Overview of Quantitative Courses for 2020-2021

This is an unofficial list of quantitative courses anticipated to be offered in the coming year. Finalized course schedules are published on the Registrar’s Course Search page. For course categorization, please refer to our Course Overview Table.

Booth School of Business

BUSN 36906  Stochastic Processes
BUSN 37906   Applied Bayesian Econometrics
BUSN 41000   Business Statistics
BUSN 41100   Applied Regression Analysis
BUSN 41201   Big Data
BUSN 41202   Analysis of Financial Time Series
BUSN 41203 Financial Econometrics
BUSN 41204    Machine Learning
BUSN 41301    Statistical Insight into Marketing, Consulting, and Entrepreneurship
BUSN 41600/ECPN 51400   Econometrics and Statistics Colloquium
BUSN 41901/STAT 32400    Probability and Statistics
BUSN 41902/STAT 32900    Statistical Inference
BUSN 41903    Applied Econometrics
BUSN 41910/STAT 33500    Time Series Analysis for Forecasting and Model Building
BUSN 41916    Bayes, AI, and Deep Learning
BUSN 40206  Healthcare Business Analytics

 

Comparative Human Development

CHDV 30102/MACS 50100/ PBHS 43201/ SOCI 30315/STAT 31900      Introduction to Causal Inference

 

Committee on Clinical and Transnational Science (CCTS)

CCTS 40500/CCTS 20500/BIOS 29208     Machine Learning & Advanced Analytics in Science

 

Economics

ECMA 31000   Introduction to Empirical  Analysis (Fall)
ECMA 31130   Topics in Microeconometrics (Fall)
ECMA 31340   Big Data Tools in Economics (Fall)
ECON 31000    Empirical Analysis I
ECON 31100   Empirical Analysis II
ECON 31200    Empirical Analysis III
ECON 31703    Topics in Econometrics
ECON 31720    Applied Microeconometrics
ECON 31740/PPHA 48403    Optimization-Conscious Econometrics
ECON 31750 Topics on the Analysis of Randomized Experiments
ECON 35003    Human Capital, Markets, and the Family
ECON 35550/PPHA 35561/ECMA 35550 The Practicalities of Running Randomized Control Trials

 

Social Sciences Division

MACS 31300     AI Applications in the Social Sciences
MACS 33002    Introduction to Machine Learning
MACS 37000/SOCI 30332  Thinking with Deep Learning for Complex Social and Cultural Data Analysis
MACS 40101/SOCI 40248  Social Network Analysis
MACS 40800    Unsupervised Machine Learning
MACS 60000/SOCI 40133/CHDV 30510    Computational Content Analysis
MACS XXXXX  Uncertainty, Causality, and the Politics of Science
MAPS 31701   Data Analysis & Statistics
MAPS 31702    Data Science
SOSC 36006    Foundations of Statistical Theory
SOSC 36007    Overview of Quantitative Methods in Social and Behavioral Sciences
SOSC 36008/CHDV 36008/PSYC 28926  Principles and Methods of Measurement

 

Public Health Sciences

PBHS 30910/STAT 22810/PPHA 36410/ENST 27400/BIOS 27810 Epidemiology and Population Health
PBHS 31001/STAT 35700     Epidemiologic Methods
PBHS 32100/ CCTS 45000    Introduction to Biostatistics
PBHS 32410/STAT 22401     Regression Analysis for Health and Social Research
PBHS 32700/STAT 22700 Biostatistical Methods
PBHS 32901/STAT 35201    Introduction to Clinical Trials
PBHS 33300/STAT 36900   Applied Longitudinal Data Analysis
PBHS 33400/CHDV 32401    Multilevel Modeling
PBHS 33500/STAT 35800/CHDV 32702    Statistical Applications
PBHS 34500   Machine Learning
PBHS 35100/HLTH 29100/PPHA 38010/SSAD 46300        Health Services Research Methods
PBHS 40500   Advanced Epidemiologic Methods
PBHS 43010/STAT 35920     Applied Bayesian Modeling and Inference

 

Political Science

PLSC 30500    Introduction to Quantitative Social Sciences
PLSC 30600    Causal Inference
PLSC 30700   Introduction to Linear Models
PLSC 31510    Introduction to Text as Data for Social Science
PLSC 48401/PPHA 39830  Quantitative Security
PLSC 57200/SOCI 50096    Network Analysis

Harris School of Public Policy

PBPL 26400    Quantitative Methods in Public Policy
PPHA 30545   Machine Learning
PPHA 31002   Statistics for Data Analysis I
PPHA 31102    Statistical Data Analysis II
PPHA 31202   Advanced Statistics for Data Analysis I
PPHA 31302    Advanced Statistics for Data Analysis II
PPHA 34600    Program Evaluation
PPHA 38520   GIS Applications for Public Policy
PPHA 41300    Cost Benefit Analysis
PPHA 41600    Survey Research Methodology
PPHA 41800/PSYC 47500  Survey Questionnaire Design
PPHA 42000  Applied Econometrics I
PPHA 42100   Applied Econometrics II
PPHA 42200  Applied Econometrics III
PPHA 44900  Social Experiments Design and Generalization

 

Psychology

PSYC 20250/EDSO 20250/ENST 20250  Introduction to Statistical Concepts and Methods
PSYC 26010   Big Data in the Psychological Sciences
PSYC 34410/CPNS 33200
    Computational Approaches for Cognitive Neuroscience
PSYC 36210/CPNS 31000M   Mathematical Methods for Biological Sciences I
PSYC 36211/CPNS 31100      Mathematical Methods for Biological Sciences II
PSYC 37900   Experimental Design II
PSYC 37300 Experimental Design and Statistical Modeling I (Winter)

 

Sociology

SOCI 30004     Statistical Methods of Research 1
SOCI 30005     Statistical Methods of Research 2
SOCI 20157/30157 Mathematical Models
SOCI 30253/MACS 54000     Introduction to Spatial Data Science
SOCI 40103    Event History Analysis

 

Statistics

STAT 22000    Statistical Models and Applications
STAT 22200    Linear Models and Experimental Design
STAT 22400/PBHS 32400 Applied Regression Analysis
STAT 23400    Statistical Models and Methods I
STAT 24400    Statistical Theory and Methods I
STAT 24500  Statistical Theory and Methods II
STAT 24410/STAT 30030    Statistical Theory and Methods Ia
STAT 24510/STAT 30040    Statistical Theory and Methods IIa
STAT 24620/STAT 32950    Multivariate Statistical Analysis: Applications and Techniques
STAT 25100    Introduction to Mathematical Probability
STAT 25150   Introduction to Mathematical Probability-A
STAT 26100/33600    Time Dependent Data
STAT 26300/35490    Introduction to Statistical Genetics
STAT 27410   Introduction to Bayesian Data analysis
STAT 27420   Introduction to Causality with Machine Learning
STAT 27700/CMSC 25300    Mathematical Foundations of Machine Learning
STAT 27725   Machine Learning
STAT 30400    Distribution Theory
STAT 30750/24300    Numerical Linear Algebra
STAT 31150/CAAM 31150    Inverse Problems and Data Assimilation
STAT 31200   Introduction to Stochastic Processes I
STAT 32940/FINM 33180/CAAM 32940    Multivariate Data Analysis via Matrix Decompositions
STAT 33100      Sample Surveys
STAT 34300     Applied Linear Statistical Methods

 

Course Descriptions

BUSN 36906-50 Stochastic Processes (Fall)
No description available. PhD students only

BUSN 37906-50 Applied Bayesian Econometrics (Winter)
This course will discuss applications of Bayesian methods to micro-econometric problems. We will particularly focus on issues pertaining to panel data models with unobserved heterogeneity and the use of hierarchical models to dealing with them. While the course is more generally useful, the applications and illustrations will be focused on Marketing and Industrial Organization. Prereq: PhD students only

BUSN 41000 Business Statistics (Fall/Winter/Spring)
Data science. Machine learning. Statistics. Predictive Analytics. No matter what it’s called, modern business runs on data. This course is an introduction to the fundamentals of probability and statistics with an aim towards building foundational skills in modern data science. Topics to be covered include 1) Exploratory data analysis and descriptive statistics, 2) Basic probability, common pitfalls and fallacies, 3) Statistical modeling, inference, p-values, and A/B testing, 4) Prediction, regression, and classification, 5) Ethics and privacy in data analysis. Emphasis will be placed on developing sound statistical reasoning and real-world applications and case studies.

BUSN 41100 Applied Regression Analysis (Fall/Winter/Spring)
This course is about regression, a powerful and widely used data analysis technique wherein we seek to understand how different random quantities relate to one another. Students will learn how to use regression to analyze a variety of complex real world problems, with the aim of understanding data and prediction of future events. Focus is placed on understanding of fundamental concepts, development of the skills necessary for robust application of regression techniques, and their implementation in a statistical programming language (R, MATLAB, or an alternative). Examples are used throughout to illustrate application of the tools. Topics covered include: (i) short review of simple linear regression; (ii) multiple regression (understanding the model, inference and interpretation for parameters, model building and selection, diagnostics and prediction); (iii) generalized linear models (e.g. logistic regression); (iv) time series models (autocorrelation functions, auto-regression, prediction); (v) time permitting, panel data models and causal inference. Prereq: Business 41000 or familiarity with the topics covered in Business 41000. This course is only for students with a solid background in statistics and preferably some prior exposure to linear regression.

BUSN 41201 Big Data (Spring)
BUS 41201 is a course about data mining: the analysis, exploration, and simplification of large high-dimensional datasets. Students will learn how to model and interpret complicated `Big Data’ and become adept at building powerful models for prediction and classification. Techniques covered include an advanced overview of linear and logistic regression, model choice and false discovery rates, multinomial and binary regression, classification, decision trees, factor models, clustering, the bootstrap and cross-validation. We learn both basic underlying concepts and practical computational skills, including techniques for analysis of distributed data. Heavy emphasis is placed on analysis of actual datasets, and on development of application specific methodology. Among other examples, we will consider consumer database mining, internet and social media tracking, network analysis, and text mining. Prereq: Bus 41000 (or 41100). Cannot enroll in BUSN 41201 if BUSN 20800 taken previously.

