STAT 536

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Statistical Learning and Data Mining

Statistics College of Computational, Mathematical & Physical Sciences

Course Description

Multiple linear regression, nonlinear regression, local regression, penalized regression, generalized additive models, logistic regression, discriminant analysis, tree-structured regression, support vector machines, neural networks.

When Taught

Fall

Min

3

Fixed/Max

3

Fixed

3

Fixed

0

Other Prerequisites

Departmental consent

Title

Model Assessment

Learning Outcome

Model Assessment and Selection

Title

Linear Regression

Learning Outcome

Review Linear Regression Models

Title

Boosting

Learning Outcome

Boosting, Bayesian Adaptive Regression Trees

Title

Measurement

Learning Outcome

Measurement Error Models

Title

Bayesian

Learning Outcome

Bayesian Linear Regression

Title

Tree-based Models

Learning Outcome

Tree-based Models, Random Forests

Title

p >> n

Learning Outcome

p >> n

Title

Weighted Least Squares

Learning Outcome

Review Weighted Least Squares, Mixed Models

Title

Linear Models

Learning Outcome

Generalized Linear Models (logistic)

Title

Local Regression

Learning Outcome

Local Regression (splines, smoothers)

Title

GAM

Learning Outcome

Generalized Additive Models (GAM)

Title

Shrinkage Methods

Learning Outcome

Shrinkage Methods, Bias-Variance Tradeoff, Subset Selection

Title

STAT 536

Learning Outcome

This course trains students in using statistical methods for modeling a response variable as a function of explanatory variables. Stat 535 (a prerequisite) covered linear models, and this course attempts to cover the complement set. At a minimum you will learn the derivation, computation, and application of the different methods on data.