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Biostatistics 615/815 Fall 2011 (view source)

Revision as of 17:35, 31 August 2012

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moved Biostatistics 615/815: Main Page to Biostatistics 615/815 Fall 2011: Class is over
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== Objective ==
 
== Objective ==
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In this winter, Biostatistics 615/815 aims for providing students with a practical understanding of computational aspects in implementing statistical methods. Although C++ language will be used throughout the course, using Java programming language for homework and project will be acceptable.
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In Fall 2011, Biostatistics 615/815 aims for providing students with a practical understanding of computational aspects in implementing statistical methods. Although C++ language will be used throughout the course, using Java programming language for homework and project will be acceptable.
    
== Target Audience ==
 
== Target Audience ==
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== Textbook ==
 
== Textbook ==
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* Required Textbook : Cormen, Leiserson, Rivest, and Stein, "Introduction to Algorithms", Third Edition, The MIT Press, 2009 [http://mitpress.mit.edu/algorithms/ [Official Book Web Site]]
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* Recommended Textbook : Cormen, Leiserson, Rivest, and Stein, "Introduction to Algorithms", Third Edition, The MIT Press, 2009 [http://mitpress.mit.edu/algorithms/ [Official Book Web Site]]
 
* Optional Textbook : Press, Teukolsky, Vetterling, Flannery, "Numerical Recipes", 3rd Edition, Cambridge University Press, 2007 [http://www.nr.com/ [Official Book Web Site]]
 
* Optional Textbook : Press, Teukolsky, Vetterling, Flannery, "Numerical Recipes", 3rd Edition, Cambridge University Press, 2007 [http://www.nr.com/ [Official Book Web Site]]
    
== Class Schedule ==
 
== Class Schedule ==
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Classes are scheduled for Tuesday and Thursdays, 8:30 - 10:00 am at SPH II M4318
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Classes are scheduled for Tuesday and Thursdays, 8:30 - 10:00 am at SPH II M4332
    
== Topics ==
 
== Topics ==
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The following contents are planned to be covered.  
 
The following contents are planned to be covered.  
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=== Part I : Algorithms 101 ===
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=== Part I : C++ Basics and Introductory Algorithms ===
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* Understanding of Computational Time Complexity
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* Computational Time Complexity
 
* Sorting
 
* Sorting
 
* Divide and Conquer Algorithms
 
* Divide and Conquer Algorithms
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* Key Data Structure
 
* Key Data Structure
 
* Dynamic Programming
 
* Dynamic Programming
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* Hidden Markov Models
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=== Part II : Matrix Operations and Numerical Optimizations ===
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=== Part II : Numerical Methods and Randomized Algorithms ===
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* Matrix decomposition (LU, QR, SVD)
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* Random Numbers
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* Implementation of Linear Models
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* Matrix Operations and Least Square Methods
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* Numerical Optimizations
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* Importance Sampling
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=== Part III : Advanced Statistical Methods ===
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* Hidden Markov Models
   
* Expectation Maximization
 
* Expectation Maximization
 
* Markov-Chain Monte Carlo Methods
 
* Markov-Chain Monte Carlo Methods
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* Simulated Annealing
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* Gibbs Sampling
    
