Statistics

STAT UN1001 Introduction to Statistical Reasoning. 3 points.

CC/GS: Partial Fulfillment of Science Requirement, BC: Fulfillment of General Education Requirement: Quantitative and Deductive Reasoning (QUA).

A friendly introduction to statistical concepts and reasoning with emphasis on developing statistical intuition rather than on mathematical rigor. Topics include design of experiments, descriptive statistics, correlation and regression, probability, chance variability, sampling, chance models, and tests of significance.

STAT UN1101 Introduction to Statistics. 3 points.

CC/GS: Partial Fulfillment of Science Requirement, BC: Fulfillment of General Education Requirement: Quantitative and Deductive Reasoning (QUA).

Prerequisites: intermediate high school algebra.

Designed for students in fields that emphasize quantitative methods. Graphical and numerical summaries, probability, theory of sampling distributions, linear regression, analysis of variance, confidence intervals and hypothesis testing. Quantitative reasoning and data analysis. Practical experience with statistical software. Illustrations are taken from a variety of fields. Data-collection/analysis project with emphasis on study designs is part of the coursework requirement.

STAT UN1201 Calculus-Based Introduction to Statistics. 3 points.

CC/GS: Partial Fulfillment of Science Requirement, BC: Fulfillment of General Education Requirement: Quantitative and Deductive Reasoning (QUA).

Prerequisites: one semester of calculus.

Designed for students who desire a strong grounding in statistical concepts with a greater degree of mathematical rigor than in STAT W1111. Random variables, probability distributions, pdf, cdf, mean, variance, correlation, conditional distribution, conditional mean and conditional variance, law of iterated expectations, normal, chi-square, F and t distributions, law of large numbers, central limit theorem, parameter estimation, unbiasedness, consistency, efficiency, hypothesis testing, p-value, confidence intervals, maximum likelihood estimation. Serves as the pre-requisite for ECON W3412.

STAT UN1202 Undergraduate Seminar. 1 point.

Prerequisites: Previous or concurrent enrollment in a course in statistics would make the talks more accessible.

Prepared with undergraduates majoring in quantitative disciplines in mind, the presentations in this colloquium focus on the interface between data analysis, computation, and theory in interdisciplinary research. Meetings are open to all undergraduates, whether registered or not. Presenters are drawn from the faculty of department in Arts and Sciences, Engineering, Public Health and Medicine.

STAT GU4001 Introduction to Probability and Statistics. 3 points.

BC: Fulfillment of General Education Requirement: Quantitative and Deductive Reasoning (QUA).

Prerequisites: Calculus through multiple integration and infinite sums.

A calculus-based tour of the fundamentals of probability theory and statistical inference. Probability models, random variables, useful distributions, conditioning, expectations, law of large numbers, central limit theorem, point and confidence interval estimation, hypothesis tests, linear regression.  This course replaces SIEO 4150.

STAT UN2102 Applied Statistical Computing. 3 points.

Corequisites: An introductory course in statistic (STAT UN1101 is recommended).

This course is an introduction to R programming.  After learning basic programming component, such as defining variables and vectors, and learning different data structures in R, students will, via project-based assignments, study more advanced topics, such as recursion, conditionals, modular programming, and data visualization.  Students will also learn the fundamental concepts in computational complexity, and will practice writing reports based on their statistical analyses.

STAT UN2103 Applied Linear Regression Analysis. 3 points.

CC/GS: Partial Fulfillment of Science Requirement

Prerequisites: An introductory course in statistics (STAT UN1101 is recommended). Students without programming experience in R might find STAT UN2102 very helpful.

Develops critical thinking and data analysis skills for regression analysis in science and policy settings. Simple and multiple linear regression, non-linear and logistic models, random-effects models. Implementation in a statistical package. Emphasis on real-world examples and on planning, proposing, implementing, and reporting.

STAT UN2104 Applied Categorical Data Analysis. 3 points.

Prerequisites: STAT UN2103 is strongly recommended. Students without programming experience in R might find STAT UN2102 very helpful.

