This is the first quarter of a three-quarter course sequence. We will cover topics in Markov chains for discrete and continuous time, both from the point of view of probability and of statistics (chapters 1-3 in the text). There will be applications from a variety of scientific fields.The second quarter will cover spatial models, point processes, Brownian motion and diffusion (chapters 4-6 in the text). The third quarter we will work on some topics of the students' choice and develop in-depth application pojects
The class meets twice a week. Tuesdays will mainly be lectures and other presentations, while the Thursday session will be a combination of lectures and group work on applied projects. Every other week we have access to the MSCC computing labs in Comunications. The weekly schedule will be updated as we go along. Last updated Nov. 29.
There will be biweekly homework, mainly based on problems from the book. The homework is worth 40% of the grade. The homework is due in class on Tuesdays. Homework page last updated Nov. 19.
Each student will make a 20-minute presentation of some relevant topic, chosen in consultation with the instructor. The presentation will be worth 20% of the grade. The non-exhaustive list of potential topics was last updated Nov. 14. You need to schedule your presentation before Thanksgiving.
Every other week we will hold computing lab sessions in Communications B-027. Lab page last updated Dec. 2. Lab reports are worth 40% of the grade.
P. Guttorp (1995): Stochastic Modeling of Scientific Data. London: Chapman & Hall/CRC. Note that typographical