Statistics Department
Course List for Fall 2017/Spring 2018

Revised: 15 January 2018
Courses whose numbers end with a are offered in the FALL. Courses whose numbers end with b are offered in the SPRING.
Courses whose numbers end with ab are offered both semesters. Courses with a gray background are not taught this year.

CourseOLDNEWInstructorTimeRoom
Introduction to Statistics 101a-106a/501a-506a - Jonathan Reuning-Scherer and Staff Tues, Thurs 1:00-2:15 OML 202
Introduction to Statistics (1/2 credit) 109a - Jonathan Reuning-Scherer and Staff Tues, Thurs 1:00-2:15 OML 202
An Introduction to R for Statistical Computing and Data Science (1/2 credit) new course 110a/510a John Emerson Tues, Thurs 9:00-10:15 TEAL (HLH17 101)
Data Exploration and Analysis 230a/530a/PLSC 530a new title Susan Wang Tues, Thurs 9:00-10:15 DL 220
Probability and Statistics 238a/538a - Joe Chang Tues, Thurs 1:00-2:15 ML 211
Probability Theory with Applications 241a/541a/MATH 241a - Winston Lin Mon, Wed 9:00-10:15 Davies Aud
Computational Tools for Data Science 262a 262a/562a Sahand Negahban Tues, Thurs 2:30-3:45 DL 220
Linear Models 312a/612a - Joe Chang Mon, Wed 11:35-12:50 WTS A60
Statistical Case Studies 325a/625a 625a Susan Wang Mon, Wed 1:00-2:15 WTS A74
Applied Data Mining and Machine Learning new iteration 365a/565a John Lafferty Tues, Thurs 9:00-10:15 WLH 201
Neural Nets new course 670a Andrew Barron Wed 9:00-11:15 24 HH Room 107
Statistical Inference 610a 410a/610a Harrison Zhou Tues, Thurs 11:35-12:50 24 Hillhouse Rm 107
Optimization Techniques ENAS 530 430a/630a/ENAS 530a/EENG 437a/ECON 413a Sekhar Tatikonda Tues, Thurs 1:00-2:15 WLH 117
Individual Studies 480ab Staff - -
Practical Work 626b - John Emerson - -
Statistical Consulting 627ab 627a/628b John Emerson Fri 2:30-4:30 24 Hillhouse Rm 107
Independent Study or Topics Course 690ab DGS - -
Research Seminar in Probability 699ab Sekhar Tatikonda and David Pollard Fri 11:00-1:00 24 Hillhouse Rm 107
Departmental Seminar 700ab - Mon 4:15-5:30 24 Hillhouse Rm 107
Introductory Statistics 100b/500b - John Emerson Mon, Wed, Fri 10:30-11:20 TBA
Intensive Introductory Statistics and Data Science new course 220b/520b Joe Chang Tues, Thurs 9:00-10:15 TBA
Data Exploration and Analysis 230b/530b/PLSC 530b new title Jonathan Reuning-Scherer Tues, Thurs 9:00-10:15 TBA
Theory of Statistics 242b/542b - Andrew Barron Mon, Wed, Fri 9:25-10:15 TBA
Stochastic Processes 251b/551b 351b/551b Sahand Negahban Mon, Wed 1:00-2:15 TBA
Advanced Probability 330b/600b/MATH 330b 400b/600b/MATH 330b David Pollard Tues, Thurs 2:30-3:45 24 Hillhouse Rm 107
Data Analysis 361b/661b - Winston Lin Mon, Wed 2:30-3:45 TBA
Multivariate Statistics for Social Sciences 363b/660b 363b/563b Jonathan Reuning-Scherer Tues, Thurs 1:00-2:15 KRN 301
Applied Data Mining and Machine Learning 365b/665b 365b/565b Susan Wang Mon, Wed 11:35-12:50 SCL 160
Statistical Learning Theory 669b 469b/669b Sahand Negahban Mon, Wed, 2:30-3:45 24 HH Room 107
Senior Capstone: Statistical Case Studies new course 425b Susan Wang TBA TBA
Senior Seminar and Project 490b - Andrew Barron TBA 24 Hillhouse Room 107
Selected Topics in Statistical Decision Theory 611b 411b/611b Harrison Zhou Wed 9:25-11:15 24 Hillhouse Rm 107
Statistical Methods in Genetics and Bioinformatics 645b offered? Hongyu Zhao Thurs 1:00-2:50 LEPH 102
Statistical Computing 662b - John Emerson Tues, Thurs 9:00-10:15 17 HLH, 101 (TEAL)
Nonparametric Estimation and Machine Learning new course 468b/668b John Lafferty TBD 24 Hillhouse Rm 107
Design and Analysis of Algorithms CPSC 365 - Daniel Spielman Tues, Thurs 2:30-3:45 DL 220
Applied Linear Models 531a - not taught this year-
Probabilistic Networks, Algorithms, and Applications 667a - not taught this year-
Topological Data Analysis 675a - not taught this year-
Information Theory 364b/664b - not taught this year-
Empirical Processes 609b - not taught this year-
Experimental Design 613b - not taught this year-
Asymptotics 618b - not taught this year-
Topics in Bayesian Inference and Data Analysis 654b - not taught this year-
Applied Spatial Statistics 674b/F&ES 781b - not taught this year-

