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Institution:
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Harvard University
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Subject:
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Description:
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How to design experiments and get the most information from noisy, incomplete, flawed, and biased data sets. Basic of Probability theory; Bernoulitrials: Bayes theorem; random variables; distributions; functions of random variables; moments and characteristic functions; Fourier transform analysis; Stochastic processes; estimation of power spectra:sampling theorem, filtering; fast Fourier transform; spectrum of quantized data sets. Weighted least mean squares analysis and nonlinear parameter estimation. Bootstrap methods. Noise processes in periodic phenomena. Image processing and restoration techniques. The course will emphasize a Bayesian approach to problem solving and the analysis of real data sets.
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Credits:
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4.00
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Credit Hours:
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Prerequisites:
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Corequisites:
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Exclusions:
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Level:
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Instructional Type:
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Lecture
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Notes:
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Additional Information:
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Historical Version(s):
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Institution Website:
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Phone Number:
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(617) 495-1000
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Regional Accreditation:
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New England Association of Schools and Colleges
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Calendar System:
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Semester
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