== Class Notes ==
 
== Class Notes ==
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* Lecture 1 : Statistical Computing -- [[Media:Biostat615-lecture1-handout.pdf | (Handout mode - PDF)]] [[Media:Biostat615-lecture1-presentation.pdf | (Presentation mode - PDF)]]
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* Lecture 1 : Introduction to Statistical Computing -- [[Media:Biostat615-Fall2011-lecture01-handout.pdf | (Handout PDF)]] [[Media:Biostat615-Fall2011-lecture01-presentation.pdf | (Presentation PDF)]]
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* Lecture 2 : C++ Basics and Precisions -- [[Media:Biostat615-lecture2-handout-nup.pdf | (Handout mode - PDF)]] [[Media:Biostat615-lecture2-presentation.pdf | (Presentation mode - PDF)]]
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* Lecture 2 : Introduction to C++ Programming -- [[Media:Biostat615-Fall2011-lecture02-handout.pdf | (Handout PDF)]] [[Media:Biostat615-Fall2011-lecture02-presentation.pdf | (Presentation PDF)]]
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* Lecture 3 : Implementing Fisher's Exact Test -- [[Media:Biostat615-lecture3-nup.pdf | (Handout mode - PDF)]] [[Media:Biostat615-lecture3.pdf | (Presentation mode - PDF)]]
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* Lecture 3 : C++ Basics and Fisher's Exact Test -- [[Media:Biostat615-Fall2011-lecture03-handout.pdf | (Handout PDF)]] [[Media:Biostat615-Fall2011-lecture03-presentation.pdf | (Presentation PDF)]]
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* Lecture 4 : Standard Template Libraries + Divide and Conquer Algorithms-- [[Media:Biostat615-Fall2011-lecture04-handout.pdf | (Handout PDF)]] [[Media:Biostat615-Fall2011-lecture04-presentation.pdf | (Presentation PDF)]]
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* Lecture 5 : Sorting Algorithms -- [[Media:Biostat615-Fall2011-lecture05-handout.pdf | (Handout PDF)]] [[Media:Biostat615-Fall2011-lecture05-presentation.pdf | (Presentation PDF)]]
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* Lecture 6 : Sorting Algorithms & Arrays -- [[Media:Biostat615-Fall2011-lecture06-handout.pdf | (Handout PDF)]] [[Media:Biostat615-Fall2011-lecture06-presentation.pdf | (Presentation PDF)]]
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* Lecture 7 : List and Binary Search Trees -- [[Media:Biostat615-Fall2011-lecture07-handout.pdf | (Handout PDF)]] [[Media:Biostat615-Fall2011-lecture07-presentation.pdf | (Presentation PDF)]]
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* Lecture 8 : Hash Tables -- [[Media:Biostat615-Fall2011-lecture08-handout.pdf | (Handout PDF)]] [[Media:Biostat615-Fall2011-lecture08-presentation.pdf | (Presentation PDF)]]
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* Lecture 9 : Dynamic Programming -- [[Media:Biostat615-Fall2011-lecture09-handout.pdf | (Handout PDF)]] [[Media:Biostat615-Fall2011-lecture09-presentation.pdf | (Presentation PDF)]]
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* Review : Dynamic Programming & Midterm Review -- [[Media:Biostat615-Fall2011-midterm-2011-winter-.pdf | (PDF)]]
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* Lecture 10 : Hidden Markov Model-- [[Media:Biostat615-Fall2011-lecture10-handout.pdf | (PDF)]]  '''(UPDATED on Oct 29th at 12:51PM)'''
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* Lecture 11 : Hidden Markov Model (cont'd) -- [[Media:Biostat615-lecture11-2011-10-20.pdf | (PDF)]] '''(UPDATED on Oct 28th at 1:42PM)'''
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* Lecture 12 : Boost Library & Random Numbers -- [[Media:Biostat615-lecture12-2011-10-25.pdf | (PDF)]]
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* Lecture 13 : Single dimensional optimization -- [[Media:Biostat615-lecture13-2011-10-27.pdf | (PDF)]]
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* Lecture 14 : Single and multi dimensional optimizations -- [[Media:Biostat615-fall2011-lecture14.pdf | (PDF)]] (Updated on Nov 3rd 1:25AM)
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* Lecture 15 : Multi dimensional optimizations -- [[Media:Biostat615-fall2011-lecture15.pdf | (PDF)]] (Updated Nov 8 10:35AM)
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* Lecture 16 : E-M algorithm -- [[Media:Biostat615-fall2011-lecture16.pdf | (PDF)]] (Updated Nov 8 10:35AM)
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* Lecture 17 : Simulated Annealing -- [[Media:Biostat615-fall2011-lecture17.pdf | (PDF)]]
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* Lecture 18 : Gibbs Sampling -- [[Media:Biostat615-fall2011-lecture18.pdf | (PDF)]] (Updated Nov 16 10:00PM)
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* Lecture 19 : Importace Sampling -- [[Media:Biostat615-fall2011-lecture19.pdf | (PDF)]]
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* Lecture 20 : Advanced Hidden Markov Models -- [[Media:Biostat615-fall2011-lecture20.pdf | (PDF)]]
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* Lecture 21 : Linear Algebra in C++ -- [[Media:Biostat615-fall2011-lecture21.pdf | (PDF)]]
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* Lecture 22 : More Linear Algebra in C++ -- [[Media:Biostat615-fall2011-lecture22.pdf | (PDF)]]
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* Lecture 23 : Interfacing between C++ and R -- [[Media:Biostat615-fall2011-lecture23.pdf | (PDF)]]
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* Review : Final Review -- [[Media:Biostat615-winter2011-final.pdf | (PDF)]] [[Media:Biostat615-homework-review.pdf | (Homework)]]
    