Introductory Statistics (STAT 100b/STAT 500b)
Instructor: John Emerson
Time: Mon, Wed, Fri 10:30-11:20
Place: TBA
An introduction to statistical reasoning. Topics include numerical and graphical summaries of data, data acquisition and experimental design, probability, hypothesis testing, confidence intervals, correlation and regression. Application of statistical concepts to data; analysis of real-world problems. A faster-paced version of this course with a higher level of computing is being created: See STAT 200a.
[back to top]

Introduction to Statistics (STAT 101a-106a/STAT 501a-506a)
Instructor: Jonathan Reuning-Scherer and Staff
Time: Tues, Thurs 1:00-2:15
Place: OML 202
Webpage:  http://www.stat.yale.edu/Courses/QR/stat101106.html
A basic introduction to statistics, including numerical and graphical summaries of data, probability, hypothesis testing, confidence intervals, and regression. Each course focuses on applications to a particular field of study and is taught jointly by two instructors, one specializing in statistics and the other in the relevant area of application. The first seven weeks of classes are attended by all students in STAT 101-106 together, as general concepts and methods of statistics are developed. The remaining weeks are divided into field-specific sections that develop the concepts with examples and applications. Computers are used for data analysis. These courses are alternatives; they do not form a sequence and only one may be taken for credit. No prerequisites beyond high school algebra. May not be taken after STAT 100 or 109.

Students enrolled in STAT 101-106 who wish to change to STAT 109, or those enrolled in STAT 109 who wish to change to STAT 101-106, must submit a course change notice, signed by the instructor, to their residential college dean by Friday, September 28. The approval of the Committee on Honors and Academic Standing is not required.
[back to top]

Introduction to Statistics (1/2 credit) (STAT 109a)
Instructor: Jonathan Reuning-Scherer and Staff
Time: Tues, Thurs 1:00-2:15
Place: OML 202
Webpage:  http://www.stat.yale.edu/Courses/QR/stat101106.html
This is a 1/2 credit option for completing the first part of the big STAT 103-106 course (see above). If you would like to take STAT 230 but never had any prior introductory statistics, you should consider this course.
[back to top]

Introduction to Statistics: Life Sciences (STAT 101a/E&EB 210aG/MCDB 215a)
Instructor: Jonathan Reuning-Scherer and Walter Jetz
Time: Tues, Thurs 1:00-2:15
Place: OML 202
Statistical and probabilistic analysis of biological problems presented with a unified foundation in basic statistical theory. Problems are drawn from genetics, ecology, epidemiology, and bioinformatics.
[back to top]

Introduction to Statistics: Political Science (STAT 102a/EP&E 203a/PLSC 425a)
Instructor: Jonathan Reuning-Scherer and Kelly Rader
Time: Tues, Thurs 1:00-2:15
Place: OML 202
Statistical analysis of politics and quantitative assessments of public policies. Problems presented with reference to a wide array of examples: public opinion, campaign finance, racially motivated crime, and health policy.
[back to top]

Introduction to Statistics: Social Sciences (STAT 103a/SOCY 119a)
Instructor: Jonathan Reuning-Scherer
Time: Tues, Thurs 1:00-2:15
Place: OML 202
Descriptive and inferential statistics applied to analysis of data from the social sciences. Introduction of concepts and skills for understanding and conducting quantitative research.
[back to top]

