## CS 229M: Machine Learning Theory (STATS 214)

How do we use mathematical thinking to design better machine learning methods? This course focuses on developing mathematical tools for answering these questions. This course will cover fundamental concepts and principled algorithms in machine learning. We have a special focus on modern large-scale non-linear models such as matrix factorization models and deep neural networks. In particular, we will cover concepts and phenomenon such as uniform convergence, double descent phenomenon, implicit regularization, and problems such as matrix completion, bandits, and online learning (and generally sequential decision making under uncertainty). Prerequisites: linear algebra (
MATH 51 or
CS 205), probability theory (
STATS 116,
MATH 151 or
CS 109), and machine learning (
CS 229,
STATS 229, or
STATS 315A).

Terms: Win
| Units: 3

## CS 339N: Machine Learning Methods for Neural Data Analysis (NBIO 220, STATS 220, STATS 320)

With modern high-density electrodes and optical imaging techniques, neuroscientists routinely measure the activity of hundreds, if not thousands, of cells simultaneously. Coupled with high-resolution behavioral measurements, genetic sequencing, and connectomics, these datasets offer unprecedented opportunities to learn how neural circuits function. This course will study statistical machine learning methods for analysing such datasets, including: spike sorting, calcium deconvolution, and voltage smoothing techniques for extracting relevant signals from raw data; markerless tracking methods for estimating animal pose in behavioral videos; network models for connectomics and fMRI data; state space models for analysis of high-dimensional neural and behavioral time-series; point process models of neural spike trains; and deep learning methods for neural encoding and decoding. We will develop the theory behind these models and algorithms and then apply them to real datasets in the homeworks
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With modern high-density electrodes and optical imaging techniques, neuroscientists routinely measure the activity of hundreds, if not thousands, of cells simultaneously. Coupled with high-resolution behavioral measurements, genetic sequencing, and connectomics, these datasets offer unprecedented opportunities to learn how neural circuits function. This course will study statistical machine learning methods for analysing such datasets, including: spike sorting, calcium deconvolution, and voltage smoothing techniques for extracting relevant signals from raw data; markerless tracking methods for estimating animal pose in behavioral videos; network models for connectomics and fMRI data; state space models for analysis of high-dimensional neural and behavioral time-series; point process models of neural spike trains; and deep learning methods for neural encoding and decoding. We will develop the theory behind these models and algorithms and then apply them to real datasets in the homeworks and final project.This course is similar to
STATS215: Statistical Models in Biology and
STATS366: Modern Statistics for Modern Biology, but it is specifically focused on statistical machine learning methods for neuroscience data. Prerequisites: Students should be comfortable with basic probability (
STATS 116) and statistics (at the level of
STATS 200). This course will place a heavy emphasis on implementing models and algorithms, so coding proficiency is required.

Terms: Win
| Units: 3

## MATH 230A: Theory of Probability I (STATS 310A)

Mathematical tools: sigma algebras, measure theory, connections between coin tossing and Lebesgue measure, basic convergence theorems. Probability: independence, Borel-Cantelli lemmas, almost sure and Lp convergence, weak and strong laws of large numbers. Large deviations. Weak convergence; central limit theorems; Poisson convergence; Stein's method. Prerequisites:
STATS 116,
MATH 171.

Terms: Aut
| Units: 3

## NBIO 220: Machine Learning Methods for Neural Data Analysis (CS 339N, STATS 220, STATS 320)

With modern high-density electrodes and optical imaging techniques, neuroscientists routinely measure the activity of hundreds, if not thousands, of cells simultaneously. Coupled with high-resolution behavioral measurements, genetic sequencing, and connectomics, these datasets offer unprecedented opportunities to learn how neural circuits function. This course will study statistical machine learning methods for analysing such datasets, including: spike sorting, calcium deconvolution, and voltage smoothing techniques for extracting relevant signals from raw data; markerless tracking methods for estimating animal pose in behavioral videos; network models for connectomics and fMRI data; state space models for analysis of high-dimensional neural and behavioral time-series; point process models of neural spike trains; and deep learning methods for neural encoding and decoding. We will develop the theory behind these models and algorithms and then apply them to real datasets in the homeworks and final project.This course is similar to
STATS215: Statistical Models in Biology and
STATS366: Modern Statistics for Modern Biology, but it is specifically focused on statistical machine learning methods for neuroscience data. Prerequisites: Students should be comfortable with basic probability (
STATS 116) and statistics (at the level of
STATS 200). This course will place a heavy emphasis on implementing models and algorithms, so coding proficiency is required.

Terms: Win
| Units: 3

## STATS 116: Theory of Probability

Probability spaces as models for phenomena with statistical regularity. Discrete spaces (binomial, hypergeometric, Poisson). Continuous spaces (normal, exponential) and densities. Random variables, expectation, independence, conditional probability. Introduction to the laws of large numbers and central limit theorem. Prerequisites:
MATH 52 and familiarity with infinite series, or equivalent.

