School of Mathematics and Statistics
HP 4302
613-520-2155
http://mathstat.carleton.ca
This section presents the requirements for programs in:
Program Requirements
M.Sc. Mathematics and Statistics
with Collaborative Specialization in Biostatistics (6.0 credits)
The M.Sc. in Mathematics and Statistics: Specialization in Biostatistics is part of the M.Sc. in Mathematics and Statistics with Concentration in Statistics and has two completion options.
Requirements - Thesis option (6.0 credits) | ||
1. 3.5 credits in course work | 3.5 | |
2. 0.5 credit in: | 0.5 | |
STAT 5902 [0.5] | Seminar in Biostatistics | |
3. 2.0 credits in Thesis | 2.0 | |
Total Credits | 6.0 |
Requirements - Coursework option (5.0 credits) | ||
1. 4.5 credits in courses | 4.5 | |
2. 0.5 credit in: | 0.5 | |
STAT 5902 [0.5] | Seminar in Biostatistics | |
Total Credits | 5.0 |
Unless prior approval by the Director of the collaborative program has been obtained, students in the M.Sc. Mathematics program should take EPIJ 5240, EPIJ 5241, EPIJ 6178, EPIJ 6278, STAT 5600 (MAT 5375) or STAT 5610 (MAT 5375), and STAT 5501 (MAT 5191) or STAT 5602 (MAT 5317). The remaining courses should be in Mathematics and Statistics at the graduate level.
Epidemiology - Joint (EPIJ) Courses
Epidemiology
Epidemiology II
Vital and Health Statistics
Epidemiological Methods
Major principles of study design and analysis: validity in epidemiologic studies; precision and statistics in epidemiology studies; confounding; additive and multiplicative interaction; stratified analysis; regression models; regression modeling; bias analysis; analytical strategy.
Prerequisite(s): EPI 5240, (EPI 5242 or MAT 5375).
Survival Analysis in the Health Sciences
Types of survival data. Hazard function and its links to incidence rate/density. Nonparametric analysis including actuarial life tables, Kaplan-Meier method and log-rank test. Proportional hazards (Cox regression) modeling. Methods for time varying covariates and non-proportional hazards. SAS software for hands-on modeling.
Prerequisite(s): EPI 5340.
Applied Logistic Regression
Foundation of model estimation: maximum likelihood; modeling dichotomous outcome (dependent) variables: logistic regression; logistic models with several independent variables; interpretation of model parameters; model-building strategies; assessing the fit of the model; regression diagnostics. Classes will include hands-on modeling examples using SAS statistical software.
Prerequisite(s): EPI 5340.
Applied Longitudinal and Clustered Data Analysis
Introduction to longitudinal (repeated measures) and clustered data and overview of regression models for correlated data; linear mixed effects models: modelling the mean; modelling the covariance structure; generalized estimating equations and generalized linear mixed effects models; regression diagnostics; missing data and drop-out; case studies.
Prerequisite(s): EPI 5340.
Clinical Trials
Advanced Clinical Trials
Mathematics (MATH) Courses
Commutative Algebra
Prime spectrum of a commutative ring (as a topological space); localization of rings and modules; tensor product of modules and algebras; Hilbert’s Nullstellensatz and consequences for finitely generated algebras; Krull dimension of a ring; integral dependence, going-up, going-down; Noether Normalization Lemma and dimension theory.
Algebraic Geometry
Brief overview of commutative algebra, Hilbert’s Nullstellensatz, algebraic sets, and Zariski topology. Affine and projective varieties over algebraically closed fields. Regular functions and rational maps. Additional topics.
Banach Algebras
Commutative Banach algebras; the space of maximal ideals; representation of Banach algebras as function algebras and as operator algebras; the spectrum of an element. Special types of Banach algebras: for example, regular algebras with involution, applications.
Complex Analysis
Complex differentiation and integration, harmonic functions, maximum modulus principle, Runge's theorem, conformal mapping, entire and meromorphic functions, analytic continuation.
Real Analysis I (Measure Theory and Integration)
General measure and integral, Lebesgue measure and integration on R, Fubini's theorem, Lebesgue-Radon-Nikodym theorem, absolute continuity and differentiation, LP-spaces. Selected topics such as Daniell-Stone theory.
Real Analysis II (Functional Analysis)
Banach and Hilbert spaces, bounded linear operators, dual spaces. Topics selected from: weak-topologies, Alaoglu's theorem, compact operators, differential calculus in Banach spaces, Riesz representation theorems.
