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
Note: 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.
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