Statistics Department
Courselist for Fall 2007/Spring 2008

Course Number Instructor Time
Statistical Consulting 627ab Jay Emerson, Lisha Chen Friday 2:30 - 4:30
Introduction to Statistics 101a-106a Jonathan Reuning-Scherer and staff Tues, Thurs 1:00 - 2:15
Statistics as a Way of Knowing 129a Nelson Donegan Tues, Thurs 11:35 - 12:50
Probability and Statistics for Scientists 238a/538a Joseph Chang Mon, Wed, Fri 2:30-3:20
Probability Theory with Applications 241a/541a Harrison Zhou Mon, Wed, Fri 9:25 - 10:15
Linear Models 312a/612a David Pollard Tues, Thurs 9:00-10:15
Data analysis 361a/661a Lisha Chen Mon, Wed 2:30 - 3:45
Statistical Inference 610a Hannes Leeb Tues, Thurs 10:30-11:45
Statistical Case Studies 625a David Pollard TBA
Deterministic and Stochastic Optimization 637a Mokshay Madiman TBA
Functional Data Analysis 673a Harrison Zhou TBA
Introductory Statistics 100b/500b Jay Emerson Mon, Wed, Fri 10:30 - 11:20
Introductory Data Analysis 230b/530b Hannes Leeb Mon, Wed 2:30 - 3:45
Theory of Statistics 242b/542b Mokshay Madiman Mon, Wed, Fri 9:25 - 10:15
Stochastic Processes 251b/551b Joseph Chang Mon, Wed 1:00 - 2:15
Information theory 364b/664b Andrew Barron Tues, Thurs 9:00 - 10:15
Data Mining and Machine Learning 365b/665b Lisha Chen Mon, Wed 11:35 - 12:50
Applied Math Senior Seminar and Project AM490b Andrew Barron TBA
Advanced Probability 600b/330b David Pollard Tues, Thurs 2:30 - 3:45
Random Matrices in Statistics 617b Hannes Leeb TBA
Practical Work 626b Jay Emerson TBA
Statistical Methods in Genetics and Bioinformatics 645b Joseph Chang Tues, Thurs 1:00-2:30
Multivariate Statistics for Social Sciences 660b Jonathan Reuning-Scherer Tues, Thurs 1:00 - 2:15
Independent Study 690ab Staff -
Internship in Statistical Research 695ab Jay Emerson -
Research Seminar in Statistics 699ab Sekhar Tatikonda and David Pollard Wed 11:30 - 1:30
Departmental Seminar 700ab - Monday 4:15 - 5:30
Optimization and Convexity 237a not taught this year
Probability Coupling 602b not taught this year
Stochastic Calculus 603a - not taught this year
Markov Processes and Random Fields 606b - not taught this year
Inequalities for Probability and Statistics 607b - not taught this year
Statistical Decision Theory 619b not taught this year
Monte Carlo Methods 636a - not taught this year
Bayes Theory 653a - not taught this year
Topics in Bayesian Inference and Data Analysis 654a not taught this year
Probabilistic Networks, Algorithms, and Applications. 667a not taught this year
Information and Probability 668a - not taught this year
Information and Statistics 669a not taught this year
Analysis of Spatial and Time Series Data 674a - not taught this year
Nonparametric Statistics 680b - not taught this year

Introductory Statistics (STAT 100b / STAT 500b)
Instructor: Jay Emerson
Time: Mon, Wed, Fri 10:30 - 11:20
Place: Mason 211 (tentative)
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.
[back to top]

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.
[back to top]

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.
[back to top]

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.
[back to top]

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.
[back to top]

[Introduction to Statistics: Psychology] (STAT 104a/PSYC 201a)
Time: not taught this year
[back to top]

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.
[back to top]

Introduction to Statistics: Data Analysis (STAT 106a)
Instructor: not taught this year
[back to top]

Statistics as a Way of Knowing (STAT 129a/PSYC 129a)
Instructor: Nelson Donegan
Time: Tues, Thurs 11:35 - 12:50
Place: TBA
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.
[back to top]

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.
[back to top]

Optimization and Convexity (AMTH 237a/AMTH 537a)
Time: not taught this year
Place: TBA
[back to top]

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.
[back to top]

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.
[back to top]

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.
[back to top]

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.
[back to top]

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/stat312
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.
[back to top]

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.
[back to top]

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.
[back to top]

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.
[back to top]

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.
[back to top]

Advanced Probability (STAT 600b/STAT 330b)
Instructor: David Pollard
Time: Tues, Thurs 2:30 - 3:45
Place: WLH 113
Webpage: http://www.stat.yale.edu/~pollard/600
Measure theoretic probability, conditioning, laws of large numbers, convergence in distribution, characteristic functions, central limit theorems, martingales. Some knowledge of real analysis is assumed.
[back to top]

Probability Coupling (STAT 602b)
Time: not taught this year
[back to top]

Stochastic Calculus (STAT 603a)
Instructor: -
Time: not taught this year
[back to top]

Markov Processes and Random Fields (STAT 606b)
Instructor: -
Time: not taught this year
[back to top]

Inequalities for Probability and Statistics (STAT 607b)
Instructor: -
Time: not taught this year
[back to top]

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.
[back to top]

Random Matrices in Statistics (STAT 617a)
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).
[back to top]

Statistical Decision Theory (STAT 619b)
Time: not taught this year
[back to top]

Statistical Case Studies (STAT 625a)
Instructor: David Pollard
Time: TBA
Place: TBA
Webpage: http://www.stat.yale.edu/~pollard/stat625
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.
[back to top]

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.
[back to top]

Statistical Consulting (STAT 627ab)
Instructor: Jay Emerson, Lisha Chen
Time: Friday 2:30 - 4:30
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.
[back to top]

Monte Carlo Methods (STAT 636a)
Instructor: -
Time: not taught this year
Place: -
[back to top]

Deterministic and Stochastic Optimization (STAT 637a)
Instructor: Mokshay Madiman
Time: TBA
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.
[back to top]

Statistical Methods in Genetics and Bioinformatics (STAT 645b)
Instructor: Joseph Chang
Time: Tues, Thurs 1:00-2:30
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.
[back to top]

Bayes Theory (STAT 653a)
Instructor: -
Time: not taught this year
[back to top]

Topics in Bayesian Inference and Data Analysis (STAT 654a)
Time: not taught this year
[back to top]

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.
[back to top]

Probabilistic Networks, Algorithms, and Applications. (STAT 667a)
Time: not taught this year
[back to top]

Information and Probability (STAT 668a)
Instructor: -
Time: not taught this year
[back to top]

Information and Statistics (STAT 669a)
Time: not taught this year
[back to top]

Functional Data Analysis (STAT 673a)
Instructor: Harrison Zhou
Time: TBA
Place: TBA
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.
[back to top]

Analysis of Spatial and Time Series Data (STAT 674a)
Instructor: -
Time: not taught this year
[back to top]

Nonparametric Statistics (STAT 680b)
Instructor: -
Time: not taught this year
[back to top]

Independent Study (STAT 690ab)
Instructor: Staff
Time: -
Place: -
By arrangement with faculty. Approval of director of graduate studies required.
[back to top]

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.
[back to top]

Research Seminar in Statistics (STAT 699ab)
Instructor: Sekhar Tatikonda and David Pollard
Time: Wed 11:30 - 1:30
Place: 24 Hillhouse basement
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.
[back to top]

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.
[back to top]


Revised: August 21, 2007