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31 - 40 of 132 results for: STATS

STATS 216V: Introduction to Statistical Learning

Overview of supervised learning, with a focus on regression and classification methods. Syllabus includes: linear and polynomial regression, logistic regression and linear discriminant analysis; cross-validation and the bootstrap, model selection and regularization methods (ridge and lasso); nonlinear models, splines and generalized additive models; tree-based methods, random forests and boosting; support-vector machines; Some unsupervised learning: principal components and clustering (k-means and hierarchical). Computing is done in R, through tutorial sessions and homework assignments. This math-light course is offered remotely only via video segments (MOOC style). TAs will host remote weekly office hours using an online platform such as Google Hangout or BlueJeans. There are four homework assignments, a midterm, and a final exam, all of which are administered remotely. Prereqs: Introductory courses in statistics or probability (e.g., Stats 60), linear algebra (e.g., Math 51), and computer programming (e.g., CS 105).
Terms: Sum | Units: 3

STATS 217: Introduction to Stochastic Processes I

Discrete and continuous time Markov chains, poisson processes, random walks, branching processes, first passage times, recurrence and transience, stationary distributions. Non-Statistics masters students may want to consider taking STATS 215 instead. Prerequisite: STATS 116 or consent of instructor.
Terms: Win, Sum | Units: 2-3

STATS 218: Introduction to Stochastic Processes II

Renewal theory, Brownian motion, Gaussian processes, second order processes, martingales.
Terms: Spr | Units: 3

STATS 219: Stochastic Processes (MATH 136)

Introduction to measure theory, Lp spaces and Hilbert spaces. Random variables, expectation, conditional expectation, conditional distribution. Uniform integrability, almost sure and Lp convergence. Stochastic processes: definition, stationarity, sample path continuity. Examples: random walk, Markov chains, Gaussian processes, Poisson processes, Martingales. Construction and basic properties of Brownian motion. Prerequisite: STATS 116 or MATH 151 or equivalent. Recommended: MATH 115 or equivalent.
Terms: Aut | Units: 3

STATS 221: Introduction to Mathematical Finance

Interest rate and discounted value. Financial derivatives, hedging, and risk management. Stochastic models of financial markets, introduction to Ito calculus and stochastic differential equations. Black-Scholes pricing of European options. Optimal stopping and American options. Prerequisites: MATH 53, STATS 116, or equivalents.

STATS 222: Statistical Methods for Longitudinal Research (EDUC 351A)

Research designs and statistical procedures for time-ordered (repeated-measures) data. The analysis of longitudinal panel data is central to empirical research on learning, development, aging, and the effects of interventions. Topics include: measurement of change, growth curve models, analysis of durations including survival analysis, experimental and non-experimental group comparisons, reciprocal effects, stability. See http://rogosateaching.com/stat222/. Prerequisite: intermediate statistical methods
Last offered: Autumn 2015

STATS 229: Machine Learning (CS 229)

Topics: statistical pattern recognition, linear and non-linear regression, non-parametric methods, exponential family, GLMs, support vector machines, kernel methods, model/feature selection, learning theory, VC dimension, clustering, density estimation, EM, dimensionality reduction, ICA, PCA, reinforcement learning and adaptive control, Markov decision processes, approximate dynamic programming, and policy search. Prerequisites: linear algebra, and basic probability and statistics.
Terms: Aut | Units: 3-4

STATS 231: Statistical Learning Theory (CS 229T)

How do we formalize what it means for an algorithm to learn from data? This course focuses on developing mathematical tools for answering this question. We will present various common learning algorithms and prove theoretical guarantees about them. Topics include classical asymptotics, method of moments, generalization bounds via uniform convergence, kernel methods, online learning, and multi-armed bandits. Prerequisites: A solid background in linear algebra and probability theory, statistics and machine learning ( STATS 315A or CS 229). Convex optimization ( EE 364A) is helpful but not required.
Terms: Spr | Units: 3
Instructors: Duchi, J. (PI)

STATS 237: Theory of Investment Portfolios and Derivative Securities

Asset returns and their volatilities. Markowitz portfolio theory, capital asset pricing model, multifactor pricing models. Measures of market risk. Financial derivatives and hedging. Black-Scholes pricing of European options. Valuation of American options. Implied volatility and the Greeks. Prerequisite: STATS 116 or equivalent
Terms: Sum | Units: 3

STATS 237P: Theory of Investment Portfolios and Derivative Securities

For SCPD students; see STATS237
Terms: Sum | Units: 3
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