STAT 600s

STAT 690 Literature and Research Studies (0.50) RDGCourse ID: 010554
1 Computational Methods-Finance

STAT 800s

STAT 830 Experimental Design (0.50) LECCourse ID: 010065
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.
Antirequisite: STAT 430.

STAT 831 Generalized Linear Models and Applications (0.50) LECCourse ID: 003087
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.
Antirequisite: STAT 431.

STAT 833 Stochastic Processes (0.50) LECCourse ID: 003088
Random walks, renewal theory and processes and their application, Markov chains, branching processes, statistical inference for Markov chains.
Antirequisite: STAT 433.

STAT 835 Statistical Methods for Process Improvement (0.50) LEC,TUTCourse ID: 003089
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.
Antirequisite: STAT 435

STAT 840 Computational Inference (0.50) LECCourse ID: 003090
(Cross-listed with CM 761)
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.
Antirequisite: CM 461; STAT 440

STAT 841 Statistical Learning - Classification (0.50) LECCourse ID: 003091
(Cross-listed with CM 763)
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.
Antirequisite: CM 463; STAT 441

STAT 842 Data Visualization (0.50) LECCourse ID: 012612
(Cross-listed with CM 762)
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.
Antirequisite: CM 462; STAT 442

STAT 844 Statistical Learning - Function Estimation (0.50) LECCourse ID: 003092
(Cross-listed with CM 764)
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.
Antirequisite: CM 464; STAT 444

STAT 846 Mathematical Models in Finance (0.50) LEC,TUTCourse ID: 011270
(Cross-listed with ACTSC 846)
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.
Antirequisite: STAT 446; ACTSC 446

STAT 850 Estimation and Hypothesis Testing (0.50) LEC,TUTCourse ID: 003094
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.
Antirequisite: STAT 450

STAT 854 Sampling Theory and Practice (0.50) LECCourse ID: 003097
Sources of survey error. Probability sampling designs, estimation and efficiency comparisons. Distribution theory and confidence intervals. Generalized regression estimation. Software for survey analysis.
Antirequisite: STAT 454.

STAT 890 Topics in Statistics (0.50) RDGCourse ID: 010555
1 Stat. Survey Design & Analysis
2 Gen Hyperbol Distr&Appl-Financ
3 Analysis of Missing Data
4 Spatial Statistics
5 Data Visualization
6 Analysis - Complex Survey Data
7 Stochastic Differential Eqtns

STAT 891 Topics in Probability (0.50) RDGCourse ID: 010556

STAT 900s

STAT 901 Theory of Probability 1 (0.50) LECCourse ID: 003101
Probability measures, random variables as measurable functions, expectation, independence, characteristic functions, limit theorems, applications.

STAT 902 Theory of Probability 2 (0.50) LECCourse ID: 003102
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.
Antirequisite: ECE 780

STAT 906 Computer Intensive Methods for Stochastic Models in Finance (0.50) LECCourse ID: 003104
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.

STAT 908 Statistical Inference (0.50) LECCourse ID: 003105
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.

STAT 923 Multivariate Analysis (0.50) LECCourse ID: 003113
Multivariate problems as extensions of univariate problems, discriminant analysis, canonical correlation and principle component analysis.

STAT 929 Time Series 1 (0.50) LECCourse ID: 003116
Iterative model building. ARIMA models, application to forecasting, seasonal models, applications.

STAT 930 Time Series 2 (0.50) LECCourse ID: 003117
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.

STAT 935 Analysis of Survival Data (0.50) LECCourse ID: 003120
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.

STAT 936 Longitudinal Data Analysis (0.50) LECCourse ID: 013084
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.
Prerequisite: STAT 431/831 and STAT 330

STAT 937 Introduction to Biostatistics and Epidemiology (0.50) LECCourse ID: 003121
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.

STAT 938 Statistical Consulting (0.50) LECCourse ID: 003122
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.

STAT 946 Topics in Probability and Statistics (0.50) LECCourse ID: 010557
Topics of current interest
Instructor Consent Required
1 Opt Portfolios in Cont Time
2 Non-parametric Models
3 Learning Ensembles of Models
4 Estimating Functions
5 Statistical Genetics
6 Comptnl Tools in Ruin & Que Th
7 Analysis of Longitudinal Data
8 Non-Paramtrc Rgrssn w/Applctns
9 Stat Analys of Incomplete Data
10 Neuroinformatics
11 Advncd Computational Inference
12 Spatial Statistics
13 Kernels & Ensembles
14 Machine Learning
15 Saddle point methods
16 Financial Econometrics

STAT 947 Topics in Biostatistics (0.50) LECCourse ID: 010558
Topics of current interest
Instructor Consent Required
1 Analysis of Life History Data
2 Neuroinformatics
3 Event History Analysis
4 Analy Longitudinal Data Biosta
5 Measurement Error&Missing Data
6 Correlated Data Analysis
7 Missing data + Measrmnt error
8 Event History Methods