CSE 357, Fall 2023: Statistical Methods for Data Science

News:
08/15: Our first lecture will be on Aug 28th (Mon) at 1:00pm in CS 2120.
08/15: Course website up.

CSE 357: Statistical Methods for Data Science
Fall 2023

When: Mon Fri, 1:00pm - 2:20pm
Where: CS 2120

Instructor: Anshul Gandhi
Instructor Office Hours: Mon Fri, 2:20pm - 3:20pm

TA Office Hours: Tues, 5-6pm, NCS 336

### Course Description

This interdisciplinary course introduces the mathematical concepts required to interpret results and subsequently draw conclusions from data in an applied manner. The course presents different techniques for applied statistical inference and data analysis, including their implementation in Python, such as parameter and distribution estimators, hypothesis testing, Bayesian inference, and likelihood.

More informally, this 3-credit, undergraduate-level course covers probability and statistics topics required for data scientists to analyze and interpret data. The course will involve theoretical topics and some programming assignments. The course is targeted primarily for junior and senior undergraduate students who are comfortable with concepts relating to probability and are comfortable with basic programming. Undergraduates from Computer Science, Applied Mathematics and Statistics, and Electrical and Computer Engineering would be well suited for taking this class. Topics covered include Probability Theory, Random Variables, Stochastic Processes, Statistical Inference, Hypothesis Testing, and Regression. For more details, refer to the syllabus below.

The class is in-person, and is expected to be interactive and students are encouraged to participate in class discussions.

Grading will be on a curve, and will be based primarily on assignments and exams. For more details, refer to the section on grading below.

Prerequisites: C or higher in CSE 216 or CSE 260; AMS 310; CSE major. Comfort in probability theory and proficiency with Python (since programming assignments tasks will be in Python) will be helpful.

Learning Objectives:An understanding of core concepts of probability theory and standard statistical techniques. An understanding of random variables, distributions, and hypothesis testing. An ability to apply quantitative research methods (correlation and regression), and modern techniques of optimization and machine learning such as clustering and prediction.

### Syllabus & Schedule

Aug 28 (Mon)
[Lec 01]
Course introduction, class logistics
Sep 01 (Fri)
[Lec 02]
Probability review - 1
• Basics: sample space, outcomes, probability
• Events: mutually exclusive, independent
• Calculating probability: sets, counting, tree diagram
• AoS 1.1 - 1.5
MHB 3.1 - 3.4
assignment 1 out
Sep 04 (Mon) Labor Day observed No class
Sep 08 (Fri)
[Lec 03]
Probability review - 2
• Conditional probability
• Law of total probability
• Bayes' theorem
• AoS 1.6, 1.7
MHB 3.3 - 3.6
Sep 11 (Mon)
[Lec 04]
Random variables - 1
• Mean, Moments, Variance
• pmf, pdf, cdf
• Bernoulli(p)
• Indicator RV
• Binomial(n, p)
• Geometric(p)
• AoS 2.1 - 2.3, 3.1 - 3.4
MHB 3.7 - 3.9
Sep 15 (Fri)
[Lec 05]
Random variables - 2
• Uniform(a, b)
• Exponential(λ)
• Normal(μ, σ2), and its several properties
• AoS 2.4, 3.1 - 3.4
MHB 3.7 - 3.9, 3.14.1
assignment 1 due
assignment 2 out
Sep 18 (Mon)
[Lec 06]
Random variables - 3
• Joint probability distribution
• Linearity and product of expectation
• Linearity of variance
• AoS 2.5 - 2.7
MHB 3.10, 3.13