BUSN 41202 Analysis of Financial Time Series (Spring)
This course focuses on the theory and applications of financial time series analysis, especially in volatility modeling and risk management. Students are expected to gain practical experience in analyzing financial and macroeconomic data. Real examples are used throughout the course. The topics discussed include the following: (1) Analysis of asset returns: autocorrelation, business cycles, stationarity, predictability and prediction. Simple linear models and regression models with serially correlated errors. (2) Volatility models: GARCH-type models, GARCH-M models, EGARCH model, GJR model, stochastic volatility model, long-range dependence. (3) Forecasting evaluation: out-of-sample prediction and backtesting. (4) High-frequency data analysis (market microstructure): transactions data, non-synchronous trading, bid-ask bounce, duration models, logistic and ordered probit models for price changes, and realized volatility. (5) Nonlinearities in financial data: simple nonlinear models, Markov switching and threshold models, and neural network. (6) Continuous-time models: simple continuous-time and diffusion models, Ito’s lemma and Black-Scholes pricing formulas and jump diffusion models. (7) Value at Risk and expected shortfall: Riskmetrics, extreme value analysis, peaks over threshold, and quantile regression. (8) Multivariate series: cross correlation matrices, simple vector AR models, co-integration and threshold co-integration, pairs trading, factor models and multivariate volatility models. Computer program R is used throughout the course. No prior knowledge of the software is needed. All the programs used will be discussed in class and in review session. Prereq: Business 41000 (or 41100).

BUSN 41203 Financial Econometrics (Fall)
This course covers a variety of topics in financial econometrics. The topics covered are of real- world, practical interest and are closely linked to material covered in other advance finance courses. Topics covered include ARMA models, volatility models (GARCH), factor models, models for time varying correlations, analysis of panel data, cointegration models for long-run co-movement between prices and models for transactions data and the analysis of transactions cost. Prereq: Business 41000 (or 41100), or instructor consent. Cannot enroll in BUSN 41203 if BUSN 20820 taken previously.

BUSN 41204 Machine Learning (Winter)
Students will learn about state-of-the-art machine learning techniques and how to apply them in business related problems. Techniques will be introduced in the context of business applications and the emphasis will be put on how machine learning can be used to create value and provide insights from data. First, and the biggest, part of the class will focus on predictive analytics. Students will learn about decision trees, nearest neighbor classifiers, boosting, random forests, deep neural networks, naive Bayes and support vector machines. Among other examples, we will apply these techniques to detecting spam in email, click-through rate prediction in online advertisement, image classification, face recognition, sentiment analysis and churn prediction. Students will learn what techniques to apply and why. In the second part of the class, students will learn about unsupervised techniques for extracting actionable patterns from data. Examples include clustering, collaborative filtering, probabilistic graphical modelling and dimension reduction with applications to customer segmentation, recommender systems, graph and time series mining, and anomaly detection. Prereq: Bus 41100. Cannot enroll in BUSN 41204 if BUSN 20810 taken previously.

BUSN 41301 Statistical Insight into Marketing, Consulting, and Entrepreneurship (Fall)
You decide to establish a start-up in marketing consulting. You search the Internet and find to your dismay well over 650 companies in that area, each one claiming to be best and unique. In order to compete in this arena you need to have the ability to identify upcoming trends and new problems in the marketing area, AND to be able to provide original, sound, fast and applicable solutions to these problems. One such example that is not dealt by many of the marketing consulting companies is the following shelf-planning problem. Imagine a customer in a deli store on a Sunday morning intending to buy bagels. There are only two bagels on the shelf. What would you predict the person would do? Hurry up and buy the only remaining bagels before they are gone? Would he consider the two bagels as being the least fresh, touched and left by all former customers, and therefore decide to wait for a fresher batch? As a consultant to the store manager, how would you determine the optimal number of bagels that should be on the shelf at a given time in order to avoid making customers reluctant to buy?  As it turns out, the methodology covered by this course, that solves the above-mentioned problem, can also be used for the analysis of customer attrition, sale promotion and more. Unlike marketing research, marketing consulting is a problem-solving endeavor that requires a great deal of specificity and is fueled by experience. This course is meant to give future consultants and entrepreneurs important tools and ways of thinking that are relevant for dealing with insightful consulting and are useful in the practice of marketing consulting and beyond. The course addresses a variety of practical consulting problems and their solutions. Some examples are: (1) Optimal shelf-planning (see the bagels example above); (2) Analyzing customer attrition as a process (rather than as an event-driven phenomenon); (3) Prediction of a customer’s purchase behavior (buying intentions, buying propensity, etc.) from the customer’s patterns of usage of media, life style, political orientation, etc.; (4) Analysis of satisfaction -how to create a VALID satisfaction scale, how to rank products by satisfaction of customers, how to detect easy-to-please customers, etc.; (5) Analysis of brand loyalty -how to measure loyalty, how to determine whether loyalty to certain brands exists, and how to quantify it; (6) Optimizing predictive modeling when financial rewards and penalties exist in regard to correct and incorrect prediction, respectively. The course is taught in a way that emphasizes the interpretation of results rather than computations. Although this course uses statistical reasoning, it is NOT too mathematical in nature. To aid in the analysis, an interactive and user friendly R-based software containing innovative routines will be used in this course. There is no need of programming, or programming skills in this course – except the ability to use your finger to click a key. Prereq: Bus 41000 (OR 41100) is mandatory: strict. Students that did not take one of these courses but believe they have a strong background in statistics can still bid for the course given the explicit written permission of the instructor. Instructor consent required for non-Booth students.

BUSN 41600 Econometrics and Statistics Colloquium (Fall/Winter/Spring)
Workshops in each academic area provide a forum for faculty, PhD students, and invited guests to present, discuss, and debate new research. Prereq: PhD students only. Instructor permission required for MBA students. BUSN 41600=ECON 51400.

 BUSN 41901/STAT 32400 Probability and Statistics (Fall)
This Ph.D.-level course (in addition to 41902) provides a thorough introduction to Classical and Bayesian statistical theory. The two-quarter sequence provides the necessary probability and statistical background for many of the advanced courses in the Chicago Booth curriculum. The central topic of Business 41901 is probability. Basic concepts in probability are covered. An introduction to martingales is given. Homework assignments are given throughout the quarter. Prereq: One year of calculus; BUSN 41901=STAT 32400

BUSN 41902/STAT 32900 Statistical Inference (Winter)
This Ph.D.-level course is the second in a two-quarter sequence with Business 41901. The central topic is statistical inference using asymptotic approximations. We will cover linear regression models, generalized method of moments, time series. Time permitting; we will discuss factor models. Prereq: Business 41901

BUSN 41903 Applied Econometrics (Spring)
This Ph.D.-level course covers a variety of techniques that are used in econometric analysis. The class builds heavily on material developed in 41902, and it is strongly recommended that students have taken 41902 or equivalent before enrolling in this course. Some topics that may be covered are (i) heteroscedasticity and correlation robust inference methods including HAC, clustering, bootstrap methods, and randomization inference; (ii) causal inference methods including instrumental variables estimation, difference-in-differences estimation, and estimators of treatment effects under treatment effect heterogeneity; (iii) an introduction to nonparametric and high-dimensional statistical methods. Prereq: Business 41901 and 41902.

BUSN 41910/ STAT 33500 Time-series Analysis for Forecasting and Model Building (Fall)
Forecasting plays an important role in business planning and decision-making. This Ph.D.-level course discusses time series models that have been widely used in business and economic data analysis and forecasting. Both theory and methods of the models are discussed. Real examples are used throughout the course to illustrate applications. The topics covered include: (1) stationary and unit-root non-stationary processes; (2) linear dynamic models, including Autoregressive Moving Average models; (3) model building and data analysis; (4) prediction and forecasting evaluation; (5) asymptotic theory for estimation including unit-root theory; (6) models for time varying volatility; (7) models for time varying correlation including Dynamic Conditional Correlation and time varying factor models.; (9) state-space models and Kalman filter; and (10) models for high frequency data. Prereq: Business 41901 or instructor consent. BUSN 41910=STAT 33500

BUSN 41916 Bayes, AI, and Deep Learning (Fall)
This course focuses on the applications of data analytic, machine learning and deep learning methods. We will start with a quick review of basic Bayesian models followed by tools and concepts from artificial intelligence. Students will learn how to use deep learning to analyze a variety of complex real world problems. Numerous empirical examples from finance, internet analytics, and sports are used to illustrate the material covered. Google’s development of deep neural networks and applications will be discussed in detail. Emphasis will be placed on understanding concepts of Bayes, AI and Deep Learning. The three main topics covered are: (i) Bayesian methods including conditional probability, hierarchical models (ii) Artificial Intelligence including modern regression methods such as lasso and ridge regression. Dimensionality reduction techniques and sparsity are central to data analysis (ii) Deep Learning including Neural Nets, Architecture design, Stochastic Gradient Descent, speeding up convergence. Throughout business and internet applications including machine intelligence, reinforcement learning, image and speech recognition will be used to illustrate the wide range of applications.

BUSN 40206  Healthcare Business Analytics (Fall)
One of the today’s most exciting and important applications of Business Analytics is Healthcare, thanks to the rise of Data Science and the Patient Protection and Affordable Care Act. Every day, more data on provider performance is becoming available to consumers to help them make better informed decisions about their healthcare. Hospital revenues are being driven more and more by clinical results through incentive programs for improving hospital readmissions, patient safety, costs, and patient outcomes. At the same time, population health is improving as Big Data is being used to learn what treatments are most effective at an unprecedented pace and scale. These forces are transforming the healthcare industry and public health.

In this class, you will learn how data analytics drives the business of healthcare. The course combines lecture and discussion with hands-on work with large, real-world healthcare datasets. You will learn the underlying logic and calculations of value-based hospital reimbursement, outcomes measurement, and benchmarking, working directly with patient-level claims datasets from CMS (Centers for Medicare and Medicaid Services) and elsewhere.

Students will use state-of-the-art commercial software tools that permit data preparation and collaboration on datasets too large to work with efficiently using spreadsheets. Data manipulation and analyses will be done using a combination of both point-and-click recipes and pre-prepared analysis scripts in the statistical software package R. By the end of the course, students will be prepared to conduct and/or participate in a real-world data analysis project at a healthcare institution or a consultancy.

Students interested in the Healthcare Analytics Laboratory (Bus 40721) are strongly encouraged to enroll in this class. While this course is designed to complement the Healthcare Analytics Lab, it is a standalone offering and can be taken independently. Students seeking exposure to healthcare data analytics who are unable to make the commitments the Lab requires will find it useful preparation for future endeavors.

