Probability
Bayesian Data Analysis (3rd edition, CRC Press, 2013) by Gelman, Carlin, Stern, Dunson, Vehtari and Rubin — the standard graduate reference for Bayesian modelling: single- and multi-parameter models, hierarchical models, model checking and comparison, posterior computation from MCMC to HMC and variational inference, regression, and nonparametric models.
Worked solutions to all 215 exercises live at Solutions to Gelman et al.’s Bayesian Data Analysis.
Statistical Inference (2nd edition, Duxbury, 2002) by George Casella and Roger L. Berger — the classical graduate text on the theory of statistics: probability, transformations and expectations, families of distributions, multiple random variables, properties of random samples, principles of data reduction, point estimation, hypothesis testing, interval estimation, asymptotics, ANOVA and regression.
Worked solutions to all 624 exercises live at Solutions to Casella & Berger’s Statistical Inference.
| # | Course Code | Title | Offered | Prerequisites | Term | Type | Textbook | Notes |
|---|---|---|---|---|---|---|---|---|
| 1. | COMP6713 | Natural Language Processing | T1 | MATH1081,9444 | 26T1 | Elective | na | |
| 2. | FINS5513 | Investments and Portfolio Selection | T1,2,3 | 8750 program | 26T1 | Elective | na | |
| 3. | FINS5536 | Fixed Income Securities and Interest Rate Derivatives | T2 | 5513 | 26T2 | Elective | na | pricing, hedging, risk management. options, futures and swaps (int rate derivs) |
| 4. | MATH5856 | Introduction to Statistics and Statistical Computations | T2 | 26T2 | Elective | na | recommended for 5905 | |
| 6. | MATH5960 | Bayesian Inference and Computation | T3 | 2801/2901 | 26T3 | Elective | ||
| 7. | MATH5825 | Measure, Integration and Probability | T3 | U5705 | 26T3 | Elective | na | implicit prereq for 5835 |
| 8. | MATH5905 | Statistical Inference | T1,2,3 | U5846,U5856 | 27T1 | Core | na | |
| 9. | COMP9518 | Advanced Machine Learning | T2 | 9517 | 27T2 | Elective | na | |
| 10. | MATH5845 | Time Series | T2 | 27T2 | Elective | na | ||
| 11. | MATH5855 | Multivariate Analysis | T3 | 27T3 | Elective | na | ||
| 12. | MATH5835 | Advanced Stochastic Processes | T1 | U5825 | 28T1 | Core | na | Difficult. Requires an understanding of Real Analysis and Measure Theory |
| 13. | MATH5806 | Applied Regression Analysis | T2 | 28T2 | Elective | na | splines, poisson / binomial regression | |
| 14. | MATH5925 | Project (12uoc) | T1,2,3 | 36UoC | 28T2 | Core | na |
course pages
Per-course write-ups — admin, textbooks, and links into my notes and solutions — for the courses I have completed: