## STATS 206: Applied Multivariate Analysis

Introduction to the statistical analysis of several quantitative measurements on each observational unit. Emphasis is on concepts, computer-intensive methods. Examples from economics, education, geology, psychology. Topics: multiple regression, multivariate analysis of variance, principal components, factor analysis, canonical correlations, multidimensional scaling, clustering. Pre- or corequisite: 200.

Terms: Aut
| Units: 3

Instructors:
Taylor, J. (PI)
;
Ren, Z. (TA)

## 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.
http://statweb.stanford.edu/~adembo/math-136/

Terms: Aut
| Units: 3

Instructors:
Dembo, A. (PI)
;
Hui, Y. (TA)

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

See
http://rogosateaching.com/stat222/. 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. Prerequisite: intermediate statistical methods

Terms: Aut
| Units: 2-3

Instructors:
Rogosa, D. (PI)

## 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

Instructors:
Boneh, D. (PI)
;
Ng, A. (PI)
;
Qu, S. (PI)
;
Avati, A. (TA)
;
Cho, P. (TA)
;
Dery, L. (TA)
;
Dwaracherla, V. (TA)
;
Genthial, G. (TA)
;
Haque, A. (TA)
;
Heereguppe Radhakrishna, S. (TA)
;
Huang, J. (TA)
;
Irvin, J. (TA)
;
Jiang, Q. (TA)
;
Koochak, Z. (TA)
;
Le Calonnec, Y. (TA)
;
Legros, F. (TA)
;
Li, H. (TA)
;
Liu, V. (TA)
;
Liu, X. (TA)
;
Mahajan, A. (TA)
;
Mehra, S. (TA)
;
Meng, C. (TA)
;
Oshri, B. (TA)
;
Patil, I. (TA)
;
Sankar, V. (TA)
;
Voisin, M. (TA)
;
Wu, Y. (TA)
;
Xie, Z. (TA)
;
Yue, C. (TA)
;
Zhang, B. (TA)

## STATS 240: Statistical Methods in Finance

(SCPD students register for 240P.) Regression analysis and applications to investment models. Principal components and multivariate analysis. Likelihood inference and Bayesian methods. Financial time series. Estimation and modeling of volatilities. Statistical methods for portfolio management. Prerequisite:
STATS 200 or equivalent.

Terms: Aut
| Units: 3-4

## STATS 240P: Statistical Methods in Finance

For SCPD students; see 240.

Terms: Aut
| Units: 3

## STATS 260A: Workshop in Biostatistics (BIODS 260A)

Applications of statistical techniques to current problems in medical science. To receive credit for one or two units, a student must attend every workshop. To receive two units, in addition to attending every workshop, the student is required to write an acceptable one page summary of two of the workshops, with choices made by the student.

Terms: Aut
| Units: 1-2
| Repeatable for credit

Instructors:
Palacios, J. (PI)
;
Sabatti, C. (PI)

## STATS 285: Massive Computational Experiments, Painlessly

Ambitious Data Science requires massive computational experimentation; the entry ticket for a solid PhD in some fields is now to conduct experiments involving 1 Million CPU hours. Recently several groups have created efficient computational environments that make it painless to run such massive experiments. This course reviews state-of-the-art practices for doing massive computational experiments on compute clusters in a painless and reproducible manner. Students will learn how to automate their computing experiments first of all using nuts-and-bolts tools such as Perl and Bash, and later using available comprehensive frameworks such as ClusterJob and CodaLab, which enables them to take on ambitious Data Science projects. The course also features few guest lectures by renowned scientists in the field of Data Science. Students should have a familiarity with computational experiments and be facile in some high-level computer language such as R, Matlab, or Python.

Terms: Aut
| Units: 1-2

Instructors:
Donoho, D. (PI)
;
Monajemi, H. (PI)

## STATS 298: Industrial Research for Statisticians

Masters-level research as in 299, but with the approval and supervision of a faculty adviser, it must be conducted for an off-campus employer. Students must submit a written final report upon completion of the internship in order to receive credit. Repeatable for credit. Prerequisite: enrollment in Statistics M.S. program.

Terms: Aut, Win, Spr, Sum
| Units: 1
| Repeatable for credit

Instructors:
Candes, E. (PI)
;
Chatterjee, S. (PI)
;
Dembo, A. (PI)
...
more instructors for STATS 298 »

Instructors:
Candes, E. (PI)
;
Chatterjee, S. (PI)
;
Dembo, A. (PI)
;
Diaconis, P. (PI)
;
Donoho, D. (PI)
;
Duchi, J. (PI)
;
Efron, B. (PI)
;
Friedman, J. (PI)
;
Hastie, T. (PI)
;
Holmes, S. (PI)
;
Ioannidis, J. (PI)
;
Johnstone, I. (PI)
;
Lai, T. (PI)
;
Liang, P. (PI)
;
Montanari, A. (PI)
;
Olshen, R. (PI)
;
Owen, A. (PI)
;
Rajaratnam, B. (PI)
;
Romano, J. (PI)
;
Sabatti, C. (PI)
;
Siegmund, D. (PI)
;
Switzer, P. (PI)
;
Taylor, J. (PI)
;
Tibshirani, R. (PI)
;
Wager, S. (PI)
;
Walther, G. (PI)
;
Wong, W. (PI)

## STATS 299: Independent Study

For Statistics M.S. students only. Reading or research program under the supervision of a Statistics faculty member. May be repeated for credit.

Terms: Aut, Win, Spr, Sum
| Units: 1-10
| Repeatable for credit

Instructors:
Baiocchi, M. (PI)
;
Candes, E. (PI)
;
Chatterjee, S. (PI)
...
more instructors for STATS 299 »

Instructors:
Baiocchi, M. (PI)
;
Candes, E. (PI)
;
Chatterjee, S. (PI)
;
Dembo, A. (PI)
;
Diaconis, P. (PI)
;
Donoho, D. (PI)
;
Duchi, J. (PI)
;
Efron, B. (PI)
;
Friedman, J. (PI)
;
Hastie, T. (PI)
;
Holmes, S. (PI)
;
Johnstone, I. (PI)
;
Lai, T. (PI)
;
Montanari, A. (PI)
;
Narasimhan, B. (PI)
;
Owen, A. (PI)
;
Rajaratnam, B. (PI)
;
Rogosa, D. (PI)
;
Romano, J. (PI)
;
Sabatti, C. (PI)
;
Siegmund, D. (PI)
;
Switzer, P. (PI)
;
Taylor, J. (PI)
;
Tibshirani, R. (PI)
;
Wager, S. (PI)
;
Walther, G. (PI)
;
Wong, W. (PI)