Catalog Number: 3987 Rima Izem
Half course (spring term). M., W., 2:30–4. EXAM GROUP: 7, 8
Meets with Statistics 149, but graduate-level covers supplementary topics such as Bayesian analysis for generalized linear models and generalized mixed effect models. Requires extra homework and examination problems in addition to those for Statistics 149. Prerequisite: Statistics 139, Statistics 220 or Statistics 221, or permission of the instructor.
[Statistics 251. Signal and Image Processing and Inference Using Wavelets]
Catalog Number: 3506 ----------
Half course (fall term). Hours to be arranged.
Meets with Engineering Sciences 251, but with added emphasis on statistical modeling and inference. Theory of
time-frequency/time-scale methods, methodologies for and motivated by statistical inference and missing-data problems,
associated computational algorithms, and fundamental engineering applications.
Note: Expected to be given in 2008–09.
Prerequisite: Engineering Sciences 156 or equivalent, knowledge of probability theory and/or statistics at the level of Statistics 110/111 or above, and programming experience, or permission of instructor.
Statistics 270. Introduction to Quantitative Methods in Finance Catalog Number: 3518 Yoonjung Lee
Half course (spring term). Tu., Th., 10–11:30. EXAM GROUP: 12, 13
Meets with Statistics 170, but graduate students will be exposed to a more rigorous treatment of stochastic calculus. Prerequisite: Statistics 110 and 171 or equivalent.
[Statistics 271. Advanced Stochastic Processes] Catalog Number: 0875 ----------
Half course (fall term). Hours to be arranged.
Theory of regenerative processes, Markov processes in general state spaces, rates of convergence to stationarity, CLTs, coupling and exact-simulation using regeneration. Martingales, rare-event analysis via large deviations techniques, diffusion and
jump-diffusion processes, functional central limit theorems, and
stochastic calculus.
Note: Expected to be given in 2008–09.
Cross-listed Courses
Biostatistics 244. Analysis of Failure Time Data
*Biostatistics 250. Probability Theory and Applications II
Economics 1127. Statistical Methods for Evaluating Causal Effects - (New Course)
*Government 3009. Research Workshop in Applied Statistics Graduate Courses of Reading and Research *Statistics 301. Special Reading and Research Catalog Number: 4474
Jose Blanchet 5017 (on leave spring term), Joseph K. Blitzstein 5588, Tirthankar Dasgupta 5765 (on leave spring term), Arthur P. Dempster 2345, Yingying Fan 5805 (fall term only), Rima Izem 4944, S.C. Samuel Kou 4054 (on leave fall term), Yoonjung Lee 5300, Jun S. Liu 3760 (on leave spring term), Xiao-Li Meng 4023, Carl N. Morris 2178, Bernard Rosner (Medical School, Public Health) 4018, Donald B. Rubin 7966, Patrick J. Wolfe 5144 (fall term only), and Alan M. Zaslavsky (Medical School) 1927
Half course (fall term; repeated spring term). Hours to be arranged.
*Statistics 302. Direction of Doctoral Dissertations Catalog Number: 3382
Jose Blanchet 5017, Joseph K. Blitzstein 5588, Tirthankar Dasgupta 5765, Arthur P. Dempster 2345, Rima Izem 4944, S.C. Samuel Kou 4054 (on leave fall term), Yoonjung Lee 5300, Jun S. Liu 3760 (on leave spring term), Xiao-Li Meng 4023, Carl N. Morris 2178, Bernard Rosner (Medical School, Public Health) 4018, Donald B. Rubin 7966, Patrick J. Wolfe 5144 (fall term only), and Alan M. Zaslavsky (Medical School) 1927
Half course (fall term; repeated spring term). Hours to be arranged.
*Statistics 303hf. The Art and Practice of Teaching Statistics Catalog Number: 3545
Xiao-Li Meng 4023 and Joseph K. Blitzstein 5588 Half course (throughout the year). M., 10–12.
Required of all first-year doctoral students in Statistics.
*Statistics 310hfr. Topics in Astrostatistics Catalog Number: 2105 Xiao-Li Meng 4023
Half course (throughout the year). Tu., 11:30–1.
*Statistics 311. Monte Carlo Methods in Scientific Computing Catalog Number: 0826
Jun S. Liu 3760 (on leave spring term) and Jose Blanchet 5017 (on leave spring term)
Half course (fall term). Hours to be arranged. Prerequisite: Statistics 220 or equivalent.
*Statistics 321. Stochastic Modeling and Bayesian Inference Catalog Number: 4060 S.C. Samuel Kou 4054
Half course (spring term). Hours to be arranged.
Stochastic processes and their applications in biological, chemical and financial modeling. Bayesian inference about stochastic models based on the Monte Carlo sampling approach.
[*Statistics 323. Computational and Statistical Methods in Finance] Catalog Number: 4328
Jose Blanchet 5017 (on leave spring term)
Half course (spring term). Hours to be arranged.
Briefly reviews basic concepts and models in multi-period asset pricing theory. Emphasis on parameter estimation and calibration, as well as computational and statistical issues arising in pricing, hedging, credit risk, and insurance risk modeling. Note: Expected to be given in 2008–09.
Prerequisite: Statistics 111 and 171 or equivalent (exposure to time series analysis at the level of Statistics 131 is useful, but not required).
*Statistics 324r. Parametric Statistical Inference and Modeling Catalog Number: 3366 Carl N. Morris 2178
Half course (spring term). Th., 3–5.
Theory of multi-level parametric models, including hidden Markov models, and applications likely to include biostatistics, health services, education, and sports.
*Statistics 325. Functional Data Analysis Catalog Number: 7747 Rima Izem
Half course (fall term). W., 2:30–4.
Statistical methods for exploration and analysis of Functional Data (sets of curves, images, or shapes) with applications in biology.
*Statistics 335. High-Dimensional Statistics - (New Course)
Catalog Number: 3319 Yingying Fan 5805
Half course (spring term). Hours to be arranged.
[*Statistics 340. Random Graph Models] Catalog Number: 1650 Joseph K. Blitzstein 5588
Half course (spring term). Hours to be arranged.
Random graph models for biological, social, and information networks, includes fixed degree, power law, small world, and geometric random graphs.
Note: Expected to be given in 2008–09.
*Statistics 370. Topics in Empirical Finance Catalog Number: 3593 Yoonjung Lee 5300
Half course (fall term). Hours to be arranged.
Exposes students to a variety of topics in Empirical Finance,
including high frequency data analysis, high-dimensional volatility estimation, continuous-time stochastic modeling, and non-linear filtering.
[*Statistics 371. Advanced Applied Probability] Catalog Number: 3595
Jose Blanchet 5017 (on leave spring term)
Half course (spring term). Hours to be arranged.
The study of limit theorems and efficient computational algorithms for the performance analysis and/or control of complex stochastic systems.
Note: Expected to be given in 2008–09.
*Statistics 399hf. Problem Solving in Statistics - (New Course) Catalog Number: 1035
Carl N. Morris and members of the Department
Half course (throughout the year). Fall: W., 4:30–6 (bi-weekly). Aimed principally at helping PhD students beyond their first year transition through the qualifying exams into research.
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