CDT Module 1: Statistical Computing
Michaelmas Term 2018
We will be using the statistical software package R, which you can get here. Please install it on your own computer and practice using it as early as possible.
We will also use RStudio, which you can obtain here.
The module assumes familiarity with the basic R material found in Oxford's MSc course; some notes can be found here.
Notes
R Questions Review Sheet (Solutions)
Slides
Numerical Issues and Computing
Slides on Bayesian Computing, and Adaptive MCMC
Notes on R
Notes on Setting Up an R package with git
Vignettes
Here's an example vignette file and a BibTeX file. It generates a vignette which looks something like this.
Adding Vignettes to Your Package
Resources
Hadley Wickham's books on Advanced R and R packages are highly recommended reading.
The R Inferno takes a detailed look at some of R's quirks.
Michaelmas 2014
Talk Slides
Adaptive MCMC Slides (Krys Latuszynski)
Lauritzen and Spiegelhalter (1998) (Robin Evans)
Intractable Likelihoods MCMC (Matti Vihola)
Lasso (Francois Caron)
Scaling in MCMC (Gareth Roberts)
Statistical Challenges in fMRI (Thomas Nichols)