Acadia/SFU/UBC Dynamic Computer Experiments, 2014/15 Term 1


    2014.11.18: Will's office hour on THURS, NOV 20 is cancelled. Office hours will be held as usual on Tuesdays at 2:00 pm and Thursdays at 3:00 pm from Nov 25 through Dec 11.

    2014.11.18: Assignment 3 posted (due Dec 2)

    2014.11.15: Software links cleaned up

    2014.10.24: Topics for student presentations/projects updated (see Assignments)

    2014.10.21: Slides for today's class posted

    2014.10.11: Reading list updated

    2014.09.28: Properties of the normal and multivariate normal distributions posted under Course Materials

    2014.09.25: Slides for today's class posted; schedule updated

    2014.08.28: An interim course outline is available under Course Materials.

Course Organization

    Three courses are being held jointly by video link: Math 4013A1 / Math 5843A1 at Acadia University, STAT 890-4 at SFU, and STAT 547L at UBC. The course will be co-taught by Professor Derek Bingham at SFU and Professor Will Welch at UBC, with some classes led by Professors Hugh Chipman and Pritam Ranjan at Acadia. So this is a great opportunity for students at the three universities to interact. Each instructor is responsible for grading students registered at their own institution.

    The course is also a graduate-student training component of the Statistical Modeling of the World grant held by Acadia University, SFU, and UBC, funded by CANSSI (Canadian Statistical Sciences Institute). The grant focusses on the use of computer (numerical) models and physical data for applications in earth, ocean, and atmospheric sciences. Such processes are dynamic, i.e., they evolve over space and time. The course will include many other application areas too.

Course Materials


    Annotated reading list (revised Oct 11)

    The following textbooks are available online at the UBC library:
    - Rasmussen and Williams, "Gaussian Processes for Machine Learning"
    - Santner, Williams, and Notz, "The Design and Analysis of Computer Experiments"
    (see References - General Methodology below for the full citations)



    Ocean (for Assignment 3)
    x.txt (x design data)
    y.mtx (y data)


Useful Links

Last modified by Will Welch on 2014.11.18