Also offered at the undergraduate level, with different requirements, as MATH 4003, for which additional credit is precluded.
Introduction to Hilbert Space
Geometry of Hilbert Space, spectral theory of linear operators in Hilbert Space.
Group Representations and Applications
An introduction to group representations and character theory, with selected applications.
Rings and Modules
Generalizations of the Wedderburn-Artin theorem and applications, homological algebra.
Lie Algebras
Basic concepts: ideals, homomorphisms, nilpotent, solvable, semi-simple. Representations, universal enveloping algebra. Semi-simple Lie algebras: structure theory, classification, and representation theory.
Group Theory
Fundamental principles as applied to abelian, nilpotent, solvable, free, and finite groups; representations.
Algebra I: Rings and Modules
Noetherian and artinian modules and rings. Varieties, Hilbert Basis Theorem, radical ideals, Hilbert Nullstellensatz. Localization and tensor products of modules and algebras. Semisimple rings and modules, Schur's Lemma, Jacobson Density Theorem, Artin-Wedderburn Theorem. Short exact sequences. Free, projective, injective and flat modules.
Homological Algebra and Category Theory
Axioms of set theory, categories, functors, natural transformations; free, projective, injective and flat modules; tensor products and homology functors, derived functors; dimension theory.
Algebra II: Groups and Galois Theory
Group actions, class equation, Sylow theorems, central, composition and derived series, Jordan-Holder theorem, field extensions and minimal polynomials, algebraic closure, separable extensions, integrality, Galois groups, fundamental theorem of Galois theory, finite fields, cyclotomic field extensions, fundamental theorem of algebra, transcendental extensions.
Topics in Geometry
Various axiom systems of geometry. Detailed examinations of at least one modern approach to foundations, with emphasis upon the connections with group theory.
Homology Theory
The Eilenberg-Steenrod axioms and their consequences, singular homology theory, applications to topology and algebra.
Topology I
Topological spaces, product and identification topologies, countability and separation axioms, compactness, connectedness, homotopy, fundamental group, net and filter convergence.
Topology II
Covering spaces, homology via the Eilenberg-Steenrod Axioms, applications, construction of a homology functor.
Also offered at the undergraduate level, with different requirements, as MATH 4206, for which additional credit is precluded.
Foundations of Geometry
A study of at least one modern axiom system of Euclidean and non-Euclidean geometry, embedding of hyperbolic and Euclidean geometries in the projective plane, groups of motions, models of non-Euclidean geometry.
Differentiable Manifolds
A study of differentiable manifolds from the point of view of either differential topology or differential geometry. Topics such as smooth mappings, transversality, intersection theory, vector fields on manifolds, Gaussian curvature, Riemannian manifolds, differential forms, tensors, and connections are included.
Mathematical Cryptography
Analysis of cryptographic methods used in authentication and data protection, with particular attention to the underlying mathematics, e.g. Algebraic Geometry, Number Theory, and Finite Fields. Advanced topics on Public-Key Cryptography: RSA and integer factorization, Diffie-Hellman, discrete logarithms, elliptic curves. Topics in current research.
Mathematical Logic
A basic graduate course in mathematical logic. Propositional and predicate logic, proof theory, Gentzen's Cut-Elimination, completeness, compactness, Henkin models, model theory, arithmetic and undecidability. Special topics (time permitting) depending on interests of instructor and audience.
Analytic Number Theory
Dirichlet series, characters, Zeta-functions, prime number theorem, Dirichlet's theorem on primes in arithmetic progressions, binary quadratic forms.
Algebraic Number Theory
Algebraic number fields, bases, algebraic integers, integral bases, arithmetic in algebraic number fields, ideal theory, class number.
Topics in Applied Mathematics
Ordinary Differential Equations
Linear systems, fundamental solution. Nonlinear systems, existence and uniqueness, flow. Equilibria, periodic solutions, stability. Invariant manifolds and hyperbolic theory. One or two specialized topics taken from, but not limited to: perturbation and asymptotic methods, normal forms and bifurcations, global dynamics.
Partial Differential Equations
First-order equations, characteristics method, classification of second-order equations, separation of variables, Green's functions. Lp and Sobolev spaces, distributions, variational formulation and weak solutions, Lax-Milgram theorem, Galerkin approximation. Parabolic PDEs. Wave equations, hyperbolic systems, nonlinear PDEs, reactiondiffusion equations, infinite-dimensional dynamical systems, regularity.
