Statistics (STAT)

STAT 690 Literature and Research Studies0.50 units

RDG · Course ID 010554Archived pageSTAT 690 today

STAT 830 Experimental Design0.50 units

Review of experimental designs in a regression setting; analysis of variance; replication, balance, blocking, randomization, and interaction; one-way layout, two-way layout, and Latin square as special cases; factorial structure of treatments; covariates; treatment contrasts; two-level fractional factorial designs; fixed versus random effects; split-plot and repeated-measures designs; other topics.

LEC · Course ID 010065Archived pageSTAT 830 today

STAT 831 Generalized Linear Models and Applications0.50 units

Review of normal linear regression and maximum likelihood estimation. Computational methods, including Newton-Raphson and iteratively reweighted least squares. Binomial regression; the role of the link function. Goodness-of-fit, goodness-of-link, leverage. Poisson regression models. Generalized linear models. Other topics in regression modelling.

LEC · Course ID 003087Archived pageSTAT 831 today

STAT 833 Stochastic Processes0.50 units

Random walks, renewal theory and processes and their application, Markov chains, branching processes, statistical inference for Markov chains.

LEC · Course ID 003088Archived pageSTAT 833 today

STAT 835 Statistical Methods for Process Improvement0.50 units

Statistical methods for improving processes based on observational data. Assessment of measurement systems. Strategies for variation reduction. Process monitoring, control and adjustment. Clue generation techniques for determining the sources of variability. Variation transmission.

LEC, TUT · Course ID 003089Archived pageSTAT 835 today

STAT 840 Computational Inference0.50 units

Introduction to and application of computational methods in statistical inference. Monte Carlo evaluation of statistical procedures, exploration of the likelihood function through graphical and optimization techniques including EM. Bootstrapping, Markov Chain Monte Carlo, and other computationally intensive methods.

LEC · Course ID 003090Archived pageSTAT 840 today

STAT 841 Statistical Learning - Classification0.50 units

Given known group membership, methods which learn from data how to classify objects into the groups are treated. Review of likelihood and posterior based discrimination. Main topics include logistic regression, neural networks, tree-based methods and nearest neighbour methods. Model assessment, training and tuning.

LEC · Course ID 003091Archived pageSTAT 841 today

STAT 842 Data Visualization0.50 units

Visualization of high dimensional data including interactive methods directed at exploration and assessment of structure and dependencies in data. Methods for finding groups in data including traditional and modern methods of cluster analysis. Dimension reduction methods including multi-dimensional scaling, nonlinear and other methods.

LEC · Course ID 012612Archived pageSTAT 842 today

STAT 844 Statistical Learning - Function Estimation0.50 units

Methods for finding surfaces in high dimensions from incomplete or noisy functional information. Both data adaptive and methods based on fixed parametric structure will be treated. Model assessment, training and tuning.

LEC · Course ID 003092Archived pageSTAT 844 today

STAT 846 Mathematical Models in Finance0.50 units

Mathematical techniques used to price and hedge derivative securities in modern finance. Modelling, analysis and computations for financial derivative products, including exotic options and swaps in all asset classes. Applications of erivatives in practice.

LEC, TUT · Course ID 011270Archived pageSTAT 846 today

STAT 850 Estimation and Hypothesis Testing0.50 units

Discussion of inference problems under the headings of hypothesis testing and point and interval estimation. Frequentist and Bayesian approaches to inference. Construction and evaluation of tests and estimators. Large sample theory of point estimation.

LEC, TUT · Course ID 003094Archived pageSTAT 850 today

STAT 854 Sampling Theory and Practice0.50 units

Sources of survey error. Probability sampling designs, estimation and efficiency comparisons. Distribution theory and confidence intervals. Generalized regression estimation. Software for survey analysis.

LEC · Course ID 003097Archived pageSTAT 854 today

STAT 890 Topics in Statistics0.50 units

RDG · Course ID 010555Archived pageSTAT 890 today

STAT 891 Topics in Probability0.50 units

RDG · Course ID 010556Archived pageSTAT 891 today

STAT 901 Theory of Probability 10.50 units

Probability measures, random variables as measurable functions, expectation, independence, characteristic functions, limit theorems, applications.