CCTS 40500/CCTS 20500/BIOS 29208  Machine Learning & Advanced Analytics in Science (Winter)
The age of ubiquitous data is rapidly transforming scientific research, and advanced analytics powered by sophisticated learning algorithms is uncovering new insights in complex open problems in biology and biomedicine. The goal of this course is to provide an introductory overview of the key concepts in machine learning, outlining the potential applications in biomedicine. Beginning from basic statistical concepts, we will discuss concepts and implementations of standard and state of the art classification and prediction algorithms, and go on to discuss more advanced topics in unsupervised learning, deep learning architectures, and stochastic time series analysis. We will also cover emerging ideas in data-driven causal inference, and demonstrate applications in uncovering etiological insights from large scale clinical databases of electronic health records, and publicly available sequence and omics datasets. The acquisition of hands-on skills will be emphasized over machine learning theory. On successfully completing the course, students will have acquired enough knowledge of the underlying machinery to intuit and implement solutions to non-trivial data science problems arising in biology and medicine.

Prerequisite(s): Rudimentary knowledge of probability theory, and basic exposure to scripting languages such as python/R is required. This course does not qualify in the Biological Sciences major.
Equivalent Course(s): CCTS 20500, BIOS 29208

 

CHDV 30102/MACS 50100/PBHS 43201/SOCI 30315/STAT 31900   Introduction to Causal Inference. (Winter)
This course is designed for graduate students and advanced undergraduate students from the social sciences, education, public health science, public policy, social service administration, and statistics who are involved in quantitative research and are interested in studying causality. The goal of this course is to equip students with basic knowledge of and analytic skills in causal inference. Topics for the course will include the potential outcomes framework for causal inference; experimental and observational studies; identification assumptions for causal parameters; potential pitfalls of using ANCOVA to estimate a causal effect; propensity score based methods including matching, stratification, inverse-probability-of-treatment-weighting (IPTW), marginal mean weighting through stratification (MMWS), and doubly robust estimation; the instrumental variable (IV) method; regression discontinuity design (RDD) including sharp RDD and fuzzy RDD; difference in difference (DID) and generalized DID methods for cross-section and panel data, and fixed effects model.Intermediate Statistics or equivalent such as STAT 224/PBHS 324, PP 31301, BUS 41100, or SOC 30005 is a prerequisite.
This course is a prerequisite for “Advanced Topics in Causal Inference” and “Mediation, moderation, and spillover effects.” (=MACS 5100, =PBHS 43201, =PLSC 30102, =SOCI 30315, =STAT 31900).
PQ: Intermediate Statistics or equivalent such as STAT 224/PBHS 324, PP1301, BUS 41100, or SOC 30005.

ECMA 31000  Introduction to Empirical Analysis (Fall)
This course introduces students to the key tools of econometric analysis: Probability theory, including probability spaces, random variables, distributions and conditional expectation; Asymptotic theory, including convergence in probability, convergence in distribution, continuous mapping theorems, laws of large numbers, central limit theorems and the delta method; Estimation and inference, including finite sample and asymptotic statistical properties of estimators, confidence intervals and hypothesis testing; Applications to linear models, including properties of ordinary least squares, maximum likelihood and instrumental variables estimators; Non-linear models. Assignments will include both theoretical questions and problems involving data. Necessary tools from linear algebra and statistics will be reviewed as needed. Prereq for Undergraduates: Econ 21030 or Econ 21110 or Econ 21130

ECMA 31130  Topics in Microeconometrics (Fall)
This course focuses on micro-econometric methods that have applications to a wide range of economic questions. We study identification, estimation, and inference in both parametric and non-parametric models and consider aspects such as consistency, bias and variance of estimators. We discuss how repeated measurements can help with problems related to unobserved heterogeneity and measurement error, and how they can be applied to panel and network data. Topics include duration models, regressions with a large number of covariates, non-parametric regressions, and dynamic discrete choice models. Applications include labor questions such as labor supply, wage inequality decompositions and matching between workers and firms. Students will be expected to solve programming assignment in R. Prereq for Undergraduates: ECON 21020 OR ECON 21030

ECMA 31340 Big Data Tools in Economics (Fall)
The goal of the class is to learn how to apply microeconomic concepts to large and complex datasets. We will first revisit notions such as identification, inference and latent heterogeneity in classical contexts. We will then study potential concerns in the presence of a large number of parameters in order to understand over-fitting. Throughout the class, emphasis will be put on project-driven computational exercises involving large datasets. We will learn how to efficiently process and visualize such data using state of the art tools in python. Topics will include fitting models using Tensor-Flow and neural nets, creating event studies using pandas, solving large-scale SVDs, etc. Prereq for Undergraduates: ECON 20100/20110 and ECON 21020/21030

ECON 31000 Empirical Analysis I  (Fall)
This course introduces students to the key tools of econometric analysis. It covers basic OLS regression model, generalized least squares, asymptotic theory and hypothesis testing for maximum likelihood estimation, extremum estimators, instrumental variables, decision theory and Bayesian inference.

ECON 31100 Empirical Analysis II   (Winter)
This course develops methods of analyzing Markov specifications of dynamic economic models. Models with stochastic growth are accommodated and their properties analyzed. Methods for identifying macroeconomic shocks and their transmission mechanisms are developed.  Related filtering methods for models with hidden states are studied.  The properties estimation and inference methods based on maximum likelihood and generalized method of moments are derived.  These econometric methods are applied to models from macroeconomics and financial economics.

ECON 31200 Empirical Analysis III  (Spring)
The course will review some of the classical methods you were introduced to in previous quarters and give examples of their use in applied microeconomic research. Our focus will be on exploring and understanding data sets, evaluating predictions of economic models, and identifying and estimating the parameters of economic models. The methods we will build on include regression techniques, maximum likelihood, method of moments estimators, as well as some non-parametric methods. Lectures and homework assignments will seek to build proficiency in the correct application of these methods to economic research questions.

ECON 31720 Applied Microeconometrics  (Fall)
This course is about empirical strategies that are commonly used in applied microeconomics. The topics will include: control variables (matching), instrumental variables, regression discontinuity and kink designs, panel data, difference-in-differences, and quantile regression. The emphasis of the course is on identification and practical implementation. The course also covers the shortcomings of commonly used tools, and discusses recent theoretical research aimed at addressing these deficiencies.

ECON 31703 Topics In Econometrics   (Spring)
Graduate course covering recent research on the field of econometrics. This course will introduce some current topics in econometrics and statistics with applications to the analysis of randomized experiments. The first half of the course will compare finite-population and super-population approaches to inference in classical randomized experiments. The second half of the course will focus on uniform laws of large numbers and VC theory, with a view towards policy learning in randomized experiments.

ECON 31740/PPHA 48403  Optimization-Conscious Econometrics (Winter)
This course studies the core optimization concepts underlying econometric estimation and inference. The objective is to both develop a deep understanding of how estimators are computed, and to get a better theoretical and geometrical understanding of classical econometric estimators through the prism of optimization theory. Each optimization concept or method is studied using a well established econometric estimator as the working example: linear programming is taught through the example of quantile regression, duality is taught via nonparametric inference, numerical linear algebra is taught via partial identification questions in OLS, integer programming is taught as a solution method for instrumental variables quantile regression, and so on.

ECON 31750     Topics on the Analysis of Randomized Experiments (Winter)
This course will introduce some current topics in econometrics and statistics with applications to the analysis of randomized experiments. The first half of the course will compare finite-population and super-population approaches to inference in classical randomized experiments. The second half of the course will focus on uniform laws of large numbers and VC theory, with a view towards policy learning in randomized experiments.

ECON 35003  Human Capital, Markets, and the Family (Winter)
This course examines the theory and evidence about inequality and social mobility (within and across generations)

ECON 35550/PPHA 35561/ECMA 35550  The Practicalities of Running Randomized Control Trials (Fall)
This course is designed for those who plan to run a randomized control trial. It provides practical advice about the trade-offs researchers face when selecting topics to study, the type of randomization technique to use, the content of a survey instruments, analytical techniques and much more. How do you choose the right minimum detectable effect size for estimating the sample size needed to run a high quality RCT? How do you quantify difficult to measure outcomes such as women’s empowerment or ensure people are providing truthful answers when you are asking questions on sensitive topics like sexual health? When should you tie your hands by pre-committing to your analysis plan in advance, and when is a pre-analysis plan not a good idea? This course will draw on lots of examples from RCTs around the world, most (though not all) from a development context. Alongside field tips, it will also cover the concepts and theory behind the tradeoffs researchers face running RCTs. The course is designed for PhD students but given its practical nature is open to and accessible to masters students who plan to work on RCTs.

ECON 41100/ECON 21800 Experimental Economics (Fall)
This course provides the necessary tools to be an avid consumer of the experimental literature and instructs students on how to become a producer of that literature. Topics include a summary of recent experimental findings and details on how to gather and analyze data using experimental methods. Prerequisite: ECON 20100/ECON 20110 or ECON 10000/20000 (for business economics specialization); No first-year students. This class is part of the course bundle: Behavioral and Experimental Immersion.

MACS 31300  AI Applications in the Social Sciences  (Winter)
Artificial Intelligence (AI) describes algorithms constructed to reason in uncertain environments. This course provides an introduction to AI applications in the social sciences. Driven by the rapid increase in accessible big data documenting social behavior, AI has been applied to: increase effective diagnosis and prediction under different conditions, improve our understanding of human interaction, and increase the effectiveness of data management in different social and human services. Random forests and neural networks are among the most frequent AI methods used for prediction, while natural language processing and computer vision contribute to understanding decision-making and improving service provision. We begin with careful consideration for what AI can achieve and where current limitations exist by looking at a variety of real-world applications. We will focus on three core sections: search, representation, and uncertainty. In each section, we will explore major approaches, representational techniques and core algorithms. We will examine the trade-offs between model structure and the algorithmic constraints that this structure implies. The course is driven by hands-on exercises with AI algorithms written in Python. At the end of the term, you should be able to apply and tweak these algorithms to accommodate your own data and research interests.

 

MACS 33002 – Introduction to Machine Learning (Winter)
This course will introduce students to the foundations of machine learning. Building on a mathematical foundation, we will cover everything needed for getting up and running with any computational research project from a machine learning perspective, including: the basics and mechanics of a model, sampling methods, training, testing and tuning, comparing supervised vs. unsupervised learning, regularization techniques, decision trees, neural networks (artificial and convolutional), and various other models and algorithms contributing to a solid foundation of machine learning.
Prerequisites: prior statistical training (through regression, though ideally MLE/GLM); statistical computing (at least basic proficiency in R).

