Statistics Department
Courselist for Fall 2007/Spring 2008

CourseNumberInstructorTime
Statistical Consulting627abJay Emerson, Lisha ChenFriday 2:00 - 4:00
Introduction to Statistics101a-106aJonathan Reuning-Scherer and staffTues, Thurs 1:00 - 2:15
Statistics as a Way of Knowing129aNelson DoneganTues, Thurs 11:35 - 12:50
Probability and Statistics for Scientists238a/538aJoseph ChangMon, Wed, Fri 2:30-3:20
Probability Theory with Applications241a/541aHarrison ZhouMon, Wed, Fri 9:25 - 10:15
Linear Models312a/612aDavid PollardTues, Thurs 9:00-10:15
Data analysis361a/661aLisha ChenMon, Wed 2:30 - 3:45
Statistical Inference610aHannes LeebTues, Thurs 10:30-11:45
Statistical Case Studies625aDavid PollardMon, Fri 10:30 - 11:45
Deterministic and Stochastic Optimization637aMokshay MadimanTues, Thurs 1:00 - 2:15pm
Functional Data Analysis673aHarrison ZhouWed, Friday 4:15-5:30pm
Introductory Statistics 100b/500b Fred Djang Tues and Thurs 4:00 - 5:15
Introductory Data Analysis230b/530bHannes LeebMon, Wed 2:30 - 3:45
Theory of Statistics242b/542bMokshay MadimanMon, Wed, Fri 9:25 - 10:15
Stochastic Processes251b/551bJoseph Chang Mon, Wed 1:00 - 2:15
Information theory364b/664bAndrew BarronTues, Thurs 9:00 - 10:15
Data Mining and Machine Learning 365b/665bLisha ChenMon, Wed 11:35 - 12:50
Applied Math Senior Seminar and Project AM490bAndrew BarronTBA
Advanced Probability600b/330bDavid PollardTues, Thurs 2:30 - 3:45
Random Matrices in Statistics617bHannes LeebTBA
Practical Work626bJay EmersonTBA
Statistical Methods in Genetics and Bioinformatics645bJoseph ChangTues, Thurs 10:30-11:45
Multivariate Statistics for Social Sciences660bJonathan Reuning-Scherer Tues, Thurs 1:00 - 2:15
Independent Study690abStaff-
Internship in Statistical Research695abJay Emerson-
Research Seminar in Statistics699abSekhar Tatikonda and David PollardWed 11:30 - 1:30
Departmental Seminar700ab-Monday 4:15 - 5:30
Optimization and Convexity237anot taught this year
Stochastic Calculus603a-not taught this year
Probabilistic Networks, Algorithms, and Applications.667anot taught this year

Introductory Statistics (STAT 100b / STAT 500b)
Instructor: Fred Djang
Time: Tues and Thurs 4:00 - 5:15
Place: TBA
Webpage: http://www.stat.yale.edu/Courses/QR/stat100.html
Every day we are inundated with data. How do we recognize dishonest or even unintentionally distorted representations of quantitative information? How can we reconcile two medical studies with seemingly contradictory conclusions? How many observations do we need in order to make a sound decision? This course introduces statistical reasoning, emphasizing how Statistics can help us understand the world. Topics include numerical and graphical summaries of data, data acquisition and experimental design, probability, hypothesis testing, confidence intervals, correlation and regression. Students will learn to apply statistical concepts to data using Excel and reach conclusions about real-world problems.
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Introduction to Statistics (STAT 101a-106a/STAT 501a-506a)
Instructor: Jonathan Reuning-Scherer and staff
Time: Tues, Thurs 1:00 - 2:15
Place: OML 202 (tentative)
Webpage: http://www.stat.yale.edu/Courses/QR/stat101106.html
Statistics is the science and art of prediction and explanation. In most fields of study research relies on statistical analysis of data. Each of these courses, led by an expert from the field of study, introduces statistical reasoning and emphasizes how Statistics is applied to the particular discipline. Topics include numerical and graphical summaries of data, data acquisition and experimental design, probability, hypothesis testing, confidence intervals, correlation and regression. Students will learn to apply statistical concepts to data using Minitab and reach conclusions about real-world problems. 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 discipline particular to the course (Life Sciences for Stat 101, Political Science for Stat 102, and so on). The courses meet together for the first seven weeks and separately for the final six weeks. The first part of the course is taught by Jonathan Reuning-Scherer and covers fundamentals of probability and statistics. Periodic examples are provided by individual course instructors. The courses separate by area of specialty for the final six weeks.
