\n", "\n", "* This course focuses on **algorithms**, mostly those in **numerical linear algebra** and **numerical optimization**. \n", "\n", "* To quote [James Gentle](https://books.google.com/books?id=Pbz3D7Tg5eoC&pg=PR9&lpg=PR9&dq=The+form+of+a+mathematical+expression+and+the+way+the+expression+should+be+evaluated+in+actual+practice+may+be+quite+different.&source=bl&ots=MYABVAwDtC&sig=MGuPY_171sZFZLMCuewlOjV-Cl4&hl=en&sa=X&ved=0ahUKEwjkv_u34v7SAhUJrlQKHfT6DjAQ6AEIITAB#v=onepage&q=The%20form%20of%20a%20mathematical%20expression%20and%20the%20way%20the%20expression%20should%20be%20evaluated%20in%20actual%20practice%20may%20be%20quite%20different.&f=false)\n", "> The form of a mathematical expression and the way the expression should be evaluated in actual practice may be quite different.\n", "\n", "* For a common numerical task in statistics, say solving the least squares problem \n", "$$\n", " \\widehat \\beta = ({\\bf X}^T {\\bf X})^{-1} {\\bf X}^T {\\bf y},\n", "$$\n", "we need to know which methods/algorithms are out there and what are their advantages and disadvantages. You will **fail** this course if you use\n", "```julia\n", "inv(X'X) * X' * y\n", "```\n", "Using `X \\ y` in Julia/Matlab (or `lm(y ~ X)` in R) is correct but not the purpose of this course. We want to understand what computer is doing when calling `X \\ y`." ] }, { "cell_type": "markdown", "metadata": { "slideshow": { "slide_type": "slide" } }, "source": [ "# Course logistics\n", "\n", "* Course webpage: .\n", "\n", "* [Syllabus](http://hua-zhou.github.io/teaching/biostatm280-2019spring/syllabus.html).\n", "\n", "* Check the [Schedule](http://hua-zhou.github.io/teaching/biostatm280-2019spring/schedule.html) and [Announcements](http://hua-zhou.github.io/teaching/biostatm280-2019spring/announcement.html) pages frequently. \n", "\n", "* Jupyter notebooks will be posted before each lecture." ] } ], "metadata": { "celltoolbar": "Slideshow", "kernelspec": { "display_name": "Julia 1.1.0", "language": "julia", "name": "julia-1.1" }, "language_info": { "file_extension": ".jl", "mimetype": "application/julia", "name": "julia", "version": "1.1.0" }, "livereveal": { "scroll": true, "start_slideshow_at": "selected" }, "toc": { "colors": { "hover_highlight": "#DAA520", "running_highlight": "#FF0000", "selected_highlight": "#FFD700" }, "moveMenuLeft": true, "nav_menu": { "height": "213px", "width": "252px" }, "navigate_menu": true, "number_sections": true, "sideBar": true, "skip_h1_title": true, "threshold": 4, "toc_cell": false, "toc_section_display": "block", "toc_window_display": true, "widenNotebook": false } }, "nbformat": 4, "nbformat_minor": 2 }