MACS 37000/SOCI 30332  Thinking with Deep Learning for Complex Social and Cultural Data Analysis        (Spring)
A deluge of digital content is generated daily by web-based platforms and sensors that capture digital traces of human communication and connection, and complex states of society, culture, economy, and the world. Emerging deep learning methods enable the integration of these complex data into unified social and cultural “spaces” that enable new answers to classic social and cultural questions, and also pose novel questions. From the perspective of deep learning, everything can be viewed as data-novels, field notes, photographs, lists of transactions, networks of interaction, theories, epistemic styles-and our treatment examines how to configure deep learning architectures and multi-modal data pipelines to improve the capacity of representations, the accuracy of complex predictions, and the relevance of insights to substantial social and cultural questions. This class is for anyone wishing to analyse textual, network, image or arbitrary structured and unstructured data, especially in concert with one another to solve complex social and cultural analysis problems (e.g., characterize a culture; predict next year’s ideology). Prereq: Familiarity with Python is required.

MACS 40101/SOCI 40248  Social Network Analysis  (Fall)
This course introduces students to concepts and techniques of Social Network Analysis (“SNA”). Social Network Analysis is a theoretical approach and a set of methods to study the structure of relationships among entities (e.g., people, organizations, ideas, words, etc.). Students will learn concepts and tools to identify network nodes, groups, and structures in different types of networks. Specifically, the class will focus on a number of social network concepts, such as social capital, homophily, contagion, etc., and on how to operationalize them using network measures, such as centrality, structural holes, and others.

MACS 40800 – Unsupervised Machine Learning (Spring)
Though armed with rich datasets, many researchers are confronted with a lack of understanding of the structure of their data. Unsupervised machine learning offers researchers a suite of computational tools for uncovering the underlying, non-random structure that is assumed to exist in feature space. This course will cover prominent unsupervised machine learning techniques such as clustering, item response theory (IRT) models, multidimensional scaling, factor analysis, and other dimension reduction techniques. Further, mechanics involved in unsupervised machine learning will also be covered, such as diagnosing clusterability of a feature space (visually and mathematically), measures of distance and distance matrices, different algorithms based on data size (k-medoids/k-means vs. PAM vs. CLARA), visualizing patterns, and methods of validation (e.g., internal vs. external validation).

MACS 60000/ SOCI 40133/ CHDV 30510 – Computational Content Analysis (Winter)
A vast expanse of information about what people do, know, think, and feel lies embedded in text, and more of the contemporary social world lives natively within electronic text than ever before. These textual traces range from collective activity on the web, social media, instant messaging and automatically transcribed YouTube videos to online transactions, medical records, digitized libraries and government intelligence. This supply of text has elicited demand for natural language processing and machine learning tools to filter, search, and translate text into valuable data. The course will survey and practically apply many of the most exciting computational approaches to text analysis, highlighting both supervised methods that extend old theories to new data and unsupervised techniques that discover hidden regularities worth theorizing. These will be examined and evaluated on their own merits, and relative to the validity and reliability concerns of classical content analysis, the interpretive concerns of qualitative content analysis, and the interactional concerns of conversation analysis. We will also consider how these approaches can be adapted to content beyond text, including audio, images, and video. We will simultaneously review recent research that uses these approaches to develop social insight by exploring (a) collective attention and reasoning through the content of communication; (b) social relationships through the process of communication; and (c) social states, roles, and moves identified through heterogeneous signals within communication. The course is structured around gaining understanding and experimenting with text analytical tools, deploying those tools and interpreting their output in the context of individual research projects, and assessment of contemporary research within this domain. Class discussion and assignments will focus on how to use, interpret, and combine computational techniques in the context of compelling social science research investigations.

MACS XXXXX  Uncertainty, Causality, and the Politics of Science (Spring)

MAPS 31701  Data Analytics & Statistics (Fall)
This course is designed for graduate students and advanced undergraduate students and aims to provide a strong foundation in the statistical and data analyses commonly used in the behavioral and social sciences. Topics include logistic regression, statistical inference, chi-square, analysis of variance, and repeated measures models. In addition, this course also place greater emphasis on developing practical skills, including the ability to conduct common analyses using statistical software. You will learn how to build models to investigate your data, formulate hypothesis tests as comparisons between statistical models and critically evaluate model assumptions. The goal of the course is for students to be able to define and use descriptive and inferential statistics to analyze and interpret statistical findings. Open only for Graduate students and 3rd and 4th year undergraduates. Undergraduates must have instructor consent.

MAPS 31702  Data Science (Winter)
This course is a graduate-level methods class that aims to train you to solve real-world statistical problems. The goal of the course is for students to be able to choose an appropriate statistical method to solve a given problem of data analysis and communicate your results clearly and succinctly. There will be an extensive hands-on experience of analysis of real data through practical classes.

PBHS 30910/STAT 22810/PPHA 36410/ENST 27400/BIOS 27810 Epidemiology and Population Health (Fall)
Epidemiology is the basic science of public health. It is the study of how diseases are distributed across populations and how one designs population-based studies to learn about disease causes, with the object of identifying preventive strategies. Epidemiology is a quantitative field and draws on biostatistical methods. Historically, epidemiology’s roots were in the investigation of infectious disease outbreaks and epidemics. Since the mid-twentieth century, the scope of epidemiologic investigations has expanded to a fuller range non-infectious diseases and health problems. This course will introduce classic studies, study designs and analytic methods, with a focus on global health problems.
Prerequisite(s): PBHS 32100 or STAT 22000 or other introductory statistics highly desirable.

PBHS 31001/STAT 35700     Epidemiologic Methods (Winter)
This course expands on the material presented in “Principles of Epidemiology,” further exploring issues in the conduct of epidemiologic studies. The student will learn the application of both stratified and multivariate methods to the analysis of epidemiologic data. The final project will be to write the “specific aims” and “methods” sections of a research proposal on a topic of the student’s choice. PBHS 30700 or PBHS 30910 and PBHS 32400/STAT 22400 or applied statistics courses through multivariate regression or consent of instructor.

PBHS 32100/ CCTS 45000    Introduction to Biostatistics (Fall)
This course will provide an introduction to the basic concepts of statistics as applied to the bio-medical and public health sciences. Emphasis is on the use and interpretation of statistical tools for data analysis. Topics include (i) descriptive statistics; (ii) probability and sampling; (iii) the methods of statistical inference; and (iv) an introduction to linear and logistics regression.

PBHS 32410/STAT 22401 Regression Analysis for Health and Social Research (Winter)
This course is an introduction to the methods and applications of fitting and interpreting multiple regression models. The main emphasis is on the method of least squares. Topics include the examination of residuals, the transformation of data, strategies and criteria for the selection of a regression equation, the use of dummy variables, tests of fit. Stata computer package will be used extensively, but previous familiarity with Stata is not assumed. The techniques discussed will be illustrated by real examples involving health and social science data. Prerequisite(s): PBHS 32100 or STAT 22000 or equivalent.

PBHS 32700/STAT 22700 Biostatistical Methods (Spring)
This course is designed to provide students with tools for analyzing categorical, count, and time-to-event data frequently encountered in medicine, public health, and related biological and social sciences. This course emphasizes application of the methodology rather than statistical theory (e.g., recognition of the appropriate methods; interpretation and presentation of results). Methods covered include contingency table analysis, Kaplan-Meier survival analysis, Cox proportional-hazards survival analysis, logistic regression, and Poisson regression.
Prerequisite(s): PBHS 32400, STAT 22400 or STAT 24500 or equivalent or consent of instructor.

PBHS 32901/STAT 35201 Introduction to Clinical Trials (Winter)
This course will review major components of clinical trial conduct, including the formulation of clinical hypotheses and study endpoints, trial design, development of the research protocol, trial progress monitoring, analysis, and the summary and reporting of results. Other aspects of clinical trials to be discussed include ethical and regulatory issues in human subjects research, data quality control, meta-analytic overviews and consensus in treatment strategy resulting from clinical trials, and the broader impact of clinical trials on public health.

PBHS 33300/STAT 36900 Applied Longitudinal Data Analysis. 100 Units. (Spring)
Longitudinal data consist of multiple measures over time on a sample of individuals. This type of data occurs extensively in both observational and experimental biomedical and public health studies, as well as in studies in sociology and applied economics. This course will provide an introduction to the principles and methods for the analysis of longitudinal data. Whereas some supporting statistical theory will be given, emphasis will be on data analysis and interpretation of models for longitudinal data. Problems will be motivated by applications in epidemiology, clinical medicine, health services research, and disease natural history studies.
Prerequisite(s): PBHS 32400/STAT 22400 or equivalent, and PBHS 32600/STAT 22600 or PBHS 32700/STAT 22700 or equivalent; or consent of instructor.  Equivalent Course(s): PBHS 33300

PBHS 33400 Multilevel Modeling (Fall)
This course will focus on the analysis of multilevel data in which subjects are nested within clusters (e.g., health care providers, hospitals). The focus will be on clustered data, and several extensions to the basic two-level multilevel model will be considered including three-level, cross-classified, multiple membership, and multivariate models. In addition to models for continuous outcomes, methods for non-normal outcomes will be covered, including multilevel models for dichotomous, ordinal, nominal, time-to-event, and count outcomes. Some statistical theory will be given, but the focus will be on application and interpretation of the statistical analyses. Prerequisite(s): PBHS 32400 and PBHS 32700 or consent of instructor.

PBHS 33500/STAT 35800/CHDV 32702 Statistical Applications (Fall)
This course provides a transition between statistical theory and practice. The course will cover statistical applications in medicine, mental health, environmental science, analytical chemistry, and public policy. Lectures are oriented around specific examples from a variety of content areas. Opportunities for the class to work on interesting applied problems presented by U of C faculty will be provided. Although an overview of relevant statistical theory will be presented, emphasis is on the development of statistical solutions to interesting applied problems.
PQ: PBHS 32400/STAT 22400 or equivalent, and PBHS 32600/STAT 22600, or PBHS 32700/STAT 22700 or equivalent; or consent of instructor. ID: STAT 35800

PBHS 34500 Machine Learning (Spring)
This course provides an introduction to machine learning in the context of public health and medical applications. Key concepts in the design and evaluation of machine learning algorithms will be presented. A variety of algorithms will be covered (e.g. random forests, splines, boosting, neural networks, and ensembles) and include hands-on experience with programming in R. Prereq: PBHS 32410 or equivalent and PBHS 34400 or equivalent programming course

PBHS 35100/HLTH 29100/PPHA 38010/SSAD 46300 Health Services Research Methods (Spring)  The purpose of this course is to better acquaint students with the methodological issues of research design and data analysis widely used in empirical health services research. To deal with these methods, the course will use a combination of readings, lectures, problem sets (using STATA), and discussion of applications. The course assumes that students have had a prior course in statistics, including the use of linear regression methods. Prereq: At least one course in linear regression and basic familiarity with STATA; or consent of instructor.

