200A. Applied Probability. (4)
Lecture, three hours. Requisite: course 100A or Mathematics 170A. Limited to graduate statistics students. Simulation, renewal theory, martingale, and selected topics from queuing, reliability, speech recognition, computational biology, mathematical finance, epidemiology. S/U or letter grading.
200B. Theoretical Statistics. (4)
Lecture, three hours. Sufficiency, exponential families, least squares, maximum likelihood estimation, Bayesian estimation, Fisher information, Cramér/Rao inequality, Stein’s estimate, empirical Bayes, shrinkage and penalty, confidence intervals. Likelihood ratio test, p-value, false discovery, nonparametrics, semi-parametrics, model selection, dimension reduction. S/U or letter grading.
201A. Research Design, Sampling, and Analysis (4)
Lecture, three hours. Designed for graduate students. Basic principles, ANOVA block designs, factorial designs, unequal probability sampling, regression estimation, stratified sampling, and cluster sampling. S/U or letter grading.
201B. Statistical Modeling and Learning (4)
Lecture, three hours; discussion, one hour. Requisites: courses 200A, 201A. Methods of model fitting and parameter estimation, with emphasis on regression and classification techniques, including those from machine learning. Interest in either obtaining suitable conditional expectation function or estimating meaningful parameters of underlying probabilistic model to make inferences or predictions from data. Focus on what is to be done when linear models are not appropriate and may produce misleading estimates. Coverage of classical must know model fitting and parameter estimation techniques such as maximum likelihood fitting of generalized linear models. Exploration of broader regression/classification techniques that have been ubiquitous in machine learning literature, with special attention to regularization and kernelized methods. S/U or letter grading.
202A. Statistics Programming. (4)
Lecture, three hours. Topics include programming environments/languages such as UNIX, UNIX shell, Python, R, and Processing and data technologies/formats such as relational databases/SQL and XML, with emphasis on complex data types, including large collections of textual data, GPS traces, network logs, and various online sources. S/U or letter grading.
202B. Matrix Algebra and Optimization. (4)
Lecture, three hours. Recommended requisite: course 202A. Survey of computational methods that are especially useful for statistical analysis, with implementations in statistical package R. Topics include matrix analysis, multivariate regression, principal component analysis, multivariate analysis, and deterministic optimization methods. S/U or letter grading.
202C. Monte Carlo Methods for Optimization. (4)
Lecture, three hours. Requisite: course 202B. Monte Carlo methods and numerical integration. Importance and rejection sampling. Sequential importance sampling. Markov chain Monte Carlo (MCMC) sampling techniques, with emphasis on Gibbs samplers and Metropolis/Hastings. Simulated annealing. Exact sampling with coupling from past. Permutation testing and bootstrap confidence intervals. S/U or letter grading.
203. Large Sample Theory, Including Resampling. (4)
(Formerly numbered 200C.) Lecture, three hours. Requisite: course 200B. Asymptotic properties of tests and estimates, consistency and efficiency, likelihood ratio tests, chi-squared tests. S/U or letter grading.
C216. Social Statistics. (4)
Lecture, three hours. Preparation: some knowledge of basic calculus and linear algebra. Requisites: courses 100A and 100B, or 101B and 101C, or one course from 10, 11, 12, 13 and one upper division statistics course using regression. Designed for social sciences graduate students and advanced undergraduate students seeking training in data issues and methods employed in social sciences. Concurrently scheduled with course C116. S/U or letter grading.
218. Statistical Analysis of Networks. (4)
Lecture, three hours. Limited to graduate students. Introduction to analysis of social structure, conceived in terms of social relationships. Major concepts of social network theory and mathematical representation of social concepts such as role and position. Use of graphical representations of network information. S/U or letter grading.
M243. Logic, Causation, and Probability. (4)
(Same as Epidemiology M204.) Lecture, four hours. Preparation: two terms of statistics or probability and statistics. Recommended requisite: Epidemiology 200C. Principles of deductive logic and causal logic using counterfactuals. Principles of probability logic and probabilistic induction. Causal probability logic using directed acyclic graphs. S/U or letter grading.
C273. Applied Geostatistics. (4)
Lecture, three hours; discussion, one hour. Geostatistics can be applied to many problems in other disciplines such as hydrology, traffic, air and water pollution, epidemiology, economics, geography, waste management, forestry, oceanography, meteorology, and agriculture and, in general, to every problem where data are observed at geographic locations. Acquisition of knowledge from different areas that can be used to analyze real spatial data problems and to connect geostatistics with geographic information systems (GIS). Concurrently scheduled with course C173. S/U or letter grading.