Topics in Partial Differential Equations
Theory of distributions, initial-value problems based on two-dimensional wave equations, Laplace transform, Fourier integral transform, diffusion problems, Helmholtz equation with application to boundary and initial-value problems in cylindrical and spherical coordinates.
Also offered at the undergraduate level, with different requirements, as MATH 4701, for which additional credit is precluded.
Asymptotic Methods of Applied Mathematics
Asymptotic series: properties, matching, application to differential equations. Asymptotic expansion of integrals: elementary methods, methods of Laplace, Stationary Phase and Steepest Descent, Watson's Lemma, Riemann-Lebesgue Lemma. Perturbation methods: regular and singular perturbation for differential equations, multiple scale analysis, boundary layer theory, WKB theory.
Theory of Automata
Algebraic structure of sequential machines, de-composition of machines; finite automata, formal languages; complexity.
Game Theory
Two-person zero-sum games; infinite games; multi-stage games; differential games; utility theory; two-person general-sum games; bargaining problem; n-person games; games with a continuum of players.
Topics in Combinatorial Mathematics
Courses in special topics related to Combinatorial Mathematics, not covered by other graduate courses.
Linear Optimization
Linear programming problems; simplex method, upper bounded variables, free variables; duality; postoptimality analysis; linear programs having special structures; integer programming problems; unimodularity; knapsack problem.
Nonlinear Optimization
Methods for unconstrained and constrained optimization problems; Kuhn-Tucker conditions; penalty functions; duality; quadratic programming; geometric programming; separable programming; integer nonlinear programming; pseudo-Boolean programming; dynamic programming.
Topics in Operations Research
Topics in Algorithm Design
Numerical Analysis
Error analysis for fixed and floating point arithmetic; systems of linear equations; eigen-value problems; sparse matrices; interpolation and approximation, including Fourier approximation; numerical solution of ordinary and partial differential equations.
Formal Language and Syntax Analysis
Computability, unsolvable and NP-hard problems. Formal languages, classes of language automata. Principles of compiler design, syntax analysis, parsing (top-down, bottom-up), ambiguity, operator precedence, automatic construction of efficient parsers, LR, LR(O), LR(k), SLR, LL(k). Syntax directed translation.
Combinatorial Optimization I
Network flow theory and related material. Topics will include shortest paths, minimum spanning trees, maximum flows, minimum cost flows. Optimal matching in bipartite graphs.
Combinatorial Optimization II
Topics include optimal matching in non-bipartite graphs, Euler tours, and the Chinese Postman problem. Other extensions of network flows: dynamic flows, multicommodity flows, and flows with gains, bottleneck problems. Matroid optimization. Enumerative and heuristic algorithms for the Traveling Salesman and other problems.
Discrete Applied Mathematics I: Graph Theory
Paths and cycles, trees, connectivity, Euler tours and Hamilton cycles, edge colouring, independent sets and cliques, vertex colouring, planar graphs, directed graphs. Selected topics from one or more of the following areas: algebraic graph theory, topological graph theory, random graphs.
Discrete Applied Mathematics II: Combinatorial Enumeration
Ordinary and exponential generating functions, product formulas, permutations, rooted trees, cycle index, WZ method. Lagrange inversions, singularity analysis of generating functions and asymptotics. Selected topics from one or more of the following areas: random graphs, random combinatorial structures, hypergeometric functions.
Quantum Computing
Space of quantum bits; entanglement. Observables in quantum mechanics. Density matrix and Schmidt decomposition. Quantum cryptography. Classical and quantum logic gates. Quantum Fourier transform. Shor's quantum algorithm for factorization of integers.
Mathematical Aspects of Wavelets and Digital Signal Processing
Lossless compression methods. Discrete Fourier transform and Fourier-based compression methods. JPEG and MPEG. Wavelet analysis. Digital filters and discrete wavelet transform. Daubechies wavelets. Wavelet compression.
Seminar
Directed Studies
Research Internship
This course affords students the opportunity to undertake research in mathematics as a cooperative project with governmental or industrial sponsors. The grade will be based upon the mathematical content and upon oral and written presentation of results.
Prerequisite(s): permission of the graduate director.
M.Sc. Thesis in Mathematics
M.Sc. Project in Mathematics
Project in mathematics supervised by a professor approved by the graduate director resulting in a major report (approximately 30-40 pages), together with a short presentation on the report. Graded by the supervisor and another professor appointed by the graduate director.
