Mathematics & Statistics

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  • CAS MA 583: Introduction to Stochastic Processes
    Basic concepts and techniques of stochastic process as they are most often used to construct models for a variety of problems of practical interest. Topics include Markov chains, Poisson process, birth and death processes, queuing theory, renewal processes, and reliability.
  • CAS MA 584: Multivariate Statistical Analysis
    Presents statistical concepts and methods, and their application for the exploration, regression, testing, visualization, and clustering of multivariate data. Both classical and modern techniques are developed, including methods for analysis of high dimensional and non-euclidean data.
  • CAS MA 585: Time Series and Forecasting
    Autocorrelation and partial autocorrelation functions; stationary and nonstationary processes; ARIMA and Seasonal ARIMA model identification, estimation, diagnostics, and forecasting. Modeling financial data via ARCH and GARCH models. Volatility estimation; additional topics, including long-range dependence and state-space models.
  • CAS MA 588: Nonparametric Statistics
    The theory and logic in the development of nonparametric techniques including order statistics, tests based on runs, goodness of fit, rank-order (for location and scale), measures of association, analysis of variance, asymptotic relative efficiency.
  • CAS MA 589: Computational Statistics
    Topics from computational statistics that are relevant to modern statistical applications: random number generation, sampling, Monte Carlo methods, computational inference, MCMC methods, graphical models, data partitioning, and bootstrapping. Emphasis on developing solid conceptual understanding of the methods through applications.
  • CAS MA 592: Introduction to Causal Inference
    Concepts and methods for causal inference. You may have heard "association does not imply causation." But, what implies causation? In this course, we study how to estimate causal effects from data. We cover both experimental and non-experimental settings.

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