MS&E 317: Algorithms for Modern Data Models (CS 263)
We traditionally think of algorithms as running on data available in a single location, typically main memory. In many modern applications including web analytics, search and data mining, computational biology, finance, and scientific computing, the data is often too large to reside in a single location, is arriving incrementally over time, is noisy/uncertain, or all of the above. Paradigms such as mapreduce, streaming, sketching, Distributed Hash Tables, Bulk Synchronous Processing, and random walks have proved useful for these applications. This course will provide an introduction to the design and analysis of algorithms for these modern data models. Prerequisite: Algorithms at the level of
CS 261.
Terms: not given this year

Units: 3

Grading: Letter or Credit/No Credit
MS&E 318: LargeScale Numerical Optimization (CME 338)
The main algorithms and software for constrained optimization emphasizing the sparsematrix methods needed for their implementation. Iterative methods for linear equations and least squares. The simplex method. Basis factorization and updates. Interior methods. The reducedgradient method, augmented Lagrangian methods, and SQP methods. Prerequisites: Basic numerical linear algebra, including LU, QR, and SVD factorizations, and an interest in MATLAB, sparsematrix methods, and gradientbased algorithms for constrained optimization. Recommended: MS&E 310, 311, 312, 314, or 315;
CME 108, 200, 302, 304, 334, or 335.
Terms: Spr

Units: 3

Grading: Letter (ABCD/NP)
Instructors:
Saunders, M. (PI)
MS&E 319: Approximation Algorithms
Combinatorial and mathematical programming techniques to derive approximation algorithms for NPhard optimization problems. Prossible topics include: greedy algorithms for vertex/set cover; rounding LP relaxations of integer programs; primaldual algorithms; semidefinite relaxations. May be repeated for credit. Prerequisites: 112 or
CS 161.
Terms: not given this year

Units: 3

Repeatable for credit

Grading: Letter or Credit/No Credit
MS&E 321: Stochastic Systems
Topics in stochastic processes, emphasizing applications. Markov chains in discrete and continuous time; Markov processes in general state space; Lyapunov functions; regenerative process theory; renewal theory; martingales, Brownian motion, and diffusion processes. Application to queueing theory, storage theory, reliability, and finance. Prerequisites: 221 or
STATS 217;
MATH 113, 115. (Glynn)
Terms: Spr

Units: 3

Grading: Letter or Credit/No Credit
Instructors:
Blanchet Mancilla, J. (PI)
MS&E 322: Stochastic Calculus and Control
Ito integral, existence and uniqueness of solutions of stochastic differential equations (SDEs), diffusion approximations, numerical solutions of SDEs, controlled diffusions and the HamiltonJacobiBellman equation, and statistical inference of SDEs. Applications to finance and queueing theory. Prerequisites: 221 or
STATS 217:
MATH 113, 115.
Terms: Spr

Units: 3

Grading: Letter or Credit/No Credit
Instructors:
Glynn, P. (PI)
MS&E 324: Stochastic Methods in Engineering (CME 308, MATH 228)
The basic limit theorems of probability theory and their application to maximum likelihood estimation. Basic Monte Carlo methods and importance sampling. Markov chains and processes, random walks, basic ergodic theory and its application to parameter estimation. Discrete time stochastic control and Bayesian filtering. Diffusion approximations, Brownian motion and an introduction to stochastic differential equations. Examples and problems from various applied areas. Prerequisites: exposure to probability and background in analysis.
Terms: Spr

Units: 3

Grading: Letter or Credit/No Credit
Instructors:
Glynn, P. (PI)
MS&E 325: Advanced Topics in Applied Probability
Current stochastic models, motivated by a wide range of applications in engineering, business, and science, as well as the design and analysis of associated computational methods for performance analysis and control of such stochastic systems.
Terms: Win

Units: 3

Grading: Letter or Credit/No Credit
MS&E 326: Advanced Topics in Game Theory with Engineering Applications
Advanced Topics in Game Theory with Engineering Applications
Terms: Spr

Units: 3

Repeatable for credit

Grading: Letter or Credit/No Credit
MS&E 330: Law, Order & Algorithms (SOC 279)
Data and algorithms are rapidly transforming law enforcement and criminal justice, including how police officers are deployed, how discrimination is detected, and how sentencing, probation, and parole terms are set. Modern computational and statistical methods offer the promise of greater efficiency, equity, and transparency, but their use also raises complex legal, social, and ethical questions. In this course, we analyze recent court decisions, discuss methods from machine learning and game theory, and examine the often subtle relationship between law, public policy, and statistics. The class is centered around several dataintensive projects in criminal justice that students work on in interdisciplinary teams. Students work closely with criminal justice agencies to carry out these projects, with the goal of producing research that impacts policy. Students with a background in statistics, computer science, law, and/or public policy are encouraged to participate. Enrollment is limited, and project teams will be selected during the first week of class.
Terms: Spr

Units: 3

Grading: Letter (ABCD/NP)
Instructors:
Goel, S. (PI)
MS&E 332: Topics in Social Algorithms
In depth discussion of selected research topics in social algorithms, including networked markets, collective decision making, recommendation and reputation systems, prediction markets, social computing, and social choice theory. The class will include a theoretical project and a paper presentation. Prerequisites:
CS 261 or equivalent; understanding of basic game theory.
Terms: not given this year

Units: 3

Grading: Letter or Credit/No Credit
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