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Course List for 2003-2004

  • Organizational Meeting for all Spring term courses whose times are not listed below: Friday, January 9th, 10:00am, Room 107, 24 Hillhouse Avenue. Those interested in attending one of the courses but unable to be present at this meeting should inform Kathryn Young beforehand and submit their schedules.
  • Courses whose numbers end with a are taught in the FALL; courses whose numbers end with b are taught in the SPRING.

course number instructor level time
Introduction to Statistics  101-106a Hartigan et al intro, no prereqs T,Th 1:00-2:15
Probability and Statistics for Scientists 238a Chang intro M,W,F 2:30-3:20
Probability Theory with Applications 241/541a Leeb intro, with calculus M,W,F 9:30-10:20
Linear Models 312/612a Doss intermediate T,Th 9:00-10:15
Data Analysis 361/661a Hartigan intermediate M, W 2:30-3:45
Stochastic Calculus 603a Chang T, Th 10:30-11:45
Monte Carlo Markov Chains 606a Doss T, Th 2:30-3:45
Statistical Inference 610a Barron intro grad M,W 1:00-2:15
Statistical Case Studies 625a Emerson intermediate grad Wed 9:30-12:00
Portfolio Estimation for Compounding Wealth 678a Barron T, Th 1:00-2:15
Internship in Statistical Research 695a DGS N/A
Introductory Data Analysis 230/530b Emerson intro M,W 1:00-2:15, 2:30-3:45
Theory of Statistics 242/542b Leeb intro, with calculus M,W,F 9:30-10:20
Stochastic Processes 251/551b Pollard intermediate M,W 1:00-2:15
Advanced Probability 330/600b Pollard adv. undergrad/ 
intermediate grad
T,Th 2:30-3:45
Information Theory 364/664b Barron intermediate T,Th 9:00-10:15
Data Mining and Machine Learning 365/665b Leeb M,W 11:30-12:45
Applied Math Senior Seminar AM490b Barron W 3:30 - 5:20
Practical Work 626b Emerson adv. grad W 9:00 - 10:15, F 9:00 - 12:00
Statistical Consulting 627b Emerson W, F 9:00 - 10:15
Statistical Methods in Genetics and Bioinformatics 645b Zhao T, TH 10:30 - 11:45
Multivariate Methods for the Social Sciences 660b Reuning-Scherer T, TH 1:00 - 2:15
Asymptotics 683b Hartigan T, TH 2:30 - 3:45 TBA

Primarily undergraduate courses

Director of Undergraduate Studies, Spring 2004:  Professor Andrew Barron.

STAT 101a-106a, Introduction to Statistics (FALL)
Cross-listing: Statistics 501a-506a
Instructor: Mr. John Hartigan and faculty from other departments.
Time: Tues, Thurs 1:00 pm - 2:15 pm
Place: OML 202
A basic introduction to statistics, including numerical and graphical summaries of data, probability, hypothesis testing, confidence intervals, and regression. Each course focuses on applications to a particular field of study and is taught jointly by two instructors, one specializing in statistics and the other in the relevant area of application. The Tuesday lecture, which introduces general concepts and methods of statistics, is attended by all students in Statistics 101-106 together. The course separates for Thursday lectures (sections), which develop the concepts with examples and applications. Computers are used for data analysis. These courses are alternatives; they do not form a sequence and only one may be taken for credit. They do not count toward the natural sciences requirement. No prerequisites beyond high school algebra.

STAT 101a / E&EB 210aG / MCDB 215a, Introduction to Statistics: Life Sciences.
Instructor:  Mr. Gunter Wagner
Statistical and probabilistic analysis of biological problems presented with a unified foundation in basic statistical theory. Problems are drawn from genetics, ecology, epidemiology, and bioinformatics.

STAT 102a / EP&E 203a / PLSC 425a, Introduction to Statistics: Political Science.
Instructor:  Ms. Rose Razaghian
Statistical analysis of politics and quantitative assessments of public policies. Problems presented with reference to a wide array of examples: public opinion, campaign finance, racially motivated crime, and health policy.

STAT 103a / SOCY 119a, Introduction to Statistics: Social Sciences.
Instructor:  Mr. Jonathan Reuning-Scherer
An introduction to probability and statistics, with emphasis on experimental design and data analysis.  Survey of many of the great experiments in social science.  Topics include obedience to authority, conformity to social pressure, and susceptibility to perceptual distortions.