This course covers statistical models amd methods for analyzing and drawing inferences for problems involving categofical data.  The goals are familiarity and understanding of a substantial and integrated body of statistical methods that are used for such problems, experience in anlyzing data using these methods, and profficiency in communicating the results of such methods, and the ability to critically evaluate the use of such methods.  Topics include binomial proportions, two-way and three-way contingency tables, logistic regression, log-linear models for large multi-way contingency tables, graphical methods.  The statistical package R will be used.

STAT UN3105 Applied Statistical Methods. 3 points.

Prerequisites: At least one, and preferably both, of STAT UN2103 and UN2104 are strongly recommended. Students without programming experience in R might find STAT UN2102 very helpful.

This course is intended to give students practical experience with statistical methods beyond linear regression and categorical data analysis.  The focus will be on understanding the uses and limitations of models, not the mathematical foundations for the methods.  Topics that may be covered include random and mixed-effects models, classical non-parametric techniques, the statistical theory causality, sample survey design, multi-level models, generalized linear regression, generalized estimating equations and over-dispersion, survival analysis including the Kaplan-Meier estimator, log-rank statistics, and the Cox proportional hazards regression model.  Power calculations and proposal and report writing will be discussed.

STAT UN3106 Applied Data Mining. 3 points.

Prerequisites: STAT UN2103. Students without programming experience in R might find STAT UN2102 very helpful.

Data Mining is a dynamic and fast growing field at the interface of Statistics and Computer Science. The emergence of massive datasets containing millions or even billions of observations provides the primary impetus for the field. Such datasets arise, for instance, in large-scale retailing, telecommunications, astronomy, computational and statistical challenges. This course will provide an overview of current practice in data mining. Specific topics covered with include databases and data warehousing, exploratory data analysis and visualization, descriptive modeling, predictive modeling, pattern and rule discovery, text mining, Bayesian data mining, and causal inference. The use of statistical software will be emphasized.

STAT GU4221 Time Series Analysis. 3 points.

CC/GS: Partial Fulfillment of Science Requirement, BC: Fulfillment of General Education Requirement: Quantitative and Deductive Reasoning (QUA).

Prerequisites: STAT GU4205 or the equivalent.

Least squares smoothing and prediction, linear systems, Fourier analysis, and spectral estimation. Impulse response and transfer function. Fourier series, the fast Fourier transform, autocorrelation function, and spectral density. Univariate Box-Jenkins modeling and forecasting. Emphasis on applications. Examples from the physical sciences, social sciences, and business. Computing is an integral part of the course.

STAT GU4222 Nonparametric Statistics. 3 points.

CC/GS: Partial Fulfillment of Science Requirement, BC: Fulfillment of General Education Requirement: Quantitative and Deductive Reasoning (QUA).

Prerequisites: STAT GU4204 or the equivalent.

Statistical inference without parametric model assumption. Hypothesis testing using ranks, permutations, and order statistics. Nonparametric analogs of analysis of variance. Non-parametric regression, smoothing and model selection.

STAT GU4223 Multivariate Statistical Inference. 0 points.

Prerequisites: STAT GU4205 or the equivalent.

Multivariate normal distribution, multivariate regression and classification; canonical correlation; graphical models and Bayesian networks; principal components and other models for factor analysis; SVD; discriminant analysis; cluster analysis.

STAT GU4224 Bayesian Statistics. 3 points.

Prerequisites: STAT GU4204 or the equivalent.

Bayesian vs frequentist, prior and posterior distributions, conjugate priors, informative and non-informative prior subjective and objective bayes, oneand two sample problems, models for normal data, models for binary data, multivariate normal shrinkage, bayesian linear models, bayesian computation (start early), MCMC algorithms, the Gibbs sampler, hierarchical models, empirical bayes, hypothesis testing, bayes factors, model selection, software: R and WinBUGS

STAT GU4231 Survival Analysis. 0 points.

BC: Fulfillment of General Education Requirement: Quantitative and Deductive Reasoning (QUA).