== Problem Sets ==
 
== Problem Sets ==
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* Problem Set 1 : Due on January 20th, 2011 -- [[Media:Biostat615-homework1.pdf | (Problem Set 1 - PDF)]]
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* Problem Set 0 - Running screenshots of helloWorld.cpp and towerOfHanoi.cpp - Due before the submission of Problem Set 1
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* Problem Set 1 -- Due on Tuesday September 27th, 2011 [[Media:Biostat615-Fall2011-homework01.pdf | (PDF)]] [[Media:Biostat615-Fall2011-homework01-solutions.pdf | (PDF-SOLUTIONS)]]
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* Problem Set 2 -- Due on Thursday October 6th, 2011 [[Media:Biostat615-Fall2011-homework02.pdf | (PDF)]] [[Media:Biostat615-Fall2011-homework02-solutions.pdf | (PDF-SOLUTIONS)]]
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** (Update Oct 2, 2011 : Note that the problem 1 and 3 are slightly updated for clarification)
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** (If you can't decompress the files above properly, use this alternative link by [http://dl.dropbox.com/u/1850834/biostat615-homework02-datasets.tar.gz CLICKING HERE] )
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* Problem Set 3 -- Due on Tuesday November 1st, 2011 [[Media:Biostat615-homework03.pdf | (PDF)]] (UPDATED on Oct 25th at 11:10AM)
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* Problem Set 4 -- Due on Tuesday November 15th, 2011 [[Media:Biostat615-homework04.pdf | (PDF)]]
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* Problem Set 5 -- Due on Tuesday November 29th, 2011 [[Media:Biostat615-fall2011-homework05.pdf | (PDF)]]
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* Problem Set 6 -- Due on Tuesday December 13th, 2011 [[Media:Biostat615-fall2011-homework06.pdf | (PDF)]]
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** [http://www.sph.umich.edu/csg/abecasis/class/2006/ModelFittingData.txt DOWNLOAD DATA FOR PROBLEM 1]
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** [http://dl.dropbox.com/u/1850834/zip_01.zip DOWNLOAD DATA FOR PROBLEM 3]
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=== Supplementary Data sets for Problem Sets ===
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* Problem Set 2
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** [[Media:Shuf-1M.txt.gz| (Example data - shuf-1M.txt.gz)]] 1,000,000 randomly shuffled data (gzipped)
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** [[Media:Rand-1M-3digits.txt.gz| (Example data - Rand-1M-3digits.txt.gz)]] 1,000,000 random data from 1 to 1,000]] (gzipped)
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** [[Media:Rand-50k.txt.gz | (Example data - Rand-50k.txt.gz)]] 50,000 random data from 1 to 1,000,000)]] (gzippd)
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* Problem Set 3
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** Example output data for problem 3-1 (input is the second column) '''(NOTE : ADDED on Oct 25 11:45PM)''' -- This is also reflected in lecture 11 class note.
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TIME TOSS P(FAIR) P(BIAS) MLSTATE
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1 H 0.5950 0.4050 FAIR
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2 T 0.8118 0.1882 FAIR
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3 H 0.8071 0.1929 FAIR
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4 T 0.8584 0.1416 FAIR
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5 H 0.7613 0.2387 FAIR
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6 H 0.7276 0.2724 FAIR
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7 T 0.7495 0.2505 FAIR
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8 H 0.5413 0.4587 BIASED
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9 H 0.4187 0.5813 BIASED
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10 H 0.3533 0.6467 BIASED
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11 H 0.3301 0.6699 BIASED
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12 H 0.3436 0.6564 BIASED
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13 H 0.3971 0.6029 BIASED
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14 T 0.5028 0.4972 BIASED
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15 H 0.3725 0.6275 BIASED
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16 H 0.2985 0.7015 BIASED
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17 H 0.2635 0.7365 BIASED
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18 H 0.2596 0.7404 BIASED
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19 H 0.2858 0.7142 BIASED
