MATH 439 - Integrated Numerical and Statistical Computations

Institution:

Case Western Reserve University

Subject:

Description:

This course will embed numerical methods into a Bayesian framework. The statistical framework will make it possible to integrate a prori information about the unknowns and the error in the data directly into the most efficient numerical methods. A lot of emphasis will be put on understanding the role of the priors, their encoding into fast numerical solvers, and how to translate qualitative or sample-based information--or lack thereof--into a numerical scheme. Confidence on computed results will also be discussed from a Bayesian perspective, at the light of the given data and a priori information. The course should be of interest to anyone working on signal and image processing statistics, numerical analysis and modeling. Recommended Preparation: MATH 431. Offered as MATH 439 and STAT 439.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.case.edu

Phone Number:

(216) 368-2000

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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