PBHS 43010/STAT 35920  Applied Bayesian Modeling and Inference  (Winter)
Course begins with basic probability and distribution theory, and covers a wide range of topics related to Bayesian modeling, computation, and inference. Significant amount of effort will be directed to teaching students on how to build and apply hierarchical models and perform posterior inference.  The first half of the course will be focused on basic theory, modeling, and computation using Markov chain Monte Carlo methods, and the second half of the course will be about advanced models and applications.  Computation and application will be emphasized so that students will be able to solve real-world problems with Bayesian techniques.
PQ:  STAT 24400 and STAT 24500 or master level training in statistics.

PBHS 40500 Advanced Epidemiologic Methods (Spring)
This course examines some features of study design, but is primarily focused on analytic issues encountered in epidemiologic research. The objective of this course is to enable students to conduct thoughtful analysis of epidemiologic and other population research data. Concepts and methods that will be covered include: matching, sampling, conditional logistic regression, survival analysis, ordinal and polytomous logistic regressions, multiple imputation, and screening and diagnostic test evaluation. The course follows in sequence the material presented in “Epidemiologic Methods.” Prerequisite(s): PBHS 31001

PBPL 26400 Quantitative Methods in Public Policy (Winter)
Policy designers and policy analysts should understand the quantitative methods whereby social and economic reality can be described and policy outcomes evaluated; this course will introduce the basic methodologies used in quantitative social description. The underlying discipline is statistics, and this course will focus on statistical thinking and applications with real data sets. Students will be introduced to sampling, hypothesis testing, and regression, as well as other components of the basic toolkit of quantitative policy analysis.

PLSC 30500 Introduction to Quantitative Social Sciences (Fall)
This is the first course in the quantitative methods sequence in political science. Students will build skills to execute and evaluate key research designs for causal and descriptive research. The course also lays the necessary foundation for future coursework in quantitative methods.

PLSC 30600  Causal Inference (Spring)
This is the third course in quantitative methods in the Political Science PhD program. The course is an introduction to the theory and practice of causal inference from quantitative data. It will cover the potential outcomes framework, the design and analysis of experiments, matching, weighting, regression adjustment, differences-in-differences, instrumental variables, regression discontinuity designs and more. Students will examine and implement these approaches through a variety of examples from across the social sciences. The course will use the R programming language for statistical computing.

PLSC 30700. Introduction to Linear Models. 100 Units. (Winter)
This course will provide an introduction to the linear model, the dominant form of statistical inference in the social sciences. The goals of the course are to teach students the statistical methods needed to pursue independent large-n research projects and to develop the skills necessary to pursue further methods training in the social sciences. Part I of the course reviews the simple linear model (as seen in STAT 22000 or its equivalent) with attention to the theory of statistical inference and the derivation of estimators. Basic calculus and linear algebra will be introduced. Part II extends the linear model to the multivariate case. Emphasis will be placed on model selection and specification. Part III examines the consequences of data that is “poorly behaved” and how to cope with the problem. Depending on time, Part IV will introduce special topics like systems of simultaneous equations, logit and probit models, time-series methods, etc. Little prior knowledge of math or statistics is expected, but students are expected to work hard to develop the tools introduced in class.

PLSC 31510 Introduction to Text as Data for Social Science (Spring)
Social scientists increasingly use large quantities of text-based data to address problems in industry and academy. This course provides students with an overview of popular techniques for collecting, processing, and analyzing text data from a social science perspective. We will first learn how to collect text data from a variety of sources, including application programming interfaces (APIs) and web-scraping. The second portion of the class provides an overview of popular methods to analyze text data, including sentiment analysis, topic models, supervised classification, and word embeddings. The course is applied in nature. While many of the techniques we discuss have their origins in computer science or statistics, this is not a CS or statistics course. Ultimately, the goal is to introduce students to modern techniques for computational text analysis and help them apply these methods to their own research. Prereq: Students should have at least one class in statistics and/or quantitative methods before taking this course. We will also assume basic familiarity with the R programming language.

 

 

PLSC 48401/PPHA 39830 Quantitative Security (Winter)
Since Quincy Wright’s A Study of War, scholars of war and security have collected and analyzed data. This course guides students through an intellectual history of the quantitative study of war. The course begins with Wright, moves to the founding of the Correlates of War project in the late 1960s, and then explores the proliferation of quantitative conflict studies in the 1990s and 2000s. The course ends by considering the recent focus on experimental and quasi-experimental analysis. Throughout the course, students will be introduced to the empirical methods used to study conflict and the data issues facing quantitative conflict scholars. For students with limited training in quantitative methods, this course will serve as a useful introduction to such methods. For students with extensive experience with quantitative methods, this course will deepen their understanding of when and how to apply these methods.

PLSC 57200/SOCI 50096 Network Analysis (Winter)
This seminar explores the sociological utility of the network as a unit of analysis. How do the patterns of social ties in which individuals are embedded differentially affect their ability to cope with crises, their decisions to move or change jobs, their eagerness to adopt new attitudes and behaviors? The seminar group will consider (a) how the network differs from other units of analysis, (b) structural properties of networks, consequences of flows (or content) in network ties, and (c) dynamics of those ties.
Equivalent Course(s): SOCI 50096

PPHA 30545 Machine Learning (Winter/Spring)
The objective of this course is to train students to be insightful users of modern machine learning methods. The class covers regularization methods for regression and classification, as well as large-scale approaches to inference and testing. In order to have greater flexibility when analyzing datasets, both frequentist and Bayesian methods are investigated. Typical applications of the methods presented in this course include, but are not limited to: predicting restaurants’ sanitation inspection scores, uncovering the determinants of recidivism, testing for judges’ impartiality, and carrying out regression analysis and model selection using surveys with very many variables, such as the Current Population Survey.

PPHA 31002 Statistics for Data Analysis I (Fall)
This is the first quarter of the statistics sequence at the Harris School. This course aims to provide students with a basic understanding of statistical analysis for policy research. This course makes no assumptions about prior knowledge, apart from basic mathematics skills. Examples will draw on current events and policy debates when possible.

PPHA 31102  Statistical Data Analysis II: Regressions (Winter)
A continuation of PP31002, this course focuses on the statistical concepts and tools used to study the association between variables. This course will introduce students to regression analysis and explore its uses in policy analysis. PP31102 or PP31301 required of all first-year students.

PPHA 31202  Advanced Statistics for Data Analysis I (Fall)
This course focuses on the statistical concepts and tools used to study the association between variables and causal inference. This course will introduce students to regression analysis and explore its uses in policy analyses. This course will assume a greater statistical sophistication on the part of students than is assumed in PPHA 31002.

PPHA 31302, Advanced Statistics for Data Analysis I (Winter)
This course focuses on the statistical concepts and tools used to study the association between variables and causal inference. This course will introduce students to regression analysis and explore its uses in policy analyses. This course will assume a greater statistical sophistication on the part of students than is assumed in PPHA 31002.

PPHA 34600, Program Evaluation (Fall/Spring)
The goal of this course is to introduce students to program evaluation and provide an overview of current issues and methods in impact evaluation. We will focus on estimating the causal impacts of programs and policy using social experiments, panel data methods, instrumental variables, regression discontinuity designs, and matching techniques. We will discuss applications and examples from the fields of education, demography, health, crime, job training, and others. Prerequisites: PPHA 31001 or PPHA 31002 and PPHA 31101 or PPHA 31102 or equivalent statistics coursework.

PPHA 38520 GIS Applications for Public Policy (Spring)
Geographic Information Systems (GIS) refers to tools and techniques for handling, analyzing, and presenting spatial data. GIS has become a powerful tool for social sciences applications over the past thirty years, permitting lines of scientific inquiry that would not otherwise be possible. This course provides an introduction to GIS with a focus on how it may be applied to common needs in the social sciences, such as economics, sociology, and urban geography, as distinct from physical or environmental sciences. Students will learn basic GIS concepts as applied to specific research questions through lectures, lab exercises, and in-class demonstrations. Examples of the kinds of topics we will pursue include how we can use GIS to understand population trends, crime patterns, asthma incidence, and segregation in Chicago. Priority will be given to students pursuing the Survey Research Certificate.

PPHA 41300 Cost Benefit Analysis  (Winter/Spring)
The goals of this course include learning (1) how to read, or judge, a cost-benefit analysis; (2) how to incorporate elements of cost-benefit analysis into policy work; and (3) when CBA is a good tool to use and when it isnt. This class also presents an opportunity to reflect on big picture issues of how to treat uncertainty and risk; discount costs and benefits received in the future; value lives saved; and manage other difficult matters. In brief, this class offers a comprehensive treatment of the cost benefit analysis methodology, with attention devoted to the microeconomic underpinnings of the technique as well as applications drawn from many areas, including health, the environment, and public goods.

 

 

 PPHA 41600, Survey Research Methodology (Winter)
The goal of this course is to learn about the methods used to collect publicly available survey data that can be used for policy research so that students can appropriately use these data to answer policy relevant questions.  Students will learn about the methods used to collect survey data, how to develop researchable policy questions that can be answered with the survey data, and about the limitations of the survey data for answering policy research questions.  In order to analyze policy questions using available survey data, students will also learn about actual survey instruments, survey sample designs, survey data processing, and survey data systems that the major public policy relevant surveys use. The course will also examine specific measurement and analysis issues that are of interest to policy research (e.g., measuring public program enrollment and public program eligibility simulation). By the end of the course each student will understand the methods used to collect survey data, have developed a researchable policy question, carried out the appropriate analysis to answer the question, produced high quality analytical tables, and written up descriptions of the methods used to produce the numbers in the tables in a style that is consistent with professional policy research.

PPHA 41800/PSYC 47500 Survey Questionnaire Design (Spring)
The questionnaire has played a critical role in gathering data used to assist in making public policy, evaluating social programs, and testing theories about social behavior (among other uses). This course offers a systematic way to construct and evaluate questionnaires.  We will learn to think about survey questions from the perspective of the respondent and in terms of cognitive and social tasks that underlie responding.  We will examine the impact of questions on data quality and will review past and recent methodological research on questionnaire development.  The course will help students to tell the difference between better and worse types of survey questions, find and evaluate existing questions on different topics, and construct and test questionnaires for their own needs.

