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