2009-2010 Bulletin – PDF - SEAS Bulletin - Columbia University

203
W3107 as prerequisites; like other
advanced offerings in statistics, it covers
both theory and practical aspects of
modeling and data analysis. Advanced
offerings in probability theory, stochastic
processes, and mathematical finance
generally take STAT W3105 as a prerequisite;
advanced offerings in statistical
theory and methods generally take STAT
W4107 and, in several cases, W4315 as
prerequisites; an exception is STAT
W4220: Data mining, which has a
course in computer programming as
prerequisite and STAT W3107 as corequisite.
STAT 4201 is a high-level survey
of applied statistical methods.
Please note that STAT W3000 has
been renumbered as W3105 and STAT
W3659 has been renumbered as
W3107. For a description of the following
course offered jointly by the
Departments of Statistics and Industrial
Engineering and Operations Research,
see ‘‘Industrial Engineering and
Operations Research’’:
SIEO W4150x and y Introduction to probability
and statistics
3 pts. I. Hueter and L. Wright.
Prerequisites: MATH V1101 and V1102 or the
equivalent. A quick calculus-based tour of the
fundamentals of probability theory and statistical
inference. Probabilistic models, random variables,
useful distributions, expectations, laws of large
numbers, central limit theorem. Statistical inference:
point and confidence interval estimation,
hypothesis tests, linear regression. Students
seeking a more thorough introduction to probability
and statistics should consider STAT W3105 and
W3107.
STAT W3105x Introduction to probability
3 pts. Instructor to be announced.
Prerequisites: MATH V1101 and V1102 or the
equivalent. A calculus-based introduction to probability
theory.Topics covered include random variables,
conditional probability, expectation, independence,
Bayes’ rule, important distributions,
joint distributions, moment-generating functions,
central limit theorem, laws of large numbers, and
Markov’s inequality.
STAT W3107y Introduction to statistical inference
3 pts. Instructor to be announced.
Prerequisite: STAT W3105 or W4105, or the
equivalent. Calculus-based introduction to the
theory of statistics. Useful distributions, law of
large numbers and central limit theorem, point
estimation, hypothesis testing, confidence intervals
maximum likelihood, likelihood ratio tests,
nonparametric procedures, theory of least
squares, and analysis of variance.
STAT W4201x and y Advanced data analysis
3 pts. D. Alemayehu and instructor to be
announced.
Prerequisite: A one-term introductory statistics
course. 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 nonstandard 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.
STAT W4240x Data mining
3 pts. D. Madigan.
Prerequisite: COMS W1003, W1004, W1005,
W1007, or the equivalent. Corequisite: STAT
W3107. 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 research in data
mining and will be suitable for graduate students
SEAS 2009–2010