Robert B. Gramacy Professor of Statistics

Teaching

In Spring Semester 2017 I am teaching a class on Intermediate Data Analytics and Machine learning, cross listed with the Computer Science and Computational Modeling and Data Analytics majors. Unless otherwise noted, all courses will be taught through the Department of Statistics at Virginia Tech.

Int. Data Analytics & Machine Learning

CMDA/CS/STAT 4564 is a technical analytics course that will teach supervised and unsupervised learning strategies, including regression, generalized linear models, regularization, dimension reduction methods, tree-based methods for classification, and clustering. Upper-level analytical methods are shown in practice: e.g., advanced naïve Bayes, neural networks and Gaussian processes. It is targeted towards students who have completed (and remember the concepts from) a course in introductory statistics and mathematical modeling. We will make extensive use of calculus, linear algebra, and probability. Computational tools, such as the R language for statistical computing, will be used for illustration in class and be essential for completing homework problems.


Course Syllabus Class Page

In Fall 2016 I taught an undergraduate class on Nonparametric Statistics, and a Ph.D. level class on Response Surface Methods (both in the Fall Semester). Both courses were taught through the Department of Statistics at Virginia Tech.

Nonparametric Statistics

STAT 3504 is an undergruadate course focused on statistical methodology based on ranks, empirical distributions, and runs. One and two sample tests, ANOVA, correlation, goodness of fit, rank regression, R-estimates and confidence intervals. We will learn comparisons with classical parametric methods. There will be an emphasis on assumptions and interpretation. It is targeted towards students who have completed (and remember the concepts from) a course in introductory statistics. We will make extensive use of computational tools, such as the R language for statistical computing, both for illustration in class and in homework problems.


Course Syllabus Class Page

Response Surface Methods & Computer Experiments

STAT 6984 is a graduate "topics" statistics course at the interface between mathematical modeling via computer simulation, computer model meta-modeling (i.e., emulation/surrogate modeling), calibration of computer models to data from field experiments, and model-based sequential design and optimization under uncertainty. The treatment will include some of the historical methodology in the literature, and canonical examples, but will concentrate on modern statistical methods, computation and implementation in R, as motivated by modern application/data type and size.


Course Syllabus Class Page

Last year, 2015-16, I taught one section of a Ph.D. level class on Bayesian Inference, and two sections of an MBA level class on Applied Regression Analysis, both in the Spring Quarter within the Booth School of Business at the University of Chicago. See my CV for a more complete teaching record.

Bayesian Inference

BUS 41913 is a graduate course in Bayesian Inference. The course will focus on understanding the principles underlying Bayesian modeling and on building experience in the use of Bayesian analysis for making inference about real world problems. Particular attention will be paid to the computational techniques (e.g., MCMC) needed for most problems and their implementation in the R language for statistical computing.


Course Syllabus Class Page

Applied Regression Analysis

BUS 41100 (Sections 01, 02 and 085) is a course about regression, a powerful and widely used data analysis technique. Students will learn how to use regression to analyze a variety of complex real world problems. Heavy emphasis will be placed on analysis of actual datasets, and implementation in the R language for statistical computing. Topics covered include: simple linear regression, multiple regression, prediction, variable selection, residual diagnostics, time series (auto-regression), and classification (logistic regression).


Course Syllabus Class Page