Introduction to Statistics: Medicine (STAT 105a)
Instructor: Jonathan Reuning-Scherer
Time: Tues, Thurs 1:00-2:15
Place: OML 202
Statistical methods used in medicine and medical research. Practice in reading medical literature competently and critically, as well as practical experience performing statistical analysis of medical data.
[back to top]

[ Introduction to Statistics: Data Analysis (STAT 106a) ]

Introduction to Statistics: Fundamentals (STAT 109a)
Instructor: Jonathan Reuning-Scherer
Time: Tues, Thurs 1:00-2:15
Place: OML 202
General concepts and methods in statistics. Meets for the first half of the term only. May not be taken after STAT 100 or 101-106.
[back to top]

An Introduction to R for Statistical Computing and Data Science (1/2 credit) (new course)
Instructor: John Emerson
Time: Tues, Thurs 9:00-10:15
Place: TEAL (HLH17 101)
This is a 1/2 credit course that meets for the first 7 weeks of the semester. The class provides an introduction to the R statistical language, based on the S language developed at Bell Labs by John Chambers and Richard Becker. It has become the accepted language for advanced statistical computing and data sciencei in both industry and a wide range of academic disciplines. The course will conclude with either a final project using R or (for students who prefer) a very brief introduction to Python.
[back to top]

Statistics and Data Science Computing Laboratory (1/2 credit) (new course)
Instructor: John Emerson
Time: Tues, Thurs 9:00-10:15
Place: TEAL
This is a 1/2 credit course that meets for the first 7 weeks of the semester. The class provides an introduction to the R statistical language, based on the S language developed at Bell Labs by John Chambers and Richard Becker. It has become the accepted language for advanced statistical computing and data sciencei in both industry and a wide range of academic disciplines. The course will conclude with either a final project using R or (for students who prefer) a very brief introduction to Python.
[back to top]

Intensive Introductory Statistics and Data Science (new course)
Instructor: Joe Chang
Time: Tues, Thurs 9:00-10:15
Place: TBA
An introductory statistics course with intensive computing, most likely for STEM students.
[back to top]

Data Exploration and Analysis (STAT 230a/STAT 530a/PLSC 530a)
Instructor: Susan Wang
Time: Tues, Thurs 9:00-10:15
Place: DL 220
Survey of statistical methods: plots, transformations, regression, analysis of variance, clustering, principal components, contingency tables, and time series analysis. The R computing language and Web data sources are used. After STAT 100 or the equivalent or with permission from the instructor; students without prior coursework in statistics should take STAT 100, 10X, or 200.
[back to top]

Data Exploration and Analysis (STAT 230b/STAT 530b/PLSC 530b)
Instructor: Jonathan Reuning-Scherer
Time: Tues, Thurs 9:00-10:15
Place: TBA
Survey of statistical methods: plots, transformations, regression, analysis of variance, clustering, principal components, contingency tables, and time series analysis. The R computing language and Web data sources are used. After STAT 100 or the equivalent or with permission from the instructor; students from STAT 200 may be permitted in 230 but are encouraged to take 361 and/or 325.
[back to top]

Probability and Statistics (STAT 238a/STAT 538a)
Instructor: Joe Chang
Time: Tues, Thurs 1:00-2:15
Place: ML 211
Fundamental principles and techniques of probabilistic thinking, statistical modeling, and data analysis. Essentials of probability, including conditional probability, random variables, distributions, law of large numbers, central limit theorem, and Markov chains. Statistical inference with emphasis on the Bayesian approach: parameter estimation, likelihood, prior and posterior distributions, Bayesian inference using Markov chain Monte Carlo. Introduction to regression and linear models. Computers are used for calculations, simulations, and analysis of data.

Prerequisite: knowledge of single variable calculus is assumed. Some brief acquaintance with multivariable calculus (e.g. double integrals) and matrices would also be helpful but are not required.
Extra: STAT 238 Extra Session,  Tues 6:30-8:00,  24 Hillhouse Rm 107
[back to top]

Probability Theory with Applications (STAT 241a/STAT 541a/MATH 241a)
Instructor: Winston Lin
Time: Mon, Wed 9:00-10:15
Place: Davies Aud
Introduction to probability theory. Topics include probability spaces, random variables, expectations and probabilities, conditional probability, independence, discrete and continuous distributions, central limit theorem, Markov chains, and probabilistic modeling.
Extra: STAT 241 TA Session,  Thurs 6:30-7:30,  24 Hillhouse Rm 107
[back to top]