STAT 104a / PSYC 201a, Introduction to Statistics: Psychology.
Instructor:  Ms. Jonna Kwiatkowski
Statistical and probabilistic analysis of psychological problems presented with a unified foundation in basic statistical theory.  The problems are drawn from studies of sensory processing and perception, development, learning, and psychopathology.

STAT 105a, Introduction to Statistics:  Medicine.
Instructor:  Mr. Marek Chawarski
Statistical methods relied upon in medicine and medical research.  Practice in reading medical literature competently and critically, as well as practical experience performing statistical analysis of medical data.

STAT 106a, Introduction to Statistics: Data Analysis.
Instructor:  Mr. John Hartigan
An introduction to probability and statistics with emphasis on data analysis.

STAT 230b, Introductory Data Analysis (SPRING)
Cross-listing: Statistics 530a, PLSC 530b
Instructor: Mr. John Emerson
Time: Mon, Wed 1:00 - 2:15, 2:30 - 3:45
Place: PR 140 Statlab
Survey of statistical methods: plots, transformations, regression, analysis of variance, clustering, principal components, contingency tables, and time series analysis. Uses SPLUS and Web data sources. After or concurrent with Statistics 101-106.

STAT 238a, Probability and Statistics for Scientists (FALL)
Cross-listing: Statistics 538a
Instructor: Mr. Joseph Chang
Time: Mon, Wed, Fri 2:30-3:20
Place:  ML 211
Fundamental principles and techniques that help scientists think probabilistically, develop statistical models, and analyze data.
Essentials of probability: conditional probability, random variables, distributions, law of large numbers, central limit theorem, Markov chains.  Statistical inference with emphasis on the Bayesian approach:  parameter estimation, likelihood, prior and posterior distributions, Bayesian inference using Markov chain Monte Carlo.  Introduction to regression and linear models.  Computers are used throughout for calculations, simulations, and analysis of data.  After MATH 118a or b or 120a or b.
Some acquaintance with matrix algebra and computing assumed.

STAT 241a, Probability Theory with Applications (FALL)
Cross-listing: Statistics 541a
Instructor: Mr. Hannes Leeb
Time: Mon, Wed, Fri 9:30 - 10:20
Place: WLH 208
A first course in probability theory: probability spaces, random variables, expectations and probabilities, conditional probability, independence, some discrete and continuous distributions, central limit theorem, law of large numbers. After or concurrent with Mathematics 120a or b or equivalents.

STAT 242b, Theory of Statistics (SPRING)
Cross-listing: Statistics 542b, Mathematics 242b
Instructor: Mr. Hannes Leeb
Time: Mon, Wed, Fri 9:30 - 10:20
Place: BCT 102
Principles of statistical analysis: maximum likelihood, sampling distributions, estimation, confidence intervals, tests of significance, regression, analysis of variance, and the method of least squares. After Statistics 241a; after or concurrent with Mathematics 222.

STAT 251b, Stochastic Processes (SPRING)
Cross-listing: Statistics 551b
Instructor: Mr. David Pollard
Time: Mon, Wed 1 - 2:15
Place: BCT 102
Introduction to the study of random processes, including Markov chains, Markov random fields, martingales, random walks, Brownian motion and diffusions. Tecniques in probability, such as coupling and large deviations. Applications to image reconstruction, Bayesian statistics, finance, probabilistic analysis of algorithms, genetics and evolution. After Statistics 241a or equivalent.

STAT 312a, Linear Models (FALL)
Cross-listing: Statistics 612a
Instructor: Mr. Hani Doss
Time: Tues, Thurs 9:00-10:15
Place:  24 Hillhouse Avenue, Room 107
The geometry of least squares; distribution theory for normal errors; regression, analysis of variance, and designed experiments; numerical algorithms (with particular reference to Splus); alternatives to least squares. Generalized linear models. After Statistics 242b and Mathematics 222 or equivalents.

STAT 361a, Data Analysis (FALL)
Cross-listing: Statistics 661a
Instructor: Mr. John Hartigan
Time: Mon, Wed 2:30 - 3:45
Place: Statlab - 140 Prospect
Through analysis of data sets using the Splus statistical computing language, study of a selection of statistical topics such as linear and nonlinear models, maximum likelihood, resampling methods, curve estimation, model selection, classification and clustering. After Statistics 242 and Mathematics 222b or 225a or b, or equivalents.