PPHA 42000, Applied Econometrics I (PhD Level) (Fall) 
This course is the first in a two-part sequence designed to cover applied econometrics and regression methods at a fairly advanced level. This course provides a theoretical analysis of linear regression models for applied researchers. It considers analytical issues caused by violations of the Gauss-Markov assumptions, including linearity (functional form), heteroscedasticity, and panel data. Alternative estimators are examined to deal with each. Prerequisites: This course is intended for first or second-year Ph.D. students or advanced masters-level students who have taken the Statistics 24400/24500 sequence. Familiarity with matrix algebra is necessary.

PPHA 42100 Applied Econometrics II  (Winter/Spring)
This course is the second in a three-part sequence designed to cover applied econometrics and regression methods at a fairly advanced level. This course provides a theoretical analysis of linear regression models for applied researchers. It considers analytical issues caused by violations of the Gauss-Markov assumptions, including linearity (functional form), heteroscedasticity, and panel data. Alternative estimators are examined to deal with each. Prerequisites: This course is intended for first or second-year Ph.D. students or advanced masters-level students who have taken Applied Econometrics I. Familiarity with matrix algebra is necessary.

PPHA 42200  Applied Econometrics III (Spring)
Public Policy 42200, the third in a Three-part sequence, is a basic course in applied econometrics designed to provide students with the tools necessary to evaluate and conduct empirical research. It will focus on the analysis of theoretical econometric problems and the hands-on use of economic data. Topics will include non-linear estimation, multi-variate and simultaneous systems of equations, and qualitative and limited dependent variables. Some familiarity with linear algebra is strongly recommended. Required of all first-year Ph.D. students.

PPHA 44900 Social Experiments: Design and Generalization (Winter)
The pressure in many fields (notably medicine, health research, and education) for evidence-based results has increased the importance of the design and analysis of social investigations. This course will address three broad issues: the design and analysis of social experiments and quasi-experiments; the design and analysis of sample surveys; and how the interrelationships between the two approaches can inform generalization from experiments. There are two parallel streams in the course. First, the course will tackle the issues of generalization from three different perspectives: (i) the classic statistical design of experiments; (ii) the design of experiments and quasi-experiments in the social sciences; (iii) the design and analysis of sample surveys. Second, using a set of readings on research design in a variety of settings, we will consider how evidence from research is gathered and used. Randomized clinical trials in medicine, tests of interventions in education and manpower planning, and the use of scientific evidence in policy formulation will be among the examples.

PSYC 20250/EDSO 20250/ENST 20250  Introduction to Statistical Concepts and Methods (Winter)
Statistical techniques offer psychologists a way to build scientific theories from observations we make in the laboratory or in the world at large. As such, the ability to apply and interpret statistics in psychological research represents a foundational and necessary skill. This course will survey statistical techniques commonly used in psychological research. Attention will be given to both descriptive and inferential statistical methodology. Prereq: It is recommended that students complete MATH 13100 and MATH 13200 (or higher) before taking this course.

PSYC 26010 Big Data in the Psychological Sciences (Spring)
Innovative research in Psychology has been pushing the bounds of traditional experiments through the usage of “Big Data”, where experiments are conducted at humungous scales-at the levels of thousands to millions of participants, images, or neurons. With these developments in the field, fluency in these new technologies, methods, and computational skills are becoming increasingly important. In this course, students will develop an understanding of these new directions, and will learn practical plug-and-play tools that will allow them to easily incorporate Big Data in their lives and research. We will also discuss the looming ethical issues and societal implications that come with Big Data. The class will culminate in a final project in which students will be able to collect and analyze their own Big Data. Prereq: Familiarity with basic statistics and Excel. PSYC 20100 (Statistics) and PSYC 20200 (Research Methods) recommended but not required.

PSYC 34410/CPNS 33200  Computational Approaches for Cognitive Neuroscience (Spring)
This course is concerned with the relationship of the nervous system to higher order behaviors such as perception and encoding, action, attention, and learning and memory. Modern methods of imaging neural activity are introduced, and information theoretic methods for studying neural coding in individual neurons and populations of neurons are discussed. Prerequisite(s): BIOS 24222 or CPNS 33100.

PSYC 36210/CPNS 31000 Mathematical Methods for Biological Sciences I (Winter)
This course builds on the introduction to modeling course biology students take in the first year (BIOS 20151 or 152). It begins with a review of one-variable ordinary differential equations as models for biological processes changing with time, and proceeds to develop basic dynamical systems theory. Analytic skills include stability analysis, phase portraits, limit cycles, and bifurcations. Linear algebra concepts are introduced and developed, and Fourier methods are applied to data analysis. The methods are applied to diverse areas of biology, such as ecology, neuroscience, regulatory networks, and molecular structure. The students learn computations methods to implement the models in MATLAB. Prerequisite(s): BIOS 20151 or BIOS 20152 or consent of the instructor.

PSYC 36211/CPNS 31100  Mathematical Methods for Biological Sciences II. (Fall)
This course is a continuation of BIOS 26210. The topics start with optimization problems, such as nonlinear least squares fitting, principal component analysis and sequence alignment. Stochastic models are introduced, such as Markov chains, birth-death processes, and diffusion processes, with applications including hidden Markov models, tumor population modeling, and networks of chemical reactions. In computer labs, students learn optimization methods and stochastic algorithms, e.g., Markov Chain, Monte Carlo, and Gillespie algorithm. Students complete an independent project on a topic of their interest. Prerequisite(s): BIOS 26210 Equivalent.

PSYC 37300 Experimental Design and Statistical Modeling I (Winter)
This course covers topics in research design and analysis. They include multifactor, completely randomized procedures and techniques for analyzing data sets with unequal cell frequencies. Emphasis is on principles, not algorithms, for experimental design and analysis.

PSYC 37900 Experimental Design II (Fall)
Experimental Design II covers more complex ANOVA models than in the previous course, including split-plot (repeated-measures) designs and unbalanced designs. It also covers analysis of qualitative data, including logistic regression, multinomial logit models, and log linear models. An introduction to certain advanced techniques useful in the analysis of longitudinal data, such as hierarchical linear models (HLM), also is provided. For course description contact Psychology. PQ: PSYC 37300 (No substitutions) or permission of instructor.

PPHA 44900   Social Experiments Design and Generalization (Winter)
The pressure in many fields (notably medicine, health research, and education) for evidence-based results has increased the importance of the design and analysis of social investigations. We will consider the complementary strengths of surveys and experiments in assessing evidence for generalization in policy areas; randomized clinical trials in medicine, field experiments in economics and psychology, and the use of scientific evidence in policy formulation will be among the examples. The course will comprise three broad streams: the design and analysis of social experiments and quasi-experiments; the design and analysis of sample surveys; and how the interrelationships between the two approaches can strengthen causal claims from social data. There are two major challenges in providing evidence [generalizing findings] from social research: (i) determining causation and (ii) generalizing results from a sample of observed cases to the rest of the (unobserved) population. Statistics has provided the two fundamental approaches to addressing these challenges: (randomized) field experiments and (random) sample surveys.  The course will tackle the issues of generalization from these two perspectives: (i) the classical statistical design of experiments (developed by statisticians between the 1910s and the 1950s) that can be found in texts by Fisher, Cox, Snedecor and Cochran, and others); this approach relates closely to the design of quasi-experiments and experiments in the social sciences, as described by Campbell and Stanley in the 1950s, and extended by Cook, Shadish, and others; (ii) the design and analysis of sample surveys, originating in the 1890s, in particular multi-stage clustered designs, and experiments embedded in them, as presented by Cochran, Kish, and others.

SOCI 30004  Statistical Methods of Research 1. (Winter)
This course provides a comprehensive introduction to widely used quantitative methods in sociology and related social sciences.  Topics covered include analysis of variance and multiple regression, considered as they are used by practicing social scientists.

SOCI 30005  Statistical Methods of Research 2 (Spring)
Social scientists regularly ask questions that can be answered with quantitative data from a population-based sample. For example, how much more income do college graduates earn compared to those who do not attend college? Do men and women with similar levels of training and who work in similar jobs earn different incomes? Why do children who grow up in different family or neighborhood environments perform differently in school? To what extent do individuals from different socioeconomic backgrounds hold different types of political attitudes and engage in different types of political behavior? This course explores statistical methods that can be used to answer these and many other questions of interest to social scientists. The main objectives are to provide students with a firm understanding of linear regression and generalized linear models and with the technical skills to implement these methods in practice.

 

SOCI 20157/30157 Mathematical Models (Winter) 
This course examines mathematical models and related analyses of social action, emphasizing a rational-choice perspective. About half the lectures focus on models of collective action, power, and exchange as developed by Coleman, Bonacich, Marsden, and Yamaguchi. Then the course examines models of choice over the life course, including rational and social choice models of marriage, births, friendship networks, occupations, and divorce. Both behavioral and analytical models are surveyed.

SOCI 30253 /MACS 54000 Introduction to Spatial Data Science. (Fall)
Spatial data science consists of a collection of concepts and methods drawn from both statistics and computer science that deal with accessing, manipulating, visualizing, exploring and reasoning about geographical data. The course introduces the types of spatial data relevant in social science inquiry and reviews a range of methods to explore these data. Topics covered include formal spatial data structures, geovisualization and visual analytics, rate smoothing, spatial autocorrelation, cluster detection and spatial data mining. An important aspect of the course is to learn and apply open source software tools, including R and GeoDa.

SOCI 40103 Event History Analysis (Spring)
An introduction to the methods of event history analysis will be given.  The  methods allow for the analysis of duration data.  Non-parametric methods and parametric regression models are available to investigate the influence of covariates on the duration until a certain even occurs.  Applications of these methods will be discussed i.e., duration until marriage, social mobility processes organizational mortality, firm tenure, etc.

 

SOSC 36006: Foundations of Statistical Theory (Fall)
This course is designed for graduate and advanced undergraduate students who aim to develop conceptual understanding of the fundamentals of statistical theory underlying a wide array of quantitative research methods. The course introduces students to probability and statistical theory and emphasizes the connection between statistical theory and the routine practice of statistical applications in quantitative research. Students will gain basic understanding of the concepts of joint, marginal, and conditional probability, Bayes rule, probability distributions of random variables, principles of statistical inference, sampling distributions, and estimation strategies. The course can serve as a preparation for mathematical statistics courses such as STAT 244 (Statistical Theory and Methods 1) and as a theoretical foundation for various advanced quantitative methods courses in the social, behavioral, and health sciences. Prereq: Basic knowledge of linear algebra and calculus, and specifically differentiation and integration, is necessary to understand the material on continuous distributions, multivariate distributions and functions of random variables.