Theory of Statistics (STAT 242b/542b)
Instructor: Andrew Barron
Time: Mon, Wed, Fri 9:25-10:15
Place: TBA
Study of the principles of statistical analysis. Topics include maximum likelihood, sampling distributions, estimation, confidence intervals, tests of significance, regression, analysis of variance, and the method of least squares. Some statistical computing.
[back to top]

Stochastic Processes (STAT 251b/STAT 551b)
Instructor: Sahand Negahban
Time:  Mon, Wed 1:00-2:15
Place: TBA
Introduction to the study of random processes, including Markov chains, Markov random fields, martingales, random walks, Brownian motion, and diffusions. Techniques in probability, such as coupling and large deviations. Applications chosen from image reconstruction, Bayesian statistics, finance, probabilistic analysis of algorithms, and genetics and evolution.
[back to top]

Computational Tools for Data Science (STAT 262a)
Instructor: Sahand Negahban
Time: Tues, Thurs 2:30-3:45
Place: DL 220
Assumes math chops and some type of programming.
[back to top]

[ Applied Linear Models (STAT 531a) ]

Linear Models (STAT 312a/STAT 612a)
Instructor: Joe Chang
Time: Mon, Wed 11:35-12:50
Place: WTS A60
The geometry of least squares; distribution theory for normal errors; regression, analysis of variance, and designed experiments; numerical algorithms, with particular reference to the R statistical language.

After STAT 242 and MATH 222 or 225.

No final exam.
[back to top]

Statistical Case Studies (STAT 325a/625a)
Instructor: Susan Wang
Time: Mon, Wed 1:00-2:15
Place: WTS A74
Webpage:  https://classesv2.yale.edu/
Statistical analysis of a variety of statistical problems using real data. Emphasis on methods of choosing data, acquiring data, assessing data quality, and the issues posed by extremely large data sets. Extensive computations using R. Limited size, with permission from the instructor required. STARRED? STAT 425 is a senior capstone version of this course that include a final project. Can both be taken? Probably not.
[back to top]

Advanced Probability (STAT 330b/STAT 600b/MATH 330b)
Instructor: David Pollard
Time: Tues, Thurs 2:30-3:45
Place: 24 Hillhouse Rm 107
Webpage:  http://www.stat.yale.edu/~pollard/Courses/600.spring2017/
Measure theoretic probability, conditioning, laws of large numbers, convergence in distribution, characteristic functions, central limit theorems, martingales. Some knowledge of real analysis is assumed.
[back to top]

Data Analysis (STAT 361b/STAT 661b)
Instructor: Winston Lin
Time: Mon, Wed 2:30-3:45
Place: TBA
Selected topics in statistics explored through analysis of data sets using the R statistical computing language. Topics include linear and nonlinear models, maximum likelihood, resampling methods, curve estimation, model selection, classification, and clustering.

After or concurrently with STAT 242 and MATH 222 or 225, or equivalents.
[back to top]

Multivariate Statistics for Social Sciences (STAT 363b/STAT 660b)
Instructor: Jonathan Reuning-Scherer
Time: Tues, Thurs 1:00-2:15
Place: KRN 301
Introduction to the analysis of multivariate data as applied to examples from the social sciences. Topics include principal components analysis, factor analysis, cluster analysis (hierarchical clustering, k-means), discriminant analysis, multidimensional scaling, and structural equations modeling. Extensive computer work using either SAS or SPSS programming software.

Prerequisites: knowledge of basic inferential procedures and experience with linear models.
[back to top]

[ Information Theory (STAT 364b/STAT 664b) ]

Applied Data Mining and Machine Learning (new iteration)
Instructor: John Lafferty
Time: Tues, Thurs 9:00-10:15
Place: WLH 201
Techniques for data mining and machine learning are covered from both a statistical and a computational perspective, including support vector machines, bagging, boosting, neural networks, and other nonlinear and nonparametric regression methods. The course will give the basic ideas and intuition behind these methods, a more formal understanding of how and why they work, and opportunities to experiment with machine learning algorithms and apply them to data. After STAT 242b.
[back to top]