Research Participation
Harmonic Analysis on Groups
Transformation groups; Haar measure; unitary representations of locally compact groups; completeness and compact groups; character theory; decomposition.
Topics in Analysis
Topics in Algebra
Lie Groups
Matrix groups: one-parameter groups, exponential map, Campbell-Hausdorff formula, Lie algebra of a matrix group, integration on matrix groups. Abstract Lie groups.
Topics in Topology
Topics in Probability
Topics in Mathematical Logic
Mathematical Foundations of Computer Science
Foundations of functional languages, lambda calculi (typed, polymorphically typed, untyped), Curry-Howard Isomorphism, proofs-as-programs, normalization and rewriting theory, operational semantics, type assignment, introduction to denotational semantics of programs, fixed-point programming.
Seminar
Directed Studies
Ph.D. Thesis
Statistics (STAT) Courses
Multivariate Normal Theory
Multivariate normal distribution properties, characterization, estimation of means, and covariance matrix. Regression approach to distribution theory of statistics; multivariate tests; correlations; classification of observations; Wilks' criteria.
Mathematical Statistics II
Confidence intervals and pivotals; Bayesian intervals; optimal tests and Neyman-Pearson theory; likelihood ratio and score tests; significance tests; goodness-of-fit-tests; large sample theory and applications to maximum likelihood and robust estimation.
Also offered at the undergraduate level, with different requirements, as STAT 4507, for which additional credit is precluded.
Sampling Theory and Methods
Unequal probability sampling with and without replacement; unified theory for standard errors; prediction approach; ratio and regression estimation; stratification and optimal designs; multistage cluster sampling; double sampling; domains of study; post-stratification; nonresponse; measurement errors; related topics.
Linear Models
Theory of non full rank linear models; estimable functions, best linear unbiased estimators, hypotheses testing, confidence regions; multi-way classifications; analysis of covariance; variance component models; maximum likelihood estimation, Minque, Anova methods; miscellaneous topics.
Stochastic Processes and Time Series Analysis
Stationary stochastic processes, inference for stochastic processes, applications to time series and spatial series analysis.
Design of Experiments
Overview of linear model theory; orthogonality; randomized block and split plot designs; latin square designs; randomization theory; incomplete block designs; factorial experiments: confounding and fractional replication; response surface methodology. Miscellaneous topics.
Robust Statistical Inference
Tests for location, scale, and regression parameters; derivation of rank tests; distribution theory of linear rank statistics and their efficiency. Robust estimation of location, scale and regression parameters; Huber's M-estimators, Rank-methods, L-estimators. Influence function. Adaptive procedures.
Advanced Statistical Inference
Pure significance test; uniformly most powerful unbiased and invariant tests; asymptotic comparison of tests; confidence intervals; large-sample theory of likelihood ratio and chi-square tests; likelihood inference; Bayesian inference; fiducial and structural methods; resampling methods.
Topics in Stochastic Processes
Course contents will vary, but will include topics drawn from Markov processes. Brownian motion, stochastic differential equations, martingales, Markov random fields, random measures, and infinite particle systems, advanced topics in modeling, population models.
Multivariate Analysis
Multivariate methods of data analysis, including principal components, cluster analysis, factor analysis, canonical correlation, MANOVA, profile analysis, discriminant analysis, path analysis.
Nonparametric Statistics
Order statistics; projections; U-statistics; L-estimators; rank, sign, and permutation test statistics; nonparametric tests of goodness-of-fit, homogeneity, symmetry, and independence; nonparametric density estimation; nonparametric regression analysis: kernel estimators, orthogonal series estimators, smoothing splines; high-dimensional inference problems and false discovery.
Also offered at the undergraduate level, with different requirements, as STAT 4506, for which additional credit is precluded.
Lectures three hours a week.
Mathematical Statistics I
Statistical decision theory; likelihood functions; sufficiency; factorization theorem; exponential families; UMVU estimators; Fisher's information; Cramer-Rao lower bound; maximum likelihood, moment estimation; invariant and robust point estimation; asymptotic properties; Bayesian point estimation.
Stochastic Optimization
Topics chosen from stochastic dynamic programming, Markov decision processes, search theory, optimal stopping.
Analysis of Categorical Data
Analysis of one-way and two-way tables of nominal data; multi-dimensional contingency tables, log-linear models; tests of symmetry, marginal homogeneity in square tables; incomplete tables; tables with ordered categories; fixed margins, logistic models with binary response; measures of association and agreement.
