Class Schedule
This page contains a schedule of the topics, content, and assignments for the semester. Note that this schedule will be updated as necessary the semester progresses, with all changes documented here.
Instructions to save the slides as PDFs can be found here. The key is to hit E when the slides are open in your browser (ideally Chrome, but it may work in others) to toggle into PDF print mode.
Readings can be accessed using the link (when needed, through the Cornell library with a Cornell login) or on Canvas.
| Week | Date | Topic | Slides | Reading | Homework | Quiz | Resources |
|---|---|---|---|---|---|---|---|
| 1 | 1/21 | Class Introduction | O’Hagan (2004) | ||||
| 1/23 | Probability Review | ||||||
| 2 | 1/26 | Class Canceled Due To Snow | Franconeri et al. (2021) | ||||
| 1/28 | Exploratory Data Analysis | ||||||
| 1/30 | Data Visualization | Data Viz | |||||
| 3 | 2/02 | Linear Regression | Shmueli (2010) | ||||
| 2/04 | More On Linear Regression | ||||||
| 2/06 | Linear Regression As A Probability Model | ||||||
| 4 | 2/09 | Logistic Regression | |||||
| 2/11 | Generalized Linear Models | ||||||
| 2/13 | Poisson Regression Example | Quiz 1 | |||||
| 5 | 2/16 | February Break | |||||
| 2/18 | Autocorrelation and Time Series | Chandler & Wheater (2002) | |||||
| 2/20 | Inference for Time Series | ||||||
| 6 | 2/23 | Extreme Values and Block Maxima | Arns et al. (2013) | ||||
| 2/25 | Peaks Over Thresholds | ||||||
| 2/27 | Nonstationary Extremes | ||||||
| 7 | 3/02 | Loss Functions and Scoring Rules | Roberts et al. (2017) | ||||
| 3/04 | Bias and Variance | ||||||
| 3/06 | Cross-Validation | ||||||
| 8 | 3/09 | Information and Entropy | Anderson & Burnham (2002) | ||||
| 3/11 | Akaike Information Criterion | ||||||
| 3/13 | Bayesian Information Criterion | Quiz 2 | |||||
| 9 | 3/16 | (Null) Hypothesis Testing | Rosner et al (2014) | ||||
| 3/18 | Statistical Significance | ||||||
| 3/20 | Simulation and Random Sampling | ||||||
| 10 | 3/23 | Monte Carlo | |||||
| 3/25 | Monte Carlo Error and Variance Reduction | ||||||
| 3/27 | Monte Carlo Examples | ||||||
| 11 | 3/30 | Spring Break | |||||
| 4/01 | Spring Break | ||||||
| 4/03 | Spring Break | ||||||
| 12 | 4/06 | Sampling Distributions | Kyselý (2008) | ||||
| 4/08 | The Bootstrap | ||||||
| 4/10 | Bootstrapping Structured Data | Quiz 3 | |||||
| 13 | 4/13 | Parametric Bootstrap | Clark et al (2021) | ||||
| 4/15 | Model UQ Example |