Recent Applications of Probability and Statistics

Catalog description

This course develops the mathematical foundations of modern applications of statistics to the computational, cognitive, engineering, and neural sciences. The course is rigorous, but the emphasis is on application. Topics include: Gibbs ensembles and their relation to maximum entropy, large deviations, exponential models and information theory; statistical estimation and classification; graphical models, dynamic programming, MCMC, parameter estimation, and the EM algorithm. Graduate version: 2610; Undergraduate version: 1740. Prerequisites: Multivariable calculus; Linear algebra; APMA 1655 or equivalent, programming experience, strong mathematics background. APMA 1200 or APMA 1690 or similar courses recommended. MATH 1010 or equivalent is recommended for APMA 2610 .