Supplementary Material

Supplementary Material #

On this page, I will post additional resources and supplementary material for the course.

Resources for R #

In this course, we will use R as the main computational tool. Below are some resources:

Other useful textbooks #

Here is a list of other textbooks that provide further (or complementary) details:

  • Robert and Casella (2004). Monte Carlo Statistical Methods.
    • This book covers advanced topics related to Monte Carlo methods, with a view towards Bayesian computational methods.
  • Efron and Tibshirani (1994). An Introduction to the Bootstrap.
    • This book covers many topics on jackknife and bootstrap and is a good introduction to this vast literature.
  • Lange (2010). Numerical Analysis for Statisticians.
    • This book covers a wide range of topics, but in particular it discusses optimisation theory and numerical methods, and it is directly aimed at statisticians.
  • Lange (2013). Optimization.
    • This book overlaps with the previous one, but it does into more depth on optimisation.