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Introduction to Statistics: Life Sciences (STAT 101a/E&EB 210aG/MCDB 215a)
Instructor: Jonathan Reuning-Scherer and 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.
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Introduction to Statistics: Political Science (STAT 102a/EP&E 203a/PLSC 425a)
Instructor: Jonathan Reuning-Scherer and Sung-youn Kim-
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.
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Introduction to Statistics: Social Sciences (STAT 103a/SOCY 119a)
Instructor: Jonathan Reuning-Scherer
Descriptive and inferential statistics applied to analysis of data from the social sciences. Introduction of concepts and skills for understanding and conducting quantitative research.
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[Introduction to Statistics: Psychology] (STAT 104a/PSYC 201a)
Time: not taught this year
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Introduction to Statistics: Medicine (STAT 105a)
Instructor: Jonathan Reuning-Scherer and David Salsburg
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.
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Introduction to Statistics: Data Analysis (STAT 106a)
Instructor: not taught this year
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Statistics as a Way of Knowing (STAT 129a/PSYC 129a)
Instructor: Nelson Donegan
Time: Tues, Thurs 11:35 - 12:50
Place: WALL 81
An introduction to basic concepts of statistics and probability that allow us to describe, evaluate, and understand aspects of the world and make informed choices. Exploration of relationships among statistical reasoning, cognitive psychology, and philosophical theories of knowledge.
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Introductory Data Analysis (STAT 230b/STAT 530a/PLSC 530b)
Instructor: Hannes Leeb
Time: Mon, Wed 2:30 - 3:45
Place: TBA
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 101-105.
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Optimization and Convexity (AMTH 237a/AMTH 537a)
Time: not taught this year
Place: TBA
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Probability and Statistics for Scientists (STAT 238a/STAT 538a)
Instructor: Joseph Chang
Time: Mon, Wed, Fri 2:30-3:20
Place: ML 104 (tentative)
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.
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Probability Theory with Applications (STAT 241a/STAT 541a/MATH 241a)
Instructor: Harrison Zhou
Time: Mon, Wed, Fri 9:25 - 10:15
Place: WLH 208 (tentative)
Webpage: http://www.stat.yale.edu/~hz68/241/
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.
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Theory of Statistics (STAT 242b/STAT 542b/MATH 242b)
Instructor: Mokshay Madiman
Time: Mon, Wed, Fri 9:25 - 10:15
Place: BCT 102
Webpage: http://www.stat.yale.edu/~hz68/242/
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.
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Stochastic Processes (STAT 251b/STAT 551b)
Instructor: Joseph Chang
Time: Mon, Wed 1:00 - 2:15
Place: ML 104
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.
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Linear Models (STAT 312a/STAT 612a)
Instructor: David Pollard
Time: Tues, Thurs 9:00-10:15
Place: 24 Hillhouse
Webpage: http://www.stat.yale.edu/~pollard/312.fall07
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. Linear algebra and some acquaintance with statistics assumed.
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Data analysis (STAT 361a/STAT661a)
Instructor: Lisha Chen
Time: Mon, Wed 2:30 - 3:45
Place: Statlab, 140 Prospect Street
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.
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Information theory (STAT364b/STAT664b)
Instructor: Andrew Barron
Time: Tues, Thurs 9:00 - 10:15
Place: 24 Hillhouse
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.
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Data Mining and Machine Learning (STAT365b/STAT665b)
Instructor: Lisha Chen
Time: Mon, Wed 11:35 - 12:50
Place: 24 Hillhouse
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.
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Applied Math Senior Seminar and Project (AM490b)
Instructor: Andrew Barron
Time: TBA
Place: 24 Hillhouse
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.
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Advanced Probability (STAT 600b/STAT 330b)
Instructor: David Pollard
Time: Tues, Thurs 2:30 - 3:45
Place: TBA
Webpage: http://www.stat.yale.edu/~pollard/600.spring08
Measure theoretic probability, conditioning, laws of large numbers, convergence in distribution, characteristic functions, central limit theorems, martingales. Some knowledge of real analysis is assumed.
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Stochastic Calculus (STAT 603a)
Instructor: -
Time: not taught this year
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Statistical Inference (STAT 610a)
Instructor: Hannes Leeb
Time: Tues, Thurs 10:30-11:45
Place: 24 Hillhouse
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.
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Random Matrices in Statistics (STAT 617b)
Instructor: Hannes Leeb
Time: TBA
Place: 24 Hillhouse
Contemporary data often feature a large number of explanatory variables and a comparatively small sample size. In such settings, traditional large-sample approximations can be inappropriate, because the asymptotics have not taken hold. The class will cover a variety of results on large-dimensional random matrices that can be used to address some of these problems. These include convergence of the largest or smallest eigenvalue, the distribution of individual eigenvalues, the distribution of the ensemble of all eigenvalues, as well as some applications to statistical problems. After STAT 541a and STAT612a (or similar).
