ELEG 815 - Analytics I: Statistical Learning

Credit(s): 3

ANALYTICS I:STATISTICAL LEARN
Component: Lecture
Introduction to the mathematics of data analysis. Bayes estimation, linear regression and classification methods. The singular value decomposition and the pseudo-inverse. Statistical models for inference and prediction in finance, marketing, and engineering applications. Regularization methods and principles of sparsity priors are applied. Streaming solutions. High dimensional problems. Concepts reinforced in R programming experiments.
Repeatable for Credit: N Allowed Units: 3 Multiple Term Enrollment: N Grading Basis: Student Option
Crosslisted: May be crosslisted with FSAN 815. RESTRICTIONS: First course in linear algebra. First course in probability and statistics. Basic programming skills.