Syllabus
This syllabus is still under development and is subject to change.
Week  Lecture  Date  Topic  Lab  Discussion  Homework 

1  1  8/29/19 
Course Overview, Making Decisions Under Uncertainty [slides]In this lecture we provide an overview of data science and where it might head in the future. We discuss the importance of decision making rather than simple inference. As a first step in this direction we cover the different angles through which a simple hypothesis test can be viewed.
Readings


2  2  9/3/19 
Review of Frequentist and Bayesian DecisionMaking [slides]In this lecture we continue investigating the intricacies that arise when running a simple hypothesis test. We look at the difference between the frequentist and the Bayesian view of hypothesis testing. We further develop these ideas by introducing a decisiontheoretic framework. Using this framework we can mathematically define both Bayesian and frequentist decision rules.



3  9/5/19 
False Discovery Rate Control [slides]In this lecture we continue developing our decisiontheoretic framework. In particular we consider properties of the risk of various loss functions. The main portion of the lecture is dedicated to false discovery rate control. We look at two ideas that go beyond basic hypothesis testing. We consider the Bonferroni test which is a naive way of controlling the familywise error rate. We then look into BenjaminiHochberg which is a more elaborate method that controls the false discovery rate.


3  4  9/10/19 
Online FDR I [slides]



5  9/12/19 
Online FDR II & Permutation Testing [slides]


4  6  9/17/19 
Probability Interpretation of Linear Models [slides]


7  9/19/19 
Probability Interpretation of Logistic Models [slides]


5  8  9/24/19 
Bayesian Hierarchical Models I



9  9/26/19 
Bayesian Hierarchical Models II


6  10  10/1/19 
Gibbs Sampling and Importance Sampling


11  10/3/19 
Intervals for Estimation (Confidence and Credible) [slides]


7  12  10/8/19 
Confidence Intervals from Chernoff/Hoeffding



13  10/10/19 
Lecture Cancelled


8  14  10/15/19 
Causal Inference I


15  10/17/19 
Midterm


9  16  10/22/19 
Causal Inference II


17  10/24/19 
Rudiments of Experimental Design [slides]


10  18  10/29/19 
Bandits I [slides]



19  10/31/19 
Bandits II


11  20  11/5/19 
Control I [slides]


21  11/7/19 
Control II


12  22  11/12/19 
Matching Markets [slides]



23  11/14/19 
Nonparametric Methods I [slides]


13  24  11/19/19 
Nonparametric Methods II


25  11/21/19 
Privacy I [slides]


14  26  11/26/19 
Privacy II [slides]



27  11/28/19 
Thanksgiving


15  28  12/3/19 
RealWorld Consequences of Decisions



29  12/5/19 
Communication: Presenting Results and Conclusions [slides]


16  30  12/10/19 
RRR week


31  12/12/19 
RRR week


17  32  12/17/19 
Final Exam


33  12/19/19 