Applied Data Mining and Machine Learning (STAT 365b/STAT 665b)
Instructor: Susan Wang
Time: Mon, Wed 11:35-12:50
Place: SCL 160
Techniques for data mining and machine learning are covered from both a statistical and a computational perspective, including support vector machines, bagging, boosting, neural networks, and other nonlinear and nonparametric regression methods. The course will give the basic ideas and intuition behind these methods, a more formal understanding of how and why they work, and opportunities to experiment with machine learning algorithms and apply them to data. After STAT 242b.
[back to top]

Statistical Learning Theory (STAT 669b)
Instructor: Sahand Negahban
Time: Mon, Wed, 2:30-3:45
Place: 24 HH Room 107
Introduction to theoretical analysis of machine learning algorithms. Focus on the statistical and computational aspects. Will cover subjects such as decision theory, empirical process theory, and convex optimization. Prerequisites linear algebra, multivariable calculus, stochastic processes, and introduction to machine learning such as Stat 365b or a similar course.
[back to top]

Neural Nets (new course)
Instructor: Andrew Barron
Time: Wed 9:00-11:15
Place: 24 HH Room 107
Description needed from Andrew.
[back to top]

Senior Capstone: Statistical Case Studies (new course)
Instructor: Susan Wang
Time: TBA
Place: TBA
Webpage:  https://classesv2.yale.edu/
Statistical analysis of a variety of statistical problems using real data. Emphasis on methods of choosing data, acquiring data, assessing data quality, and the issues posed by extremely large data sets. Extensive computations using R. This is a senior seminar of limited size, but other students may join if space permits. A final project is required. S&DS or Applied Math majors who previously took Statistical Case Studies are not permitted to take this course.
[back to top]

Individual Studies (STAT 480ab)
Instructor: Staff
Time: -
Place: -
Directed individual study for qualified students who wish to investigate an area of statistics not covered in regular courses. A student must be sponsored by a faculty member who sets the requirements and meets regularly with the student. Enrollment requires a written plan of study approved by the faculty adviser and the director of undergraduate studies.

Permission required. No final Exam.
[back to top]

Senior Seminar and Project (STAT 490b)
Instructor: Andrew Barron
Time: TBA
Place: 24 Hillhouse Room 107
Under the supervision of a member of the faculty, each student works on an independent project. Students participate in seminar meetings at which they speak on the progress of their projects.

Permission required. No final Exam.
[back to top]

[ Empirical Processes (STAT 609b) ]

Statistical Inference (STAT 610a)
Instructor: Harrison Zhou
Time: Tues, Thurs 11:35-12:50
Place: 24 Hillhouse Rm 107
Webpage:  http://www.stat.yale.edu/~pollard/Courses/610.fall2014/
A systematic development of the mathematical theory of statistical inference covering methods of estimation, hypothesis testing, and confidence intervals. An introduction to statistical decision theory. Undergraduate probability at the level of Statistics 241a assumed.
Extra: STAT 610 Extra Session,  Fri 10:30-11:45,  24 Hillhouse Rm 107
[back to top]

Selected Topics in Statistical Decision Theory (STAT 611b)
Instructor: Harrison Zhou
Time: Wed 9:25-11:15
Place: 24 Hillhouse Rm 107
In this course we will review some recent developments in statistical decision theory including nonparametric estimation, high dimensional (non)linear estimation, low rank and sparse matrices estimation, covariance matrices estimation, graphical models, and network analysis.
[back to top]

[ Experimental Design (STAT 613b) ]

[ Asymptotics (STAT 618b) ]

Practical Work (STAT 626b)
Instructor: John Emerson
Time: -
Place: -
Individual one-semester projects, with students working on studies outside the Department, under the guidance of a statistician. This course is a one-credit requirement for the Ph.D. degree.
[back to top]

Statistical Consulting (STAT 627ab)
Instructor: John Emerson
Time: Fri 2:30-4:30
Place: 24 Hillhouse Rm 107
Webpage:  http://www.stat.yale.edu/~jay/627.html
Statistical consulting and collaborative research projects often require statisticians to explore new topics outside their area of expertise. This course exposes students to real problems, requiring them to draw on their expertise in probability, statistics, and data analysis. Students complete the course with individual projects supervised jointly by faculty outside the department and by one of the instructors. Students enroll for both terms and receive one credit at the end of the year.
[back to top]

