UMR CNRS 7253

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en:cs [2019/06/18 03:47] tdenoeuxen:cs [2024/03/26 12:05] (current) tdenoeux
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 **Instructor:** Thierry Denoeux **Instructor:** Thierry Denoeux
  
-Description: This workshop will present the main modern and classical methods of statistical computing, with examples from econometrics. The course will be composed of six chapters structured in two main parts introducing the foundations of statistical computing. Computer projects will be proposed using the R statistical software. +Description: This course will present the main modern and classical methods of statistical computing, with examples from econometrics. The course will be composed of six chapters structured in two main parts introducing the foundations of statistical computing. Computer projects will be proposed using the R statistical software. 
  
 **Program** **Program**
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-**Recommended reading**: [[http://www.stat.colostate.edu/computationalstatistics/|Computational Statistics]] book by Givens and Hoeting+**Recommended reading**: [[http://www.stat.colostate.edu/computationalstatistics/|Computational Statistics]] book by Givens and Hoeting.
  
 **Slides** **Slides**
-  - {{ :en:cs_chapter1_2019.pdf |Continuous optimization}} +  - {{ :en:cs_chapter1_2024.pdf |Continuous optimization}} 
-  - {{ :en:cs_chapter2_2019.pdf |Combinatorial optimization}} +  - {{ :en:cs_chapter2_2024.pdf |Combinatorial optimization}} 
-  - {{ :en:cs_chapter3_2019.pdf |EM algorithm}} +  - {{ :en:cs_chapter3_2024.pdf |EM agorithm}} 
-  - {{ :en:cs_chapter4_2019.pdf |Classical simulation}} +  - {{ :en:cs_chapter4_2024.pdf |Classical simulation of probability distributions}} 
-  - {{ :en:cs_chapter5_2019.pdf |Markov-Chain Monte Carlo methods}} +  - {{ :en:cs_chapter5_2024.pdf |Markov Chain Monte Carlo methods}} 
-  - {{ :en:cs_chapter6_2019.pdf |Bootstrapping}} +  - {{ :en:cs_chapter6_2024.pdf |Bootstrapping}} 
-  + 
- +
 **Resources** **Resources**
   * [[http://www.R-project.org/|R home page]]   * [[http://www.R-project.org/|R home page]]
   * {{:en:nsppart.pdf|The art of R programming}}   * {{:en:nsppart.pdf|The art of R programming}}
   * {{:en:kleibzeil_-_aer.pdf|Applied Econometrics with R}}   * {{:en:kleibzeil_-_aer.pdf|Applied Econometrics with R}}
 +  * {{ :en:rmarkdown-cheatsheet.pdf |R Markdown cheat sheet}}
  
 **Exercises** **Exercises**
  
-  - {{:en:continuous_optimization.pdf|Continuous optimization}}  +  - {{:en:exercices_chapter1.pdf |Continuous optimization}} 
-    {{ :en:continuous_optimization_ex1_2.r.zip |Solution of exercises 1 and 2}} +    {{ :en:solutions_chapter1.pdf Solutions}} 
-    * {{ :en:continuous_optimization_ex3_4.r.zip |Solution of exercises 3 and 4}} +  - {{ :en:exercises_chapter2.pdf |Combinatorial optimization}} 
-  - {{ :en:combinatorial_optimization_project.pdf |Combinatorial optimization}} +    {{ :en:solutions_chapter2.pdf |Solutions}}
-    {{ :en:chapter2_exercises.r.zip |Solution}}+
   - {{ :en:exercises_chapter3.pdf |EM algorithm}}   - {{ :en:exercises_chapter3.pdf |EM algorithm}}
-    * {{ :en:chapter3_exercices1_2.r.zip |Solution of exercises 1 and 2}} +    - {{ :en:solutions_chapter3.pdf |Solutions}}
-  - {{ :en:latent_class_regression.pdf |Latent class regression}} +
-    * {{ :en:program_efficiency.r.zip |Solution}}+
   - {{ :en:exercises_chapter4.pdf |Classical simulation}}   - {{ :en:exercises_chapter4.pdf |Classical simulation}}
-    {{ :en:chapter4_exercise1.r.zip |Solution of exercise 1}} +    {{ :en:solutions_chapter4.pdf |Solutions}} 
-  - {{ :en:exercises_chapter5.pdf |MCMC methods}} +  - {{ :en:exercises_chapter5.pdf |Markov Chain Monte Carlo}} 
-    {{ :en:chapter5_exercises1_2.r.zip |Solution of exercises 1 and 2}} +    {{ :en:solutions_chapter5.pdf |Solutions}} 
-  - {{ :en:exercises_chapter6.pdf |Bootstrapping}} +  - {{ :en:exercises_chapter6.pdf |Bootstapping}} 
-    {{ :en:chapter6_exercises.r.zip |Solutions}} +    {{ :en:solutions_chapter6.pdf |Solutions}} 
-  +  {{ :en:problem_probit_labor.pdf |Final problem}} 
- +    - {{ :en:solutions_probit_labor.pdf |Solution}}
-**Exam** +
- +
-  {{ :en:exam_2019.pdf |Final exam 2019}}+
  
 **Data** **Data**
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   - {{:en:investment.txt|Investment}}   - {{:en:investment.txt|Investment}}
   - {{:en:wages.txt|Wages-productivity}}   - {{:en:wages.txt|Wages-productivity}}
 +  - {{ :en:construction.txt.zip |Residential building}} (see description [[https://archive.ics.uci.edu/ml/datasets/Residential+Building+Data+Set#|here]])
 +  - {{ :en:communities_and_crime.zip |Communities and crime}}

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