Reliability and Survival Analysis
Types of censored data; nonparametric estimation of survival function; graphical procedures for model identification; parametric models and maximum likelihood estimation; exponential and Weibull regression models; nonparametric hazard function models and associate statistical inference; rank tests with censored data applications.
Stochastic Analysis
Brownian motion, continuous martingales, and stochastic integration.
Introduction to Mathematical Statistics
Limit theorems. Sampling distributions. Parametric estimation. Concepts of sufficiency and efficiency. Neyman-Pearson paradigm, likelihood ratio tests. Parametric and non-parametric methods for two- sample comparisons. Notions of experimental design, categorical data analysis, the general linear model, decision theory and Bayesian inference.
Also offered at the undergraduate level, with different requirements, as STAT 4500, for which additional credit is precluded.
Stochastic Models
Markov systems, stochastic networks, queuing networks, spatial processes, approximation methods in stochastic processes and queuing theory. Applications to the modeling and analysis of computer-communications systems and other distributed networks.
Modern Applied and Computational Statistics
Resampling and computer intensive methods: bootstrap, jackknife with applications to bias estimation, variance estimation, confidence intervals, and regression analysis. Smoothing methods in curve estimation; statistical classification and pattern recognition: error counting methods, optimal classifiers, bootstrap estimates of the bias of the misclassification error.
Data Mining
Visualization and knowledge discovery in massive datasets; unsupervised learning: clustering algorithms; dimension reduction; supervised learning: pattern recognition, smoothing techniques, classification. Computer software will be used.
Network Performance
Advanced techniques in performance evaluation of large complex networks. Topics may include classical queueing theory and simulation analysis; models of packet networks; loss and delay systems; blocking probabilities.
Statistical Machine Learning
Discriminant analysis, principal component analysis, support vector machines; reproducing kernel Hilbert spaces and kernel methods; neural networks; VC Theory, PAC learning. Additional topics may include: Bayesian modelling, manifold learning, boosting.
Probability Theory I
Probability spaces, random variables, expected values as integrals, joint distributions, independence and product measures, cumulative distribution functions and extensions of probability measures, Borel-Cantelli lemmas, convergence concepts, independent identically distributed sequences of random variables.
Probability Theory II
Laws of large numbers, characteristic functions, central limit theorem, conditional probabilities and expectations, basic properties and convergence theorems for martingales, introduction to Brownian motion.
Advanced Data Mining
Topics from recent literature on mining complex data structures and data such as: tree/graph, sequence, web/test, stream, spatiotemporal, high-dimensional, multivariate time series, mixed-mode; clustering (EM, topic modeling, fuzzy), SVM; multi-label learning; deep learning; combining learners, network analysis/link prediction/graphical models (Bayesian, Markov networks); anomaly detection.
Seminar
Directed Studies
Seminar in Biostatistics
Students work in teams on the analysis of experimental data or experimental plans. The participation of experimenters in these teams is encouraged. Student teams present their results in the seminar, and prepare a brief written report on their work.
Statistical Internship
This project-oriented course allows students to undertake statistical research and data analysis projects as a cooperative project with governmental or industrial sponsors. Practical data analysis and consulting skills will be emphasized. The grade will be based upon oral and written presentation of results.
Prerequisite(s): permission of the graduate director.
M.Sc. Thesis in Statistics
M.Sc. Project in Statistics
Project in statistics supervised by a professor approved by the graduate director resulting in a major report (approximately 30-40 pages), together with a short presentation on the report. Graded by the supervisor and another professor appointed by the graduate director.
Topics in Probability and Statistics
Seminar
Directed Studies
Ph.D. Thesis
Summer session: some of the courses listed in this Calendar are offered during the summer. Hours and scheduling for summer session courses will differ significantly from those reported in the fall/winter Calendar. To determine the scheduling and hours for summer session classes, consult the class schedule at central.carleton.ca
Not all courses listed are offered in a given year. For an up-to-date statement of course offerings for the current session and to determine the term of offering, consult the class schedule at central.carleton.ca
Admission
The normal requirement for admission to the master's program is an Honours bachelor's degree in mathematics, statistics or the equivalent, with B+ or higher in the honours subject and B- or higher overall.
Applicants holding a general (three-year) degree with an overall GPA of at least B+ may be admitted to a qualifying-year program. Subsequent admission to the regular master's program depends on performance during the qualifying-year program and will be decided no later than one year after admission to the qualifying-year program. Details are outlined in the General Regulations section of this Calendar.