SOSC 36007: Overview of Quantitative Methods in the Social and Behavioral Sciences (Winter)
The course is designed to offer an overview of and present the common logic underlying a wide range of methods developed for rigorous quantitative inquiry in the social and behavioral sciences. Students will become familiar with various research designs, measurement, and advanced analytic strategies broadly applicable to theory-driven and data-informed quantitative research in many disciplines. Moreover, they will understand the inherent connections between different statistical methods, and will become aware of the strengths and limitations of each. In addition, this course will provide a gateway to the numerous offerings of advanced quantitative methods courses. It is suitable for undergraduate and graduate students at any stage of their respective programs.
Prereq: Introductory level statistics

SOSC 36008/CHDV 36008/EDSO 36008/PSYC 28926  Principles and Methods of Measurement (Spring)
Accurate measurement of key theoretical constructs with known and consistent psychometric properties is one of the essential steps in quantitative social and behavioral research. However, measurement of phenomena that are not directly observable (such as psychological attributes, perceptions of organizational climate, or quality of services) is difficult. Much of the research in psychometrics has been developed in an attempt to properly define and quantify such phenomena. This course is designed to introduce students to the relevant concepts, principles, and methods underlying the construction and interpretation of tests or measures. It provides in-depth coverage of test reliability and validity, topics in test theory, and statistical procedures applicable to psychometric methods. Such understanding is essential for rigorous practice in measurement as well as for proper interpretation of research. The course is highly recommended for students who plan to pursue careers in academic research or applied practice involving the use or development of tests or measures in the social and behavioral sciences.
Prereq: Couse work or background experience in statistics through inferential statistics and linear regression.

STAT 22000. Statistical Methods and Applications. 100 Units. (Fall/Winter/Spring)
This course introduces statistical techniques and methods of data analysis, including the use of statistical software. Examples are drawn from the biological, physical, and social sciences. Students are required to apply the techniques discussed to data drawn from actual research. Topics include data description, graphical techniques, exploratory data analyses, random variation and sampling, basic probability, random variables and expected values, confidence intervals and significance tests for one- and two-sample problems for means and proportions, chi-square tests, linear regression, and, if time permits, analysis of variance.
Prerequisite(s): MATH 13100 or 15100 or 15200 or 15300 or 16100 or 16110 or 15910 or 19520 or 19620 or 20250 or 20300 or 20310.
Note(s): Students may count either STAT 22000 or STAT 23400, but not both, toward the forty-two credits required for graduation. Students with credit for STAT 23400 not admitted. This course meets on of the general education requirements in the mathematical sciences. Only one of STAT 20000, STAT 20010, or STAT 22000, can count toward the general education requirement in the mathematical sciences.

STAT 22200. Linear Models and Experimental Design. 100 Units. (Spring)
This course covers principles and techniques for the analysis of experimental data and the planning of the statistical aspects of experiments. Topics include linear models; analysis of variance; randomization, blocking, and factorial designs; confounding; and incorporation of covariate information.
Prerequisite(s): STAT 22000 or 23400 with a grade of at least C+, or STAT 22400 or 22600 or 24500 or 24510 or PBHS 32100, or AP Statistics credit for STAT 22000. Also two quarters of calculus (MATH 13200 or 15200 or 15300 or 16200 or 16210 or 15910 or 19520 or 19620 or 20250 or 20300 or 20310).

STAT 22400/PBHS 32400 Applied Regression Analysis. 100 Units. (Fall/Spring)
This course introduces the methods and applications of fitting and interpreting multiple regression models. The primary emphasis is on the method of least squares and its many varieties. Topics include the examination of residuals, the transformation of data, strategies and criteria for the selection of a regression equation, the use of dummy variables, tests of fit, nonlinear models, biases due to excluded variables and measurement error, and the use and interpretation of computer package regression programs. The techniques discussed are illustrated by many real examples involving data from both the natural and social sciences. Matrix notation is introduced as needed.
Prerequisite: PBHS 32100.
Equivalent Course(s): PBHS 32400 a grade of at least C, or STAT 22200 or 22600 or 24500 or 24510 or PBHS 32100, or AP Statistics credit for STAT 22000. Also two quarters of calculus (MATH 13200 or 15200 or 15300 or 16200 or 16210 or 15910 or 19520 or 19620 or 20250 or 20300 or 20310).
Equivalent Course(s): PBHS 32400

 

STAT 23400. Statistical Models and Methods 1 (Fall/Winter/Spring)
This course is recommended for students throughout the natural and social sciences who want a broad background in statistical methodology and exposure to probability models and the statistical concepts underlying the methodology. Probability is developed for the purpose of modeling outcomes of random phenomena. Random variables and their expectations are studied; including means and variances of linear combinations and an introduction to conditional expectation. Binomial, Poisson, normal and other standard probability distributions are considered. Some probability models are studied mathematically, and others are studied via computer simulation. Sampling distributions and related statistical methods are explored mathematically, studied via simulation, and illustrated on data. Methods include, but are not limited to, inference for means and proportions for one- and two-sample problems, two-way tables, correlation, and simple linear regression. Graphical and numerical data description are used for exploration, communication of results, and comparing mathematical consequences of probability models and data. Mathematics employed is to the level of single-variable differential and integral calculus and sequences and series.

STAT 24400  Statistical Theory and Methods I (Fall/Winter)
This course is the first quarter of a two-quarter systematic introduction to the principles and techniques of statistics, as well as to practical considerations in the analysis of data, with emphasis on the analysis of experimental data. This course covers tools from probability and the elements of statistical theory. Topics include the definitions of probability and random variables, binomial and other discrete probability distributions, normal and other continuous probability distributions, joint probability distributions and the transformation of random variables, principles of inference (including Bayesian inference), maximum likelihood estimation, hypothesis testing and confidence intervals, likelihood ratio tests, multinomial distributions, and chi-square tests. Examples are drawn from the social, physical, and biological sciences. The coverage of topics in probability is limited and brief, so students who have taken a course in probability find reinforcement rather than redundancy. Students who have already taken STAT 25100 have the option to take STAT 24410 (if offered) instead of STAT 24400.

STAT 24410/30030  Statistical Theory and Methods Ia (Fall)
This course is the first quarter of a two-quarter sequence providing a principled development of statistical methods, including practical considerations in applying these methods to the analysis of data. The course begins with a brief review of probability and some elementary stochastic processes, such as Poisson processes, that are relevant to statistical applications. The bulk of the quarter covers principles of statistical inference from both frequentist and Bayesian points of view. Specific topics include maximum likelihood estimation, posterior distributions, confidence and credible intervals, principles of hypothesis testing, likelihood ratio tests, multinomial distributions, and chi-square tests. Additional topics may include diagnostic plots, bootstrapping, a critical comparison of Bayesian and frequentist inference, and the role of conditioning in statistical inference. Examples are drawn from the social, physical, and biological sciences. The statistical software package R will be used to analyze datasets from these fields and instruction in the use of R is part of the course.

STAT 24500  Statistical Theory and Methods II (Winter/Spring)
This course is the second quarter of a two-quarter systematic introduction to the principles and techniques of statistics, as well as to practical considerations in the analysis of data, with emphasis on the analysis of experimental data. This course continues from either STAT 24400 or STAT 24410 and covers statistical methodology, including the analysis of variance, regression, correlation, and some multivariate analysis. Some principles of data analysis are introduced, and an attempt is made to present the analysis of variance and regression in a unified framework. Statistical software is used.
Prerequisite(s): Linear algebra (MATH 19620 or 20250 or STAT 24300 or equivalent) and STAT 24400 or STAT 24410.
Note(s): Students may count either STAT 24500 or STAT 24510, but not both, toward the forty-two credits required for graduation.

STAT 24410/30030  Statistical Theory and Methods Ia  (Fall)
This course is the first quarter of a two-quarter systematic introduction to the principles and techniques of statistics, as well as to practical considerations in the analysis of data, with emphasis on the analysis of experimental data. This course covers tools from probability and the elements of statistical theory. Topics include the definitions of probability and random variables, binomial and other discrete probability distributions, normal and other continuous probability distributions, joint probability distributions and the transformation of random variables, principles of inference (including Bayesian inference), maximum likelihood estimation, hypothesis testing and confidence intervals, likelihood ratio tests, multinomial distributions, and chi-square tests. Examples are drawn from the social, physical, and biological sciences. The coverage of topics in probability is limited and brief, so students who have taken a course in probability find reinforcement rather than redundancy. Students who have already taken STAT 25100 have the option to take STAT 24410 (if offered) instead of STAT 24400.
Prerequisite(s): (MATH 19520 or MATH 20000 with a grade of B or better), or MATH 16300 or 16310 or 20250 or 20300 or 20310 or 20700 or STAT 24300 or PHYS 22100.
Note(s): Some previous experience with statistics and/or probability helpful but not required. Concurrent or prior linear algebra (MATH 19620 or 20250 or STAT 24300 or equivalent) is recommended for students continuing to STAT 24500. Students may count either STAT 24400 or STAT 24410, but not both, toward the forty-two credits required for graduation.

STAT 24510/30040 Statistical Theory and Methods IIa  (Winter)
This course is the second quarter of a two-quarter systematic introduction to the principles and techniques of statistics, as well as to practical considerations in the analysis of data, with emphasis on the analysis of experimental data. This course continues from either STAT 24400 or STAT 24410 and covers statistical methodology, including the analysis of variance, regression, correlation, and some multivariate analysis. Some principles of data analysis are introduced, and an attempt is made to present the analysis of variance and regression in a unified framework. Statistical software is used.
Prerequisite(s): Linear algebra (MATH 19620 or 20250 or STAT 24300 or PHYS 22100 or equivalent) and (STAT 24400 or STAT 24410).
Note(s): Students may count either STAT 24500 or STAT 24510, but not both, toward the forty-two credits required for graduation.

