Advanced Statistical Computing英文学习材料

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1、BIO248cdAdvancedStatisticalComputingCourseNotesbyRobertGrayCopyright(C)2001RGrayContents1ComputerArithmetic61.1Integers...........................................61.2FloatingPoint.......................................71.3MachineConstants.....................................81.4AccuracyofArit

2、hmeticOperations............................111.5ComputingSums......................................141.6ComputingSampleVariances...............................151.7ErrorAnalysisforVarianceAlgorithms.........................191.8References..........................................202Numerical

3、LinearAlgebra222.1MatrixMultiplication...................................222.2SystemsofLinearEquations................................242.2.1TriangularSystems.................................252.2.2GaussianEliminationandtheLUDecomposition................262.2.3TheCholeskiDecomposition........

4、...................332.3MatrixNorms,ConditionNumbers,andErrorAnalysis................372.4RotationsandOrthogonalMatrices............................432.5LinearLeastSquares....................................452.6QRDecomposition.....................................462.6.1ConstantTerms.........

5、.........................482.6.2Variances,SumsofSquares,andLeverageValues................482.6.3UpdatingModels..................................522.6.4AccuracyofLeastSquaresEstimators......................532.6.5ComputationalE±ciencyofQR.........................542.7Singular-ValueDecompositio

6、n...............................542.7.1ComputingSVDs..................................562.7.2SolvingLinearSystems..............................562.7.3SVDandLeastSquares..............................602.7.4Sometimingcomparisons.............................622.8SomeIterativeMethods.............

7、.....................632.9NonparametricSmoothingSplines............................642.9.1Splines........................................652.9.2SolutiontothePenalizedLeastSquaresProblem................682.9.3CrossValidationandSmoothingParamet