*Note: This course description is only applicable for the Computer Science Post-Baccalaureate program. Additionally, students must always refer to course syllabus for the most up to date information.

Articulate the primary interpretations of probability theory and the role these interpretations play in Bayesian inference Use Bayesian inference to solve real-world statistics and data science ...

THESE two books at once invite comparison with A Maurice Kendall's “Advanced Theory of Statistics” and A. C. Aitken's “Statistical Mathematics”. All four are mathematically flawless, and they all ...

Mathematics is one of the oldest disciplines of study. For all its antiquity, however, it is a modern, rapidly growing field. Only 70 years ago, mathematics might have been said to consist of algebra, ...

AMERICAN colleges seem more awake than our own to the fact that the newer methods of statistics have made it possible to deal with facts with which they are directly concerned, and to discuss them ...

Thesis: On the problem of sequential discrimination. RESEARCH INTERESTS: general methodology, classification, categorical data, zero-inflated distributions, statistical consulting. COURSES TAUGHT: ...

The asymptotic theory for the sample autocorrelations and extremes of a GARCH(1, 1) process is provided. Special attention is given to the case when the sum of the ARCH and GARCH parameters is close ...

We provide a new characterization of mean-variance hedging strategies in a general semimartingale market. The key point is the introduction of a new probability measure P* which turns the dynamic ...