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Duke University 2009-2010 - Office of the Registrar - Duke University

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factors and intrinsic Bayes factors for linear models, and Bayesian model averaging. The concepts <strong>of</strong> linear models from<br />

Bayesian and classical viewpoints. Topics in Markov chain Monte Carlo simulation introduced as required.<br />

Prerequisite: Statistics 213 and 290 or equivalent. Instructor: Clyde. 3 units. C-L: Ma<strong>the</strong>matics 217<br />

250. Numerical Analysis. 3 units. C-L: see Computer Science 250; also C-L: Ma<strong>the</strong>matics 221<br />

253. Applied Stochastic Processes. 3 units. C-L: see Ma<strong>the</strong>matics 216<br />

270. Statistical Methods for Computational Biology. 3 units. C-L: see Computational Biology and Bioinformatics 240<br />

271. Statistical Genetics. 3 units. C-L: see Computational Biology and Bioinformatics 241<br />

277. Computational Structural Biology. 3 units. C-L: see Computer Science 263B; also C-L: Computational Biology<br />

and Bioinformatics 250<br />

278. Computational Gene Expression Analysis. 1 unit. C-L: see Computational Biology and Bioinformatics 221; also<br />

C-L: Molec Genetics & Microbiology 221<br />

280. Spatial Statistics. Modeling data with spatial structure;point-referenced (geo-statistical)data, areal (lattice) data,<br />

and point process data; stationarity, valid covariance functions; Gaussian processes and generalizations; kriging;<br />

Markov random fields (CAR and SAR); hierarchical modeling for spatial data; misalignment; multivariate spatial data,<br />

space/time data specification. Theory and application. Some assignments will involve computing and data analysis.<br />

Consent <strong>of</strong> instructor required. Instructor: Gelfand. 3 units.<br />

281. Modern Nonparametric Theory and Methods. Modern nonparametric approaches for exploring and drawing<br />

inferences from data. Topics may include: resampling methods, nonparametric density estimation, nonparametric<br />

regression and classification, bootstrapping, kernel methods, splines, local regression, wavelets, support vector<br />

machines, nonparametric modeling for random distributions. Classical and Bayesian perspectives. Consent <strong>of</strong> instructor<br />

required. Instructor: Dunson. 3 units.<br />

290. Modern Statistical Data Analysis. Introduction to statistical thinking, data management and collection, sampling<br />

and design, exploratory data analysis, graphical and tabular displays, summarizing data. Introduction to applied work.<br />

Computer orientation, statistical packages and operating systems, especially unix on high-speed workstations, and <strong>the</strong><br />

statistical package S-Plus. Graphics and numerical computing. Examples from various disciplines. Instructor: Clyde.<br />

3 units.<br />

291. Independent Study. Directed reading and research. Consent <strong>of</strong> instructor and director <strong>of</strong> graduate studies required.<br />

Instructor: Staff. Variable credit.<br />

292. Independent Study. Directed reading and research. Consent <strong>of</strong> instructor and director <strong>of</strong> graduate studies required.<br />

Instructor: Staff. Variable credit.<br />

293. Special Topics in Statistics. Prerequisite: Statistics 213 or consent <strong>of</strong> instructor. Pass/Fail grading only. Instructor:<br />

Staff. 3 units.<br />

294. Special Topics in Statistics. Prerequisite: Statistics 213 or consent <strong>of</strong> instructor. Pass/Fail grading only. Instructor:<br />

Staff. 3 units.<br />

294A. Special Topics in Statistics. Prerequisite: Statistics 213 or consent <strong>of</strong> instructor. Credit/Non-Credit grading only.<br />

Instructor: Staff. 2 units.<br />

295. First-Year Seminar. Weekly seminar covering a variety <strong>of</strong> statistical subjects. Coregistration in Statistics 213 and<br />

Statistics 244 or consent <strong>of</strong> instructor. Instructor: Staff. Variable credit.<br />

297. Topics in Probability Theory. 3 units. C-L: see Ma<strong>the</strong>matics 288<br />

356. Time Series and Forecasting. Time series data and models: trend, seasonality, and regressions. Traditional models:<br />

EWMA, EWR, ARMA. Dynamic linear models (DLMs). Bayesian learning, forecasting, and smoothing. Ma<strong>the</strong>matical<br />

structure <strong>of</strong> DLMs and related models. Intervention, forecast monitoring, and control. Structural change in time series.<br />

Multiprocess models and mixture analysis. Multivariate models, constrained and aggregate forecasting, and forecast<br />

combination. Applications using computer s<strong>of</strong>tware. O<strong>the</strong>r topics, including spectral analysis, as time permits.<br />

Prerequisite: Statistics 215 or equivalent. Instructor: West. 3 units.<br />

357. Stochastic Processes. Conditional probabilities and Radon-Nikodym derivatives <strong>of</strong> measures; tightness and weak<br />

convergence <strong>of</strong> probability measures, measurability and observability. Markov chains, Brownian motion, Poisson<br />

processes. Gaussian processes, birth-and-death processes, and an introduction to continuous-time martingales.<br />

Prerequisite: Statistics 205 (or Ma<strong>the</strong>matics 290) and Statistics 215 (or Ma<strong>the</strong>matics 136.) Instructor: Wolpert. 3 units.<br />

376. Advanced Modeling and Scientific Computing. An introduction to advanced statistical modeling and modern<br />

numerical methods useful in implementing statistical procedures for data analysis, model exploration, inference, and<br />

prediction. Topics include simulation techniques for maximization and integration. Prerequisite: Computer Science 221<br />

or equivalent. Instructor: West. 3 units.<br />

390. Statistical Consulting Workshop. Under faculty supervision, students address and solve consulting problems<br />

submitted to ISDS's campus-wide consulting program, and present <strong>the</strong>ir solutions to <strong>the</strong> class. May be taken more than<br />

once. Consent <strong>of</strong> instructor required. Instructor: Staff. 1 unit.<br />

Departments, Programs, and Course Offerings 222

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