Applied Probability for Statistics

1 Unit · Graduate

In this course, students are expected to learn typical statistical applications of probability and stochastic processes. Topics may include iid processes (e.g., with applications in asymptotic statistics), Markov chains (e.g. with applications to MCMC convergence theory), martingales (e.g. with applications to survival analysis), Brownian motion (e.g. with applications to clinical trials / optimal stopping; Black-Scholes), and other statistical applications. An integral part will be the student presentations on related topics.