Wikipedia:Wiki Ed/Columbia University/Computational Statistics (Spring 2016)
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- Course name
- Computational Statistics
- Institution
- Columbia University
- Instructor
- Jose Blanchet
- Wikipedia Expert
- Ian (Wiki Ed)
- Subject
- Computational Statistics
- Course dates
- 2016-01-19 – 2016-05-20
- Approximate number of student editors
- 20
This course covers a range of tools and techniques that are used in modern statistical computations. We will start with simple randomized algorithms, in particular, basic Monte Carlo methods and output analysis. This will be covered in the first part of the course. The second part of the course involves large scale deterministic computational procedures. Finally, we will discuss hybrid methods.
| Student | Assigned | Reviewing |
|---|---|---|
| LiangZhang321 | ||
| Yp2342 | ||
| Robinwinstanley | ||
| Amoretti86 | ||
| HalJCooper | ||
| Lx2170 | ||
| Zm2170 | ||
| David.fei.he | ||
| YTSafire | ||
| Yh2687 | ||
| Sbronder | ||
| Elbr30 | ||
| Mjb2248 | ||
| Weichi Yao | ||
| Hl2902 |
Timeline
Week 1
- Course meetings
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- Monday, 25 January 2016 | Wednesday, 27 January 2016
- Assignment - Simulation by Inversion and Poisson Thinning
Two students selected from class will write (each) lecture notes on the topics in the title of the assignment. I'll provide editorial comments. These notes will be used to used to comment on and (if needed) enrich existing Wikipedia entries.
- Milestones
The students have been given a list of topics that will be covered in the course. During this week, the students should Google the topics that we will cover. These include:
Basic simulation techniques (such as inversion, thinning, and acceptance / rejection); variance reduction techniques; Markov chain Monte Carlo (including Metropolis-Hastings, Gibbs sampler, annealing and tempering); Rates of convergence to stationarity and simulation output analysis; Particle methods (for filtering) - also known as sequential importance sampling; numerical integration methods (introduction to Quasi-Monte Carlo); Optimization (LP and convex); EM algorithm and applications to Maximum Likelihood estimation; numerical optimization (gradient descent, conjugate gradient, and Newton steps); stochastic approximation techniques.
The students should explore what is out there in Wikipedia with regard to these topics.
Week 2
- Course meetings
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- Monday, 1 February 2016 | Wednesday, 3 February 2016
- Assignment - Acceptance Rejection (Rejection Sampling) and Applications
Two students selected from class will write (each) lecture notes on the topics in the title of the assignment. I'll provide editorial comments. These notes will be used to used to comment on and (if needed) enrich existing Wikipedia entries.
- Milestones
Students to continue exploring Wikipedia with regard to topics of the class. At this point they should be forming an idea of what do they want to explore in order to write an entry.
Play with your Sandbox in your Wikipedia page.
Week 3
- Course meetings
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- Monday, 8 February 2016 | Wednesday, 10 February 2016
- Assignment - Variance Reduction Techniques I
- Control Variates & Conditioning
Two students selected from class will write (each) lecture notes on the topics in the title of the assignment. I'll provide editorial comments. These notes will be used to used to comment on and (if needed) enrich existing Wikipedia entries.
- Milestones
Students must pick a topic at this point. They will start collecting relevant references based on the textbooks and additional material given in class (Columbia\Courseworks), and feedback given in office hours.
Week 4
- Course meetings
-
- Monday, 15 February 2016 | Wednesday, 17 February 2016
- Assignment - Importance Sampling and Applications
Two students selected from class will write (each) lecture notes on the topics in the title of the assignment. I'll provide editorial comments. These notes will be used to used to comment on and (if needed) enrich existing Wikipedia entries.
Week 5
- Course meetings
-
- Monday, 22 February 2016 | Wednesday, 24 February 2016
- In class - Start with the structure of your article
- Ask relevant questions
The goal is to have an idea of what's the ideal content (to a first approximation) of the article.
What is the motivation of the method?
Maybe think of a simple example that will guide your understanding of how the method is applied. At this point you may NOT know how the method actually works because this will come later in the course. Ultimately here you'll want to answer: How does the method work?
Why the method works? Again, you might not answer this, but you can start searching for references that you might find "easy" to understand.
Collect references for these basic questions. Ask questions in class!
Week 6
- Course meetings
-
- Monday, 29 February 2016 | Wednesday, 2 March 2016
- Assignment - Bias Reduction (Deletion) Techniques
- Multilevel Monte Carlo
Two students selected from class will write (each) lecture notes on the topics in the title of the assignment. I'll provide editorial comments. These notes will be used to used to comment on and (if needed) enrich existing Wikipedia entries.