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Statistical Case Studies (STAT 625a)
Instructor: David Pollard
Time: Mon, Fri 10:30 - 11:45
Place: 24 Hillhouse
Webpage: http://www.stat.yale.edu/~pollard/625.fall07
Statistical analysis of a variety of problems which, in past years, have included: the value of a baseball player, the fairness of real estate taxes, how to win the Tour de France, energy consumption in Yale buildings, and interactive questionnaires for course evaluations. We will emphasize methods of choosing data, acquiring data, and assessing data quality. Graduate, professional, and undergraduate students from any department are welcome, but must seek permission (discussing their background in statistics and goals for the semester) at or before the first class meeting. At least one prior course in statistics is required, but the most important prerequisite is a willingness to get your hands dirty working with real data sets. This will entail a certain amount of "programming," which we believe can be best taught by example, trial and error.
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Practical Work (STAT 626b)
Instructor: Jay Emerson
Time: TBA
Place: 24 Hillhouse
Individual one-semester projects, with students working on studies outside the Department, under the guidance of a statistician. This course is a one-credit elective requirement for the Ph.D. degree.
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Statistical Consulting (STAT 627ab)
Instructor: Jay Emerson, Lisha Chen
Time: Friday 2:00 - 4:00
Place: 24 Hillhouse Room 107
Webpage: http://www.stat.yale.edu/~jay/627.html
Statistical consulting and collaborative research projects often require statisticians 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 projects supervised jointly by faculty outside the department and by one of the instructors. The course meets once a week all year, and students receive one half-credit each semester.
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Deterministic and Stochastic Optimization (STAT 637a)
Instructor: Mokshay Madiman
Time: Tues, Thurs 1:00 - 2:15pm
Place: 24 Hillhouse
Study of the theory and algorithms used to solve optimization problems in both deterministic and stochastic settings, with an emphassi on the latter. Topics include duality theory and descent methods in deterministic optimizations; stochastic approximation, motivated by the need to optimize in the presence of noisy measurements; simulated annealing, motivated by the global optimization problem; and the theory of optimal transportation, an important example of infinite-dimensional optimization problems. Familiarity with stochastic processes (e.g. STAT551b) is assumed. Knowledge of ordinary differential equations and real analysis is recommended.
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Statistical Methods in Genetics and Bioinformatics (STAT 645b)
Instructor: Joseph Chang
Time: Tues, Thurs 10:30-11:45
Place: TBA
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 maximu 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.
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Multivariate Statistics for Social Sciences (STAT 660b)
Instructor: Jonathan Reuning-Scherer
Time: Tues, Thurs 1:00 - 2:15
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.
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Probabilistic Networks, Algorithms, and Applications. (STAT 667a)
Time: not taught this year
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Functional Data Analysis (STAT 673a)
Instructor: Harrison Zhou
Time: Wed, Friday 4:15-5:30pm
Place: 24 Hillhouse
Data in the form of observed functions (curves and surfaces) arise in applications including growth analysis, meterology, economics, and medicine. This course will present ideas and techniques for the statistical analysis of such data. Included are smoothing methods (wavelets, Fourier series, and splines), will cover one topic each week, with one lecture for introducing real data, and the other lecture for methodology and theory. Additional topics in asymptotics analysis as time permits. Knowledge of statistical theory at the level of Statistics 542b is assumed.
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Independent Study (STAT 690ab)
Instructor: Staff
Time: -
Place: -
By arrangement with faculty. Approval of director of graduate studies required.
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Internship in Statistical Research (STAT 695ab)
Instructor: Jay Emerson
Time: -
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, but is distinct from the required Stat 626b. 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.
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Research Seminar in Statistics (STAT 699ab)
Instructor: Sekhar Tatikonda and David Pollard
Time: Wed 11:30 - 1:30
Place: 24 Hillhouse basement
Webpage: www.stat.yale.edu/~ypng
Continuation of the Yale Probablistic Networks Group Seminar. Student and faculty expanations of current research in areas such as random graph theory, spectral graph theory, Markov chains on graphs, and the objective method.
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Departmental Seminar (STAT 700ab)
Instructor: -
Time: Monday 4:15 - 5:30
Place: 24 Hillhouse Avenue, room 107
Webpage: http://www.stat.yale.edu/seminars.html
Important activity for all members of the department. See webpage for weekly seminar announcements.
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Revised: December 20, 2007