STAT 364b, Information Theory (SPRING)
Cross-listing: Statistics 664b
Instructor:  Mr. Andrew Barron
Time:    Tue, Thu 9:00 - 10:15
Place: 24 Hillhouse Avenue, Room 107
Foundations of information theory in mathematical communications, statistical inference, statistical mechanics, probability, and algorithmic complexity. Quantities of information and their properties: entropy, conditional entropy, divergence, redundancy, mutual information, channel capacity. Basic theorems of data compression, data summarization, and channel coding. Applications in statistics and finance. After Statistics 241.

STAT 365b, Data Mining and Machine Learning (SPRING)
Cross-listing: Statistics 665b
Instructor:  Mr. Hannes Leeb
Time:    Mon, Wed 11:30 - 12:45
Place:  24 Hillhouse, Room 107

Techniques for data mining and machine learning are covered from both a statistical and a computational perspective, including support vector machines, bagging, boosting, neural networks, and other nonlinear and nonparametric regression methods.  The course will give the basic ideas and intuition behind these methods, a more formal understanding of how and why they work, and opportunities to experiment with machine learning algorithms and apply them to data. After STAT 242b.

[STAT 374a, Analysis of Spatial and Time Series Data (FALL)]  Not offered 2003.
Cross-listing: Statistics 674a

AM490b, Applied Math Senior Seminar and Project (SPRING)
Instructor: Mr. Andrew Barron
Time:  Wed 3:30 - 5:20
Place:  24 Hillhouse, Room 107
Under the supervision of a member of the faculty, each student works on an independent project.  Students participate in seminar meetings at which they speak on the progress of their projects.  Some meetings are devoted to talks by visiting applied mathematicians.

Primarily graduate courses

Director of Graduate Studies:  Professor John Hartigan.

STAT 600b, Advanced Probability (SPRING)
Cross-listing: Statistics 330b
Instructor: Mr. David Pollard
Time:  Tues, Thurs 2:30 - 3:45
Place: LUCE 202
Measure theoretic probability, conditioning, laws of large numbers, convergence in distribution, characteristic functions, central limit theorems, martingales. Some knowledge of real analysis is assumed.

STAT 603a, Stochastic Calculus (FALL)
Instructor:  Mr. Joseph Chang
Time:  Tues, Thurs 10:30-11:45
Place: 24 Hillhouse, Room 107
Martingales in discrete and continuous time, Brownian Motion, Sample path properties, predictable processes, stochastic integrals with respect to Brownian motion and semimartingales, stochastic differential equations. Applications mostly to counting processes and finance. Knowledge of measure-theoretic probability at the level of Statistics 600 is a prerequisite for the course,although some key concepts, such as conditioning, are reviewed. After Statistics 600.

STAT 606a, Monte Carlo Markov Chains (FALL)
Instructor:  Mr. Hani Doss
Time: Tues, Thurs 2:30 - 3:45
Place: 24 Hillhouse, Room 107
Markov chain Monte Carlo is a simulation method for estimating distributions and expectations that are analytically intractable. This course will discuss theory and applications of the method.  Topics to be covered include: the Metropolis-Hastings algorithm and the Gibbs sampler; applications in survival analysis, hierarchical models and nonparametric Bayes problems; convergence theorems; convergence diagnostics.

STAT 610a, Statistical Inference (FALL)
Instructor: Mr. Andrew Barron
Time: Mon, Wed 1:00 pm - 2:15 pm
Place:  24 Hillhouse Avenue, Room 107
A systematic development of the mathematical theory of statistical inference covering methods of estimation, hypothesis testing, and confidence intervals. An introduction to statistical decision theory. Undergraduate probability at the level of Statistics 241a assumed.

STAT 625a, Statistical Case Studies (FALL)
Instructor: Mr. John Emerson.
Time: Wed 9:30 - 12:00
Place:  124 Prospect, Room B-13 (Brewster Hall)
Thorough study of some large data sets on such topics as second-hand smoking, crashes in small cars, reticulate evolution, bloc voting, and Connecticut educational standards.

STAT 626b, Practical Work (SPRING)
Instructor: Mr. John Emerson/Staff.
Time: W 9:00 - 10:15, F 9:00 - 12:00
Place: W - 24 HLH Rm 107, F - 124 Prospect Rm B-13

Individual one-semester projects, with students working on studies outside the Department, under the guidance of a statistician.