LEC · Course ID 003101Archived pageSTAT 901 today

STAT 902 Theory of Probability 20.50 units

Review of conditioning on sigma-fields; martingale theory (discrete and continuous-time) and applications; counting processes; Brownian motion; stochastic differential and integral equations and applications; general theory of Markov processes (including martingale problems and semigroup theory), diffusions; weak convergence of stochastic processes on function spaces; functional versions of the central limit theorem and strong laws; convergence of empirical processes.

LEC · Course ID 003102Archived pageSTAT 902 today

STAT 906 Computer Intensive Methods for Stochastic Models in Finance0.50 units

Review of basic numerical methods. Simulation of random variables, stochastic processes and stochastic models in finance. Numerical solution of deterministic and stochastic differential equations. Valuation of complex financial instruments and derivative securities. Project and paper.

LEC · Course ID 003104Archived pageSTAT 906 today

STAT 908 Statistical Inference0.50 units

Principles of Inference: sufficiency, conditionality, and likelihood; examples and counter examples; conditional inference and ancillarity. Theory of Hypothesis Testing: Neyman-Pearson lemma; similar tests; invariant tests. Asymptotic Theory: maximum likelihood and related theory; large-sample properties of parametric significance tests. Interval Estimation: confidence intervals and significance intervals; location and scale models, conditional intervals. Introduction to Decision Theory: loss and risk functions, admissibility; minimax and Bayes rules; prior and posterior analysis. The course content of Stat 850 is a presumed prerequisite for Stat 908.

LEC · Course ID 003105Archived pageSTAT 908 today

STAT 923 Multivariate Analysis0.50 units

Multivariate problems as extensions of univariate problems, discriminant analysis, canonical correlation and principle component analysis.

LEC · Course ID 003113Archived pageSTAT 923 today

STAT 929 Time Series 10.50 units

Iterative model building. ARIMA models, application to forecasting, seasonal models, applications.

LEC · Course ID 003116Archived pageSTAT 929 today

STAT 930 Time Series 20.50 units

Multiple time series modeling including transfer function and intervention analysis. Various special topics in time series such as outliers, robustness, order determination methods, Kalman filtering, sampling and aggregation, seasonal adjustments.

LEC · Course ID 003117Archived pageSTAT 930 today

STAT 935 Analysis of Survival Data0.50 units

This course deals with methods of analyzing data on the time to failure with particular emphasis on the use of regression models for such data. Both parameteric and semi-parametric regression models will be considered.

LEC · Course ID 003120Archived pageSTAT 935 today

STAT 936 Longitudinal Data Analysis0.50 units

This course is designed to teach students the appropriate techniques for analyzing data that is collected over time. This data could arise from biomedical, population public health studies as well as finance and actuarial science applications. The course will teach how to recognize the added complexity of longitudinal data versus the univariate response data which is typically seen in introductory and generalized linear model courses. The course emphasizes the importance of the covariance structure for longitudinal responses. The students will study the difference between subject-specific and population-averaged models and how to recognize problems where one or the other approach might be more appropriate. They will be expected to use statistical software in applications in order to analyze longitudinal data.

LEC · Course ID 013084Archived pageSTAT 936 today

STAT 937 Introduction to Biostatistics and Epidemiology0.50 units

Design of medical studies including cohort designs, case-control studies and clinical trials. Measures of association in epidemiological studies. Analysis of data from cohort studies, clinical trials and case-control studies. Other topics such as multiplicity in clinical trials, group randomized designs, sequential and group sequential procedures as time permits. Use of a statistical package (e.g. SAS or S-Plus) to analyze medical data.

LEC · Course ID 003121Archived pageSTAT 937 today

STAT 938 Statistical Consulting0.50 units

This course will cover some of the basic tools of a statistical consultant. Topics will include the use of statistical packages, problem-solving techniques, discussion of common statistical consulting problems, effective communication of statistical concepts and management of consulting sessions.

LEC · Course ID 003122Archived pageSTAT 938 today

STAT 946 Topics in Probability and Statistics0.50 units

Topics of current interest

LEC · Course ID 010557Archived pageSTAT 946 today

STAT 947 Topics in Biostatistics0.50 units

Topics of current interest

LEC · Course ID 010558Archived pageSTAT 947 today