Stochastic Methods for Algorithms
CAS MA 586
Undergraduate Prerequisites: First-Year Writing Seminar (e.g., WR 120); and (CASCS 111 or CDSDS 110, or ENGEK 125) and (CASMA 225 or CASCS 235 or CDSDS 122) and (CASMA 242 or CASMA 442 or CASCS 132 or CDSDS 121 or ENGEK 103) and (CASMA 581 or CASCS 237 or ENGEK 381 or ENGEK 500) or consent of instructor. - Application of stochastic process theory to design and analyze algorithms used in statistics and machine learning, especially Markov chain Monte Carlo and stochastic optimization methods. Emphasizes connecting theoretical results to practice through combination of proofs, numerical experiments, and expository writing. Effective Fall 2023, this course fulfills a single unit in each of the following BU Hub areas: Writing-Intensive Course, Creativity/Innovation.

