This is a course on statistical models behind normal linear model. Topics covered in this course include generalized linear model, linear mixed model, generalized additive model, generalized linear mixed model, generalized additive mixed model, and smoothing methods if time allows.

An introduction to supervised and unsupervised methods for exploring large data sets and developing predictive models. Unsupervised methods include: market basket analysis, principal components, clustering, and variables clustering. Important statistical and machine learning methods (supervised learning) include: Classification and Regression Tress (CART), Random Forests, Neural Nets, Support Vector Machines, Logistic Regression and Penalized Regression. Additional topics focus on metamodeling, validation strategies, bagging and boosting to improve prediction or classification, and ensemble prediction from a set of diverse models. Required case studies and projects provide students with experience in applying these techniques and strategies. The course necessarily involves the use of statistical software and programming languages. Students must have completed a calculus-based introductory statistics course.

An introduction to the mathematics of chaos and nonlinear dynamics. Topics include: linear and nonlinear systems of ordinary differential equations; discrete maps; chaos; phase plane analysis; bifurcations; and computer simulations. Students taking this course are required to have some background in elementary differential equations, linear algebra, and multidimensional calculus. (Not offered every year.)

Introduces the basic principles and methods of statistical estimation and model fitting. One- and two-sample procedures, consistency and efficiency, likelihood methods, confidence regions, significance testing, Bayesian inference, nonparametric and re-sampling methods, decision theory.