- Milestones
You should be able to start writing some of the content of the article. Specially, you must play with the mathematical equations and figures. Use the examples that you identified in the previous weeks. Discuss the examples, again, you might not know the methods at this point, but you can write the motivation, insert references, describe the example mathematically, provide a figure for a plot or something like that.
The first part of this course deals with Monte Carlo, and the second part mostly with Optimization. By this time you'll already have enough elements to actually fully explain "easy" examples. You can do so, not necessarily using the method that you have selected, but to practice editing articles.
Week 7
- Course meetings
-
- Monday, 7 March 2016 | Wednesday, 9 March 2016
- Assignment - Markov chain Monte Carlo 1
- Metropolis Hastings
Two students selected from class will write (each) lecture notes on the topics in the title of the assignment. I'll provide editorial comments. These notes will be used to used to comment on and (if needed) enrich existing Wikipedia entries.
- In class - Editing previous entries, reading, and working on article
This week and the next one are crucial. If you have fallen a bit behind, this is the time to catch up. Continue practicing by editing previous Wikipedia articles that relate to ALL of the topics that have been covered in class. You should be able to help others in class, by checking out their articles and by providing useful feedback.
The next week will be Spring break at Columbia. Read on your own, prepare questions to improve your article, try to do as much as possible now!
Hopefully, at this point you should be able to move your article to "Main Space".
Week 8
- Course meetings
-
- Monday, 21 March 2016 | Wednesday, 23 March 2016
- Assignment - Markov chain Monte Carlo
- Gibbs and Other Methods
Two students selected from class will write (each) lecture notes on the topics in the title of the assignment. I'll provide editorial comments. These notes will be used to used to comment on and (if needed) enrich existing Wikipedia entries.
- In class - Give feedback and provide feedback
By this time, everyone must have an article in Mainspace. So every one should be able to get feedback, provide feedback, and respond to it.
Week 9
- Course meetings
-
- Monday, 28 March 2016 | Wednesday, 30 March 2016
- Assignment - Rates of Convergence to Stationarity and Output Analysis
Two students selected from class will write (each) lecture notes on the topics in the title of the assignment. I'll provide editorial comments. These notes will be used to used to comment on and (if needed) enrich existing Wikipedia entries.
- Milestones
Most people at this time will have the main elements to write their article. So, from this time on you should work on improving it, adding examples, explaining things better, adding figures and diagrams, references, etc.
Week 10
- Course meetings
-
- Monday, 4 April 2016 | Wednesday, 6 April 2016
- Assignment - Sequential Importance Sampling and Particle Methods
Two students selected from class will write (each) lecture notes on the topics in the title of the assignment. I'll provide editorial comments. These notes will be used to used to comment on and (if needed) enrich existing Wikipedia entries.
- Milestones
Everyone should now go and look at each other's articles. Provide feedback and constructive comments. If you have questions, you should bring them up either in class or office hours.
Week 11
- Course meetings
-
- Monday, 11 April 2016 | Wednesday, 13 April 2016
- In class - Optimization
- Linear Programming
Two students selected from class will write (each) lecture notes on the topics in the title of the assignment. I'll provide editorial comments. These notes will be used to used to comment on and (if needed) enrich existing Wikipedia entries.
- Milestones
At this point most of you will be in their final stages of your articles. Some, those who picked topics that are covered in the later parts of the course, might still be working on completing the articles.
Continue providing feedback and improving your articles.
Week 12
- Course meetings
-
- Wednesday, 20 April 2016 | Monday, 18 April 2016
- In class - Convex Optimization, Conjugate Gradients, etc.
Two students selected from class will write (each) lecture notes on the topics in the title of the assignment. I'll provide editorial comments. These notes will be used to used to comment on and (if needed) enrich existing Wikipedia entries.
- In class - Article completion
Virtually everyone at this point should be done, or be close to done with their articles. Implement the latest rounds of feedback.
Week 13
- Course meetings
-
- Monday, 25 April 2016 | Wednesday, 27 April 2016
- Assignment - EM Algorithm and Other methods
Two students selected from class will write (each) lecture notes on the topics in the title of the assignment. I'll provide editorial comments. These notes will be used to used to comment on and (if needed) enrich existing Wikipedia entries.
- In class - Last chance to catch up!
Take this week as a "buffer" to really get things done!
Week 14
- Course meetings
-
- Monday, 2 May 2016 | Wednesday, 4 May 2016
- Assignment - Stochastic Approximations
Two students selected from class will write (each) lecture notes on the topics in the title of the assignment. I'll provide editorial comments. These notes will be used to used to comment on and (if needed) enrich existing Wikipedia entries.