Statistical Methods in Genetics and Bioinformatics (STAT 645b)
Instructor: Hongyu Zhao
Time: Thurs 1:00-2:50
Place: LEPH 102
Introduction to problems, algorithms, and data analysis approaches in computational biology and bioinformatics; stochastic modeling and statistical methods applied to problems such as mapping disease-associated genes, analyzing gene expression microarray data, sequence alignment, and SNP analysis. Statistical methods include maximum likelihood, EM, Bayesian inference, Markov chain Monte Carlo, and some methods of classification and clustering; models include hidden Markov models, Bayesian networks, and the coalescent. The limitations of current models, and the future opportunities for model building, are critically addressed. Prerequisite: STAT 661a, 538a, or 542b. Prior knowledge of biology is not required, but some interest in the subject and a willingness to carry out calculations using R is assumed.
[back to top]

[ Topics in Bayesian Inference and Data Analysis (STAT 654b) ]

Statistical Computing (STAT 662b)
Instructor: John Emerson
Time: Tues, Thurs 9:00-10:15
Place: 17 HLH, 101 (TEAL)
Topics in the practice of data analysis and statistical computing, with particular attention to problems involving massive data sets or large, complex simulations and computations. Progamming with R, C/C++, and Python, computational efficiency, memory management, interactive and dynamic graphics, and parallel computing.
[back to top]

[ Probabilistic Networks, Algorithms, and Applications (STAT 667a) ]

Nonparametric Estimation and Machine Learning (new course)
Instructor: John Lafferty
Time: TBD
Place: 24 Hillhouse Rm 107
Perhaps 20% overlap with 669, but fine if it is a monograph.
[back to top]

[ Applied Spatial Statistics (STAT 674b/F&ES 781b) ]

[ Topological Data Analysis (STAT 675a) ]

Independent Study or Topics Course (STAT 690ab)
Instructor: DGS
Time: -
Place: -
By arrangement with faculty. Approval of Director of Graduate Studies required.
[back to top]

High-Dimensional Function Estimation (STAT 682a)
Instructor: Andrew Barron
Time: Mon, Wed 9:00-10:15
Place: 24 Hillhouse Room 107
Modern developments of high-dimensional function estimation, building from classical one-dimensional ingredients. Theory and methods for approximation, estimation, and computation. The blessing and the curse of high-dimensionality. Piece-wise polynomial, sinusoidal, and sigmoidal (artificial neural network) models. Product and ridge-basis models. Selection criteria. Deterministic and stochastic optimization strategies, including gradient methods, greedy algorithms, annealing and the associated theory of evolution of the parameters of the function estimates. Students will be responsible for a literature-based theory project/presentation and a computational project/presentation.
[back to top]

Research Seminar in Probability (STAT 699ab)
Instructor: Sekhar Tatikonda and David Pollard
Time: Fri 11:00-1:00
Place: 24 Hillhouse Rm 107
Webpage:  http://www.stat.yale.edu/~ypng
Continuation of the Yale Probability Group Seminar. Student and faculty explanations of current research in areas such as random graph theory, spectral graph theory, Markov chains on graphs, and the objective method.

Credit only with the explicit permission of the seminar organizers.
[back to top]

Departmental Seminar (STAT 700ab)
Instructor: -
Time: Mon 4:15-5:30
Place: 24 Hillhouse Rm 107
Webpage:  http://www.stat.yale.edu/Seminars/2011-12/
Important activity for all members of the department. See webpage for weekly seminar announcements.
[back to top]

Design and Analysis of Algorithms (CPSC 365)
Instructor: Daniel Spielman
Time: Tues, Thurs 2:30-3:45
Place: DL 220
Paradigms for problem solving: divide and conquer, recursion, greedy algorithms, dynamic programming, randomized and probabilistic algorithms. Techniques for analyzing the efficiency of algorithms and designing efficient algorithms and data structures. Algorithms for graph theoretic problems, network flows, and numerical linear algebra. Provides algorithmic background essential to further study of computer science. After CPSC 202 and 223.
[back to top]

Optimization Techniques (ENAS 530)
Instructor: Sekhar Tatikonda
Time: Tues, Thurs 1:00-2:15
Place: WLH 117
Fundamental theory and algorithms of optimization, emphasizing convex optimization. The geometry of convex sets, basic convex analysis, the principle of optimality, duality. Numerical algorithms: steepest descent, Newton's method, interior point methods, dynamic programming, unimodal search. Applications from engineering and the sciences.
[back to top]