STAT 24620/32950 Multivariate Statistical Analysis: Applications and Techniques (Spring)
This course focuses on applications and techniques for analysis of multivariate and high dimensional data. Beginning subjects cover common multivariate techniques and dimension reduction, including principal component analysis, factor model, canonical correlation, multi-dimensional scaling, discriminant analysis, clustering, and correspondence analysis (if time permits). Further topics on statistical learning for high dimensional data and complex structures include penalized regression models (LASSO, ridge, elastic net), sparse PCA, independent component analysis, Gaussian mixture model, Expectation-Maximization methods, and random forest. Theoretical derivations will be presented with emphasis on motivations, applications, and hands-on data analysis.Prerequisite(s): (STAT 24300 or MATH 20250) and (STAT 24500 or STAT 24510). Graduate students in Statistics or Financial Mathematics can enroll without prerequisites.
Note(s): Linear algebra at the level of STAT 24300. Knowledge of probability and statistical estimation techniques (e.g. maximum likelihood and linear regression) at the level of STAT 24400-24500. Equivalent Course(s): STAT 32950

STAT 25100. Introduction to Mathematical Probability. 100 Units. (Fall/Spring)
This course covers fundamentals and axioms; combinatorial probability; conditional probability and independence; binomial, Poisson, and normal distributions; the law of large numbers and the central limit theorem; and random variables and generating functions.
Prerequisite(s): ((MATH 16300 or MATH 16310 or MATH 20500 or MATH 20510 or MATH 20900), with no grade requirement), or ((MATH 19520 or MATH 20000) with (either a minimum grade of B-, or STAT major, or currently enrolled in prerequisite course)). Or instructor consent.
Note(s): Students may count either STAT 25100 or STAT 25150, but not both, toward the forty-two credits required for graduation.

STAT 25150 Introduction to Mathematical Probability-A (TBD)
This course covers fundamentals and axioms; combinatorial probability; conditional probability and independence; binomial, Poisson, and normal distributions; the law of large numbers and the central limit theorem; and random variables and generating functions. Prerequisite(s): MATH 20000 or 20500, or consent of instructor

 

STAT 26100/33600 Time Dependent Data. 100 Units. (Fall)
This course considers the modeling and analysis of data that are ordered in time. The main focus is on quantitative observations taken at evenly spaced intervals and includes both time-domain and spectral approaches.
Prerequisite(s): STAT 24500 w/B- or better or STAT 24510 w/C+ or better is required; alternatively STAT 22400 w/B- or better and exposure to multivariate calculus (MATH 16300 or MATH 16310 or MATH 19520 or MATH 20000 or MATH 20500 or MATH 20510 or MATH 20800). Graduate students in Statistics or Financial Mathematics can enroll without prerequisites. Some previous exposure to Fourier series is helpful but not required.
Equivalent Course(s): STAT 33600

STAT 26300/35490 Introduction to Statistical Genetics (Spring)
As a result of technological advances over the past few decades, there is a tremendous wealth of genetic data currently being collected. These data have the potential to shed light on the genetic factors influencing traits and diseases, as well as on questions of ancestry and population history. The aim of this course is to develop a thorough understanding of probabilistic models and statistical theory and methods underlying analysis of genetic data, focusing on problems in complex trait mapping, with some coverage of population genetics. Although the case studies are all in the area of statistical genetics, the statistical inference topics, which will include likelihood-based inference, linear mixed models, and restricted maximum likelihood, among others, are widely applicable to other areas. No biological background is needed, but a strong foundation in statistical theory and methods is assumed. Note(s): STAT 26300 can count as either a List A or List B elective in the Statistics major.
Prerequisite(s): STAT 24500 or STAT 24510

STAT 27410 Introduction to Bayesian Data analysis (Spring)
In recent years, Bayes and empirical Bayes (EB) methods have continued to increase in popularity and impact. These methods combine information from similar and independent experiments and yield improved estimation of both individual and shared model characteristics. In this course, we introduce Bayes and EB methods, as well as the necessary tools needed to evaluate their performances relative to traditional, frequentist methods. We shall focus on more practical, data analytic and computing issues. Various computing methods will be discussed, in order to find the posterior distributions, including Markov chain Monte Carlo methods such as the Gibbs sampler. We will use R to implement these methods to solve real world problems. The methods will be illustrated from applications in various areas, such as biological science, biomedical science, public health, epidemiology, education, social science, economics, psychology, agriculture and engineering. Recent developments of Bayesian methods on nonlinear models, longitudinal data analysis, hierarchical models, time series, survival analysis, spatial statistics will also be explored.
Prerequisite(s): [STAT 22000 or STAT 23400 or STAT 22400 or STAT 22600 or STAT 24500 or STAT 24510[ AND [(MATH 13200 or MATH 15200 or MATH 15300 or MATH 16200 or MATH 16210 or MATH 15910 or MATH 19520 or MATH 19620 or MATH 20250 or MATH 20300 or MATH 20310) with a grade of C+ or higher]
Note(s): Students should be comfortable with coding in R software.

STAT 27420 Introduction to Causality with Machine Learning (Fall)
This course is an introduction to causal inference. We’ll cover the core ideas of causal inference and what distinguishes it from traditional observational modeling. This includes an introduction to some foundational ideas—structural equation models, causal directed acyclic graphs, and then do calculus. The course has a particular emphasis on the estimation of causal effects using machine learning methods.

 STAT 27700/CMSC 25300   Mathematical Foundations of Machine Learning. 100 Units. (Fall)
This course is an introduction to the mathematical foundations of machine learning that focuses on matrix methods and features real-world applications ranging from classification and clustering to denoising and data analysis. Mathematical topics covered include linear equations, regression, regularization, the singular value decomposition, and iterative algorithms. Machine learning topics include the lasso, support vector machines, kernel methods, clustering, dictionary learning, neural networks, and deep learning. Students are expected to have taken calculus and have exposure to numerical computing (e.g. Matlab, Python, Julia, R).
Prerequisite(s): CMSC 12200 or CMSC 15200 or CMSC 16200, and the equivalent of two quarters of calculus (MATH 13200 or higher).
Equivalent Course(s): CMSC 25300

STAT 27725 Machine Learning  (Winter)
This course offers a practical, problem-centered introduction to machine learning. Topics covered include the Perceptron and other online algorithms; boosting; graphical models and message passing; dimensionality reduction and manifold learning; SVMs and other kernel methods; artificial neural networks; and a short introduction to statistical learning theory. Weekly programming assignments give students the opportunity to try out each learning algorithm on real world datasets. CMSC 15400 or CMCS 12300. STAT 22000 or STAT 23400 strongly recommended

 

STAT 30400. Distribution Theory. 100 Units. (Fall)
This course is a systematic introduction to random variables and probability distributions. Topics include standard distributions (i.e. uniform, normal, beta, gamma, F, t, Cauchy, Poisson, binomial, and hypergeometric); properties of the multivariate normal distribution and joint distributions of quadratic forms of multivariate normal; moments and cumulants; characteristic functions; exponential families; modes of convergence; central limit theorem; and other asymptotic approximations.
Prerequisite(s): STAT 24500 or STAT 24510 and MATH 20500 or MATH 20510, or consent of instructor.

STAT 30750. Numerical Linear Algebra. 100 Units. (Fall/Winter)
This course is devoted to the basic theory of linear algebra and its significant applications in scientific computing. The objective is to provide a working knowledge and hands-on experience of the subject suitable for graduate level work in statistics, econometrics, quantum mechanics, and numerical methods in scientific computing. Topics include Gaussian elimination, vector spaces, linear transformations and associated fundamental subspaces, orthogonality and projections, eigenvectors and eigenvalues, diagonalization of real symmetric and complex Hermitian matrices, the spectral theorem, and matrix decompositions (QR, Cholesky and Singular Value Decompositions). Systematic methods applicable in high dimensions and techniques commonly used in scientific computing are emphasized. Students enrolled in the graduate level STAT 30750 will have additional work in assignments, exams, and projects including applications of matrix algebra in statistics and numerical computations implemented in Matlab or R. Some programming exercises will appear as optional work for students enrolled in the undergraduate level STAT 24300.Prerequisite(s): Multivariate calculus (MATH 15910 or MATH 16300 or MATH 16310 or MATH 19520 or MATH 20000 or MATH 20500 or MATH 20510 or MATH 20900 or PHYS 22100 or equivalent). Previous exposure to linear algebra is helpful.
Equivalent Course(s): STAT 24300

 

STAT 31150/CAAM 31150    Inverse Problems and Data Assimilation. 100 Units. (Fall)
This class provides an introduction to Bayesian Inverse Problems and Data Assimilation, emphasizing the theoretical and algorithmic inter-relations between both subjects. We will study Gaussian approximations and optimization and sampling algorithms, including a variety of Kalman-based and particle filters as well as Markov chain Monte Carlo schemes designed for high-dimensional inverse problems.
Prerequisite(s): Familiarity with calculus, linear algebra, and probability/statistics at the level of STAT 24400 or STAT 24410. Some knowledge of ODEs may also be helpful. Equivalent Course(s): CAAM 31150

STAT 31200  Introduction to Stochastic Processes I (Fall)
This course introduces stochastic processes not requiring measure theory. Topics include branching processes, recurrent events, renewal theory, random walks, Markov chains, Poisson, and birth-and-death processes.

 

STAT 32940/FINM 33180/CAAM 32940    Multivariate Data Analysis via Matrix Decompositions. 100 Units. (Fall)
This course is about using matrix computations to infer useful information from observed data. One may view it as an “applied” version of Stat 30900 although it is not necessary to have taken Stat 30900; the only prerequisite for this course is basic linear algebra. The data analytic tools that we will study will go beyond linear and multiple regression and often fall under the heading of “Multivariate Analysis” in Statistics. These include factor analysis, correspondence analysis, principal components analysis, multidimensional scaling, linear discriminant analysis, canonical correlation analysis, cluster analysis, etc. Understanding these techniques require some facility with matrices in addition to some basic statistics, both of which the student will acquire during the course. Program elective. Equivalent Course(s): FINM 33180, CAAM 32940

STAT 33100  Sample Surveys (Fall)
This course covers random sampling methods; stratification, cluster sampling, and ratio estimation; and methods for dealing with nonresponse and partial response.

STAT 34300 Applied Linear Statistical Methods (Fall)
This course introduces the theory, methods, and applications of fitting and interpreting multiple regression models. Topics include the examination of residuals, the transformation of data, strategies and criteria for the selection of a regression equation, nonlinear models, biases due to excluded variables and measurement error, and the use and interpretation of computer package regression programs. The theoretical basis of the methods, the relation to linear algebra, and the effects of violations of assumptions are studied. Techniques discussed are illustrated by examples involving both physical and social sciences data.