Sep 22 (Fri)
[Lec 07]
Probability inequalities
• Weak Law of Large Numbers
• Central Limit Theorem
• AoS 4.1 - 4.2, 5.3 - 5.4
MHB 3.14.2, 5.2
Sep 25 (Mon)
[Lec 08]
Non-parametric inference - 1
• Basics of inference
• Empirical PMF
• Sample mean
• bias, se, MSE
• AoS 6.1, 6.2, 6.3.1 assignment 2 due
assignment 3 out
Required pokemon.csv dataset for A3.
Sep 29 (Fri)
[Lec 09]
Non-parametric inference - 2
• Empirical Distribution Function (or eCDF)
• Statistical Functionals
• Plug-in estimator
• AoS 6.3.1, 7.1 - 7.2 Python scripts:
binomial, eCDF
Oct 02 (Mon)
[Lec 10]
Confidence intervals
• Percentiles, quantiles
• Normal-based confidence intervals
• AoS 6.3.2, 7.1
Oct 06 (Fri)
[Lec 11]
Parametric inference - 1
• Basics of parametric inference
• Method of Moments Estimator (MME)
• Properties of MME
• AoS 6.3.1 - 6.3.2, 9.1 - 9.2 assignment 3 due
Oct 09 (Mon) Fall Break No class
Oct 13 (Fri)
[Lec 12]
Mid-term 1 review
Oct 16 (Mon)
[Lec 13]
Python review (optional) examples, pokemon_with_sno
Oct 20 (Fri) Mid-term 1
Oct 23 (Mon)
[Lec 14]
Parametric inference - 2
• Likelihood
• Maximum Likelihood Estimator (MLE)
• Properties of MLE
• AoS 9.3 - 9.4, 9.6 assignment 4 out
Required data: iris.csv, q7_b_X.csv, q7_b_Y.csv.
Oct 27 (Fri)
[Lec 15]
Hypothesis testing - 1
• Basics of hypothesis testing
• The Wald test
• AoS 10 - 10.1
DSD 5.3 - 5.3.1
Oct 30 (Mon)
[Lec 16]
Hypothesis testing - 2
• Type I and Type II errors
• The Wald test
• AoS 10 - 10.1
DSD 5.3.1
Nov 03 (Fri)
[Lec 17]
M1 discussion
Hypothesis testing - 3
• Z-test
• AoS 10.10.2
DSD 5.3.2
assignment 4 due
assignment 5 out
Required datasets: a5_q4.csv, height_female.csv, height_female_200.csv, height_male.csv.
Nov 06 (Mon)
[Lec 18]
Hypothesis testing - 4
• t-test
• Kolmogorov-Smirnov test (KS test)
• AoS 15.4, 10.2
DSD 5.3.3, 5.5
Nov 10 (Fri)
[Lec 19]
Hypothesis testing - 5
• Kolmogorov-Smirnov test (KS test)
• p-values
• AoS 10.2, 10.5
DSD 5.5
Nov 13 (Mon)
[Lec 20]
Hypothesis testing - 6
• p-values
• Permutation test
• AoS 3.3, 10.3 - 10.4
DSD 2.3
Nov 17 (Fri)
[Lec 21]
Hypothesis testing - 7
• Pearson correlation coefficient
• Chi-square test for independence
• AoS 3.3, 10.3 - 10.4
DSD 2.3
assignment 5 due
assignment 6 out
Required datasets: sample_covid.csv, sample_football.csv.
Nov 20 (Mon)
[Lec 22]
Hypothesis testing - 8
• Chi-square test for independence
• AoS 3.3, 10.3 - 10.4
DSD 2.3
Nov 24 (Fri) Thanksgiving break No class
Nov 27 (Mon)
[Lec 23]
Regression - 1
• Basics of Regression
• Simple Linear Regression
• AoS 13.1, 13.3 - 13.4
DSD 9.1
Dec 01 (Fri)
[Lec 24]
Regression - 2
• Ordinary Least Squares
• Multiple Linear Regression
• AoS 13.5
DSD 9.1
Dec 04 (Mon)
[Lec 25]
Mid-term 2 review assignment 6 due on Dec 06
Dec 08 (Fri)
[Lec 26]
Mid-term 2 review
Dec 11 (Mon) Mid-term 2

### Resources

• Recommended text: (AoS) "All of Statistics : A Concise Course in Statistical Inference" by Larry Wasserman (Springer publication).
• Students are strongly suggested to purchase a copy of this book.
• Recommended text: (MHB) "Performance Modeling and Design of Computer Systems: Queueing Theory in Action" by Mor Harchol-Balter (Cambridge University Press)
• Suggested for probability review and stochastic processes.
• There is copy placed on reserve in the library. The instructor also has a few personal copies that you can borrow.
• Recommended text: (DSD) "The Data Science Design Manual" by (our very own) Steven Skiena (Springer publication).
• Suggested for data science topics in the second half of the course.

• Others:
• S.M. Ross, Introduction to Probability Models, Academic Press
• S.M. Ross, Stochastic Processes, Wiley

• Assignments: 40%
• 6 assignments during the semester. Expect 5-7 questions per assignment, including some programming questions (especially after mid-term 1).
• Collaboration is allowed (max group size 4). You are free to form your own groups, and group membership can change between assignments.
• Submit one softcopy solution per group, typed or handwritten, but should be legible.
• Assignments are due in class, at the beginning of the lecture. No late submissions allowed.

• Exams: 60%
• Two in-person exams.
• Mid-term 1: 25%.
• Mid-term 2: 35%.
• Easier than the assignments and no long derivations or programming questions.

• Attendance: 0%
• Attendance is not required but strongly encouraged.
• Lectures will not be recorded.
• Exam questions are often based on class discussions, so attendance is helpful!

• Important:
• Academic dishonesty will immediately result in an F and the student will be referred to the Academic Judiciary. See below section on Academic Integrity.
• Grading will be on a curve.
• Assignment of grades by the instructor will be final; no regrading requests will be entertained.
• There is a University policy on grading, as well as a set of grading guidelines agreed upon by the CS faculty. The instructor is obligated to uphold these policies.
No exceptions will be made for any student and no special circumstances will be entertained.