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20 H 0.3482 0.6518 BIASED
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** Example output data for problem 3-2 (input is the second column) '''(NOTE : UPDATED on Oct 25 11:23PM)'''
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TIME TOSS Pr(F) Pr(HB) Pr(TB) MLSTATE
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1 T 0.8844 0.0326 0.0830 FAIR
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2 H 0.9012 0.0791 0.0198 FAIR
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3 H 0.9075 0.0735 0.0189 FAIR
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4 T 0.9091 0.0145 0.0764 FAIR
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5 T 0.9068 0.0114 0.0818 FAIR
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6 H 0.9058 0.0440 0.0502 FAIR
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7 T 0.8834 0.0275 0.0891 FAIR
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8 H 0.8520 0.0698 0.0783 FAIR
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9 T 0.7713 0.0347 0.1940 FAIR
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10 T 0.6927 0.0823 0.2249 FAIR
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11 H 0.4730 0.4984 0.0286 HEAD-BIASED
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12 H 0.3227 0.6706 0.0066 HEAD-BIASED
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13 H 0.2236 0.7726 0.0037 HEAD-BIASED
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14 H 0.1589 0.8381 0.0031 HEAD-BIASED
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15 H 0.1169 0.8803 0.0028 HEAD-BIASED
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16 H 0.0902 0.9072 0.0026 HEAD-BIASED
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17 H 0.0740 0.9235 0.0025 HEAD-BIASED
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18 H 0.0654 0.9321 0.0025 HEAD-BIASED
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19 H 0.0630 0.9346 0.0025 HEAD-BIASED
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20 H 0.0661 0.9314 0.0025 HEAD-BIASED
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21 H 0.0755 0.9219 0.0026 HEAD-BIASED
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22 H 0.0926 0.9038 0.0036 HEAD-BIASED
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23 H 0.1204 0.8684 0.0113 HEAD-BIASED
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24 H 0.1603 0.7586 0.0811 HEAD-BIASED
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25 T 0.1904 0.0858 0.7238 TAIL-BASED
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26 T 0.1819 0.0118 0.8063 TAIL-BASED
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27 T 0.1797 0.0036 0.8167 TAIL-BASED
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28 T 0.1894 0.0028 0.8077 TAIL-BASED
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29 T 0.2136 0.0038 0.7826 TAIL-BASED
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30 T 0.2561 0.0123 0.7317 TAIL-BASED
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** Example input/output data for problem 3-3 (Applying 2-state HMM in Problem 3-1): Download using [http://dl.dropbox.com/u/1850834/biostat615-homework3-3-20k-examples.zip THIS LINK]
    
== Office Hours ==
 
== Office Hours ==
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* TBD : Please fill out the doodle poll at http://doodle.com/7z2mqvft8cdhh4bn
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* Friday 9:00AM-10:30PM
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== Information on Biostatistics Cluster ==
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* You may want to request an account to the biostatistics cluster. Refer to https://webservices.itcs.umich.edu/mediawiki/Biostatistics/index.php/Cluster for further information.
      
== Standards of Academic Conduct ==
 
== Standards of Academic Conduct ==
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== Course History ==
 
== Course History ==
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* Winter 2011 Course Web Site [[Biostatistics_615/815_Winter_2011]]
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Goncalo Abecasis taught it in several academic years previously. For previous course notes, see [[http://www.sph.umich.edu/csg/abecasis/class Goncalo's older class notes]].
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* Goncalo Abecasis taught it in several academic years previously. For previous course notes, see [[http://www.sph.umich.edu/csg/abecasis/class Goncalo's older class notes]].
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