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Course Criteria
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3.00 Credits
Credits: 3 Cross-Listed with IT 972/STAT 972 Focuses on theory of estimation, exploring method of moments, least squares, maximum likelihood, and maximum entropy methods. Details methods of minimum variance unbiased estimation. Other topics include sufficiency and completeness of statistics, Fisher information, Cramer-Rao bounds, Bhattacharyya bounds, asymptotic consistency and distributions, statistical decision theory, minimax and Bayesian decision rules, and applications to engineering and scientific problems. Prerequisites STAT 652 or equivalent. Hours of Lecture or Seminar per week 3 Hours of Lab or Studio per week 0
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3.00 Credits
Credits: 3 Cross-Listed with IT 973/STAT 973 Concentrates on theory of hypothesis testing. Topics include characterizing the decision process; simple versus simple hypothesis tests; Neyman Pearson Lemma; and uniformly most powerful, unbiasedness, invariance, randomized, and sequential tests. Applies testing principles to situations in normal distribution family and other families of distributions. Prerequisites CSI 972. Notes Continuation of CSI 972. Hours of Lecture or Seminar per week 3 Hours of Lab or Studio per week 0
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3.00 Credits
Credits: 3 Cross-Listed with IT 976 Covers modern theory of parameter estimation and hypothesis testing for stochastic processes, counting processes with random intensities, and solutions to stochastic differential equations driven by martingales. Considers applications to engineering, biology, and economics. Prerequisites CSI 776 or permission of instructor. Hours of Lecture or Seminar per week 3 Hours of Lab or Studio per week 0
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3.00 Credits
Credits: 3 Cross-Listed with IT 978 Advanced course in analysis of discrete- and continuous-time signals using methods of stochastic differential equation and time series. Presumes familiarity with methods of harmonic analysis and times series modeling. Topics include state-space modeling and eigen-value processing, nonlinear modeling of signals, non-Gaussian stochastic process structure, detection and estimation of vector-valued signals, robust signal detection, and array processing and target tracking. Prerequisites STAT 544 and 658, or equivalent. Hours of Lecture or Seminar per week 3 Hours of Lab or Studio per week 0
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3.00 Credits
Credits: 3 Cross-Listed with IT 979 Covers selected topics in computational statistics not covered in fixed-content computational statistics courses. Prerequisites Permission of instructor. Notes May be repeated for credit as needed. Hours of Lecture or Seminar per week 3 Hours of Lab or Studio per week 0
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3.00 Credits
Credits: 3 Covers simulation of physical systems not covered in fixed-content physical simulation courses. Prerequisites Permission of instructor. Notes May be repeated for credit as needed. Hours of Lecture or Seminar per week 3 Hours of Lab or Studio per week 0
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1.00 Credits
Credits: 1 Considers selected topics in specific area of computational sciences and informatics not covered in fixed-content courses or as extension of fixed-content courses. Format for presentation is seminar with student participation. Notes May be repeated for credit, but maximum 3 credits of CSI 898, 899, and 991 may be applied to PhD. Hours of Lecture or Seminar per week 1 Hours of Lab or Studio per week 0 Grading S/NC
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6.00 Credits
Credits: 1-6 Reading and research on specific topic in computational sciences and informatics under direction of faculty member. May be repeated for a total of 6 credits. Prerequisites Admission to doctoral program, and permission of instructor. Hours of Lecture or Seminar per week 0 Hours of Lab or Studio per week 0
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1.00 - 12.00 Credits
Credits: 1-12 Covers development of research proposal under guidance of dissertation director and doctoral committee. Proposal forms basis for doctoral dissertation. Prerequisites Permission of advisor. Notes Course may be repeated as needed, but no more than 12 credits of CSI 998 may be applied to doctoral degree. Hours of Lecture or Seminar per week 0 Hours of Lab or Studio per week 0 Grading S/IP
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1.00 - 12.00 Credits
Credits: 1-12 Involves doctoral dissertation research under direction of dissertation director. Prerequisites Admission to doctoral candidacy. Notes May be repeated as needed, but no more than 24 credits in CSI 998 and 999 may be applied to doctoral degree. Hours of Lecture or Seminar per week 0 Hours of Lab or Studio per week 0 Grading S/IP
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