STAT 627b, Statistical Consulting (SPRING)
Instructor: Mr. John Emerson/Staff.
Time: W, F 9:00 - 10:15
Place: W - 24 HLH Rm 107, F - 124 Prospect Rm B-13

Statistical consulting and collaborative research projects usually require the statistician to explore new topics outside their area of expertise. This course exposes students to real problems, requiring them to draw on their expertise in probability, statistics, and data analysis. Students complete the course with individual consulting projects, under the guidance of a statistician.
The course will meet twice a week; classes and assignments will center around discussing and working on problems posed by researchers from across campus. Prior coursework in statistics is assumed: the equivalent of at least two courses in statistics or its applications, experience with methods of data analysis, or with permission from the instructor.

STAT 645b, Statistical Methods in Genetics and Bioinformatics (SPRING)
Instructor: Mr. Hongyu Zhao
Time: Tues, Thurs 10:30 - 11:45 am
Place: Room 126, LEPH (60 College Street)
Stochastic modeling and statistical methods applied to problems such as mapping quantitative trait loci, analyzing gene expression data, sequence alignment, and reconstructing evolutionary trees. Statistical methods include maximum likelihood, Bayesian inference, Monte Carlo Markov chains, and some methods of classification and clustering. Models introduced include variance components, hidden Markov models, Bayesian networks, and coalescent. Recommended background: Stat 541, Stat 542. Prior knowledge of biology is not required.

STAT 660b, Multivariate Statistics for Social Sciences (SPRING)
Instructor:  Mr. Jonathan Reuning-Scherer
Time:; Tues, Thur 1:00 pm - 2:15 pm
Place: Tues WLH 202, Thur Statlab 140 Prospect
A practical introduction to the analysis of multivariate data as applied to
examples from the social sciences. Topics to include multivariate analysis of variance (MANOVA),
principle components analysis, cluster analysis (hierarchical clustering, k-means), canonical correlation,
multidimensional scaling, factor analysis, discriminant analysis, and structural equations modeling.
Emphasis is placed on practical application of multivariate techniques to a variety of examples in the
social sciences. There are regular homework assignments and a final project. Regular use of some
statistical software package (students may choose among SAS, SPSS, and MINITAB). A complete
syllabus will be available on the classes server.

STAT 678a, Portfolio Estimation for Compounding Wealth (FALL)
Instructor: Mr. Andrew Barron
Time: Wed 4:00-6:30 pm
Place: 24 Hillhouse Avenue, Room 107
A study of distributional properties of compounded wealth in repeated gambling and in stock market investment. Wealth concentration inequalities. Strategies of highest concentrated wealth. Normal theory for log-wealth. Relationship to maximum likelihood theory in statistics and to the asymptotic equipartition property in physics and information theory. Greedy strategies. Universal portfolios and their relationship to Bayes methodology. The ratio of idealized wealth (best with hindsight) to actual wealth and the properties of this ratio, both for stochastic stock price sequences and its minimax behavior for arbitrary price sequences. Fast algorithms for universal portfolios.

STAT 683b, Asymptotics (SPRING)
Instructor: Mr. John Hartigan
Time: T, TH 2:30 - 3:45
Place: 24 Hillhouse Avenue, Room 107
Probabilistic limits, asymptotic normality, orders of magnitude, cumulants, edgeworth expansions, asymptotic properties of bayes procedures, asymptotic equivalence of maximum likelihood estimation and bayes procedures, asymptotic equivalence of Akaike model selection and bayes procedures, asymptotic admissibility.

STAT 695a, Internship in Statistical Research (1 credit) (FALL)
Instructor: DGS
The Internship is designed to give students an opportunity to gain practical exposure to problems in the analysis of statistical data, as part of a research group within industries such as: medical and pharmaceutical research, financial, information technologies, telecommunications, public policy, and others.  The Internship experience often serves as a basis for the Ph.D. dissertation.  Students will work with the Director of Graduate Studies and other faculty advisors to select suitable placements.

Students will submit a one-page description of their Internship plans to the DGS by May 1st, which will be evaluated by the DGS and other faculty advisors by May 15th.  Upon completion of the Internship, students shall submit a written report of their work to the DGS, no later than October 1st.  The Internship will be graded on a Satisfactory/ Unsatisfactory basis, and will be based on the student's written report and an oral presentation.
This course is an elective requirement for the Ph.D. degree.

STAT 700, Departmental Seminar
Time: Monday 4:15 pm - 5:30 pm
Important activity for all members of the department. 24 Hillhouse Avenue. See weekly seminar announcements.

Course lists for prior years may be found here. Please note these older pages are not being updated, and as such, some of the links may no longer be working.

Revision: 6 Jan 2004

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