Prerequisites: STAT GU4205 or the equivalent.

Survival distributions, types of censored data, estimation for various survival models, nonparametric estimation of survival distributions, the proportional hazard and accelerated lifetime models for regression analysis with failure-time data. Extensive use of the computer.

STAT GU4232 Generalized Linear Models. 3 points.

CC/GS: Partial Fulfillment of Science Requirement, BC: Fulfillment of General Education Requirement: Quantitative and Deductive Reasoning (QUA).

Prerequisites: STAT GU4205 or the equivalent.

Statistical methods for rates and proportions, ordered and nominal categorical responses, contingency tables, odds-ratios, exact inference, logistic regression, Poisson regression, generalized linear models.

STAT W4233 Multilevel Models. 0 points.

BC: Fulfillment of General Education Requirement: Quantitative and Deductive Reasoning (QUA).
Not offered during 2017-18 academic year.

Prerequisites: STAT GU4205 or the equivalent.

Theory and practice, including model-checking, for random and mixed-effects models (also called hierarchical, multi-level models). Extensive use of the computer to analyse data.

STAT GU4234 Sample Surveys. 3 points.

CC/GS: Partial Fulfillment of Science Requirement, BC: Fulfillment of General Education Requirement: Quantitative and Deductive Reasoning (QUA).

Prerequisites: STAT GU4204 or the equivalent.

Introductory course on the design and analysis of sample surveys. How sample surveys are conducted, why the designs are used, how to analyze survey results, and how to derive from first principles the standard results and their generalizations. Examples from public health, social work, opinion polling, and other topics of interest.

STAT GU4241 Statistical Machine Learning. 0 points.

Prerequisites: STAT GU4206.

The course will provide an introduction to Machine Learning and its core models and algorithms. The aim of the course is to provide students of statistics with detailed knowledge of how Machine Learning methods work and how statistical models can be brought to bear in computer systems - not only to analyze large data sets, but to let computers perform tasks that traditional methods of computer science are unable to address. Examples range from speech recognition and text analysis through bioinformatics and medical diagnosis. This course provides a first introduction to the statistical methods and mathematical concepts which make such technologies possible.

STAT GU4261 Statistical Methods in Finance. 3 points.

CC/GS: Partial Fulfillment of Science Requirement, BC: Fulfillment of General Education Requirement: Quantitative and Deductive Reasoning (QUA).

Prerequisites: STAT GU4205 or the equivalent.

A fast-paced introduction to statistical methods used in quantitative finance. Financial applications and statistical methodologies are intertwined in all lectures. Topics include regression analysis and applications to the Capital Asset Pricing Model and multifactor pricing models, principal components and multivariate analysis, smoothing techniques and estimation of yield curves statistical methods for financial time series, value at risk, term structure models and fixed income research, and estimation and modeling of volatilities. Hands-on experience with financial data.

STAT W4263 Statistical Inference and Time-Series Modelling. 3 points.

Prerequisites: STAT GU4204 or the equivalent. STAT GU4205 is recommended.

Modeling and inference for random processes, from natural sciences to finance and economics. ARMA, ARCH, GARCH and nonlinear models, parameter estimation, prediction and filtering.  This is a core course in the MS program in mathematical finance.

STAT GU4291 Advanced Data Analysis. 3 points.

CC/GS: Partial Fulfillment of Science Requirement, BC: Fulfillment of General Education Requirement: Quantitative and Deductive Reasoning (QUA).

Prerequisites: STAT GU4205 and at least one statistics course numbered between GU4221 and GU4261.

This is a course on getting the most out of data. The emphasis will be on hands-on experience, involving case studies with real data and using common statistical packages. The course covers, at a very high level, exploratory data analysis, model formulation, goodness of fit testing, and other standard and non-standard statistical procedures, including linear regression, analysis of variance, nonlinear regression, generalized linear models, survival analysis, time series analysis, and modern regression methods. Students will be expected to propose a data set of their choice for use as case study material.