Terms: Aut, Spr
| Units: 4
| UG Reqs: GER:DB-Math, WAY-AQR, WAY-FR

Instructors:
Dubey, P. (PI)
;
Schramm, T. (PI)
;
Bhattacharya, S. (TA)
...
more instructors for STATS 116 »

Instructors:
Dubey, P. (PI)
;
Schramm, T. (PI)
;
Bhattacharya, S. (TA)
;
Fry, K. (TA)
;
Gonzalez, X. (TA)
;
Gupta, S. (TA)
;
Han, K. (TA)
;
Tirlea, M. (TA)
;
Zhou, K. (TA)

## STATS 214: Machine Learning Theory (CS 229M)

How do we use mathematical thinking to design better machine learning methods? This course focuses on developing mathematical tools for answering these questions. This course will cover fundamental concepts and principled algorithms in machine learning. We have a special focus on modern large-scale non-linear models such as matrix factorization models and deep neural networks. In particular, we will cover concepts and phenomenon such as uniform convergence, double descent phenomenon, implicit regularization, and problems such as matrix completion, bandits, and online learning (and generally sequential decision making under uncertainty). Prerequisites: linear algebra (
MATH 51 or
CS 205), probability theory (
STATS 116,
MATH 151 or
CS 109), and machine learning (
CS 229,
STATS 229, or
STATS 315A).

Terms: Win
| Units: 3

## STATS 220: Machine Learning Methods for Neural Data Analysis (CS 339N, NBIO 220, STATS 320)

With modern high-density electrodes and optical imaging techniques, neuroscientists routinely measure the activity of hundreds, if not thousands, of cells simultaneously. Coupled with high-resolution behavioral measurements, genetic sequencing, and connectomics, these datasets offer unprecedented opportunities to learn how neural circuits function. This course will study statistical machine learning methods for analysing such datasets, including: spike sorting, calcium deconvolution, and voltage smoothing techniques for extracting relevant signals from raw data; markerless tracking methods for estimating animal pose in behavioral videos; network models for connectomics and fMRI data; state space models for analysis of high-dimensional neural and behavioral time-series; point process models of neural spike trains; and deep learning methods for neural encoding and decoding. We will develop the theory behind these models and algorithms and then apply them to real datasets in the homeworks and final project.This course is similar to
STATS215: Statistical Models in Biology and
STATS366: Modern Statistics for Modern Biology, but it is specifically focused on statistical machine learning methods for neuroscience data. Prerequisites: Students should be comfortable with basic probability (
STATS 116) and statistics (at the level of
STATS 200). This course will place a heavy emphasis on implementing models and algorithms, so coding proficiency is required.

Terms: Win
| Units: 3

## STATS 270: A Course in Bayesian Statistics (STATS 370)

This course will treat Bayesian statistics at a relatively advanced level. Assuming familiarity with standard probability and multivariate distribution theory, we will provide a discussion of the mathematical and theoretical foundation for Bayesian inferential procedures. In particular, we will examine the construction of priors and the asymptotic properties of likelihoods and posterior distributions. The discussion will include but will not be limited to the case of finite dimensional parameter space. There will also be some discussions on the computational algorithms useful for Bayesian inference. Prerequisites:
Stats 116 or equivalent probability course, plus basic programming knowledge; basic calculus, analysis and linear algebra strongly recommended;
Stats 200 or equivalent statistical theory course desirable.

Terms: Win
| Units: 3

Instructors:
Wong, W. (PI)
;
Wang, Y. (TA)

## STATS 300A: Theory of Statistics I

Finite sample optimality of statistical procedures; Decision theory: loss, risk, admissibility; Principles of data reduction: sufficiency, ancillarity, completeness; Statistical models: exponential families, group families, nonparametric families; Point estimation: optimal unbiased and equivariant estimation, Bayes estimation, minimax estimation; Hypothesis testing and confidence intervals: uniformly most powerful tests, uniformly most accurate confidence intervals, optimal unbiased and invariant tests. Prerequisites: Real analysis, introductory probability (at the level of
STATS 116), and introductory statistics.

Terms: Aut
| Units: 3

## STATS 310A: Theory of Probability I (MATH 230A)

Mathematical tools: sigma algebras, measure theory, connections between coin tossing and Lebesgue measure, basic convergence theorems. Probability: independence, Borel-Cantelli lemmas, almost sure and Lp convergence, weak and strong laws of large numbers. Large deviations. Weak convergence; central limit theorems; Poisson convergence; Stein's method. Prerequisites:
STATS 116,
MATH 171.

Terms: Aut
| Units: 3

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