Operational Research II (IMEN 266)
This course covers some basic modeling tools to handle probabilistic system such as Markov chains, Poisson processes, and continuous-time Markov chains. Conditional probability and conditional expectation are reviewed with some examples. Renewal, queueing and reliability theories will also be considered.
Textbook : Introduction to Probability Models, 11th Edition. Sheldon M. Ross
Statistical Data Mining (IMEN 472)
This course will cover theories and applications of basic (statistical) data mining techniques including regression, classification and unsupervised learning.
Textbook : The Elements of Statistical Learning: Data Mining, Inference, and Prediction. Hastie, T., Tibshirani, R. and Friedman, J.
Bayesian Statistics for Data Analysis (IMEN 891E)
This course will introduce elementary Bayesian inference and computational methods for data analysis.
1) Gelman, A., Carlin, J., Stern, H., Dunson, D., Vehtari, A. and Rubin, D. (2013). Bayesian Data Analysis, 3rd Ed. CRC Press.
2) Berger, J. (1985). Statistical Decision Theory and Bayesian Analysis, 2nd Ed. Springer.
List of courses taught year by year:
- Operational Research II : 2019 Fall
- Statistical Data Mining : 2020 Spring