Graduate
Classification : Requisite Class Number : 326.513 Credit : 3 Grade : Graduate School
This course deals with probability measurement theory, basics of integration, random variables, independence, various modes of convergence of random variables, random series, law of large numbers, convergence in distribution, characteristic functions and central limit theorems.
Classification : Elective Class Number : 326.516 Credit : 3 Grade : Graduate School
This course primarily focuses on conditional probability of random variables and martingale theories, covering convergence theorems, inequalities, decompositions, optional sampling theorems, central limit theorems, as well as topics like uniform integrability and infinite divisible distributions.
Classification : Requisite Class Number : 326.519A Credit : 3 Grade : Graduate School
This course covers statistical inference based on measure theory. After covering the basic concepts of sufficiency, exponential family, and various modes of convergence, the course moves on to the theory of estimation and testing. Estimation methods include the method of moment, maximum likelihood estimator, Bayes estimation, M-estimator, and Z-estimator. We derive the asymptotic distribution of these estimators and prove an efficiency theorem of the maximum likelihood estimator. Testing methods include the maximum likelihood ratio test and its asymptotic approximation, the Rao test and the Wald test as well as the Bayesian test.
Classification : Requisite Class Number : 326.520A Credit : 3 Grade : Graduate School
Classification : Elective Class Number : 326.521 Credit : 3 Grade : Graduate School
This course aims to give you an overview of the development of algorithms and statistical inference, which is a more generalized concept of exploratory and confirmatory data analysis in the era of big data. First, you will learn about the three major schools in statistics: Bayesian, Frequentist, and Fisherian, and then you will learn the modern statistical methodologies such as cross-validation and model selection, resampling methods, shrinkage estimation, empirical Bayes, resampling, survival analysis and EM algorithms, MCMC, and multiple comparisons.
Classification : Elective Class Number : 326.522 Credit : 3 Grade : Graduate School
This course introduces basic notions and properties regarding the weak convergence of the sequences of random elements taking values in Hilbert, in C[0,1] and in D[0,1] spaces. It also covers some important topics in empirical process theory such as concentration inequalities, uniform convergence and asymptotic equicontinuity. In addition, it introduces some useful techniques of deriving lower bounds on minimax risks in statistical estimation.
Classification : Elective Class Number : 326.626A Credit : 3 Grade : Graduate School
This course introduces basic methodology and theory for estimating nonparametric models. In particular, it covers kernel-based methods of estimating probability density, mean regression and quantile regression functions. In regression estimation, the coverage includes various kernel smoothing techniques based on the Nadaraya-Watson idea, local polynomial approximation and quasi-likelihood. The course also introduces three main approaches to using spline functions, namely regression spline, penalized spline and smoothing spline methods. In addition, it deals with estimating nonparametric structural regression models such as additive models and partially linear models.
Classification : Elective Class Number : M1399.001300 Credit : 3 Grade : Graduate School
In this course, we study the theory of Bayesian statistics. In particular, we study constructions of noninformative priors, non-parametric Bayesian statistics, Bayesian asymptotics, and the theory for Bayesian computation.
Classification : Elective Class Number : 326.637 Credit : 3 Grade : Graduate School
This course deals with how to efficiently apply various advanced analysis methodologies related to data mining and big data analysis through various projects and examples. Moreover, there are team projects to learn how to implement the methods learned into data mining and big data analysis. We discuss business trends related to data mining and big data, and examine the relationship between business trends and analysis methodologies.
Classification : Elective Class Number : 326.638 Credit : 3 Grade : Graduate School
Classification : Elective Class Number : 326.748A Credit : 3 Grade : Graduate School
Classification : Elective Class Number : M1399.000400 Credit : 3 Grade : Graduate School
Classification : Elective Class Number : M1399.000500 Credit : 3 Grade : Graduate School
Classification : Reading and research Class Number : 326.803 Credit : 3 Grade : Graduate School
Classification : Requisite Class Number : M0000.008700 Credit : 1 Grade : Graduate School
Classification : Requisite Class Number : M0000.008800 Credit : 1 Grade : Graduate School
Classification : Requisite Class Number : M1399.000800 Credit : 3 Grade : Graduate School
Classification : Requisite Class Number : M1399.001000 Credit : 3 Grade : Graduate School
Classification : Elective Class Number : M1399.001100 Credit : 3 Grade : Graduate School
Classification : Elective Class Number : M1399.001200 Credit : 3 Grade : Graduate School
Classification : Elective Class Number : M1399.001600 Credit : 3 Grade : Graduate School
This course is a hands-on semester course that enables students to acquire the knowledge, skills, and attitudes necessary for the industry career in the future. Students will experience the application methods and status of data analytics knowledge acquired through hands-on practical training to set up a career path. Practical training is conducted on a full-time basis for more than 4 weeks, and training institutions are limited to institutes that have contracted with Seoul National University. This course can be taken only for graduate students who have completed one semester or more. This course cannot be taken in the semester, when the student is planning to graduate. In addition, other courses cannot be taken when taking this course.
Classification : Elective Class Number : M1399.001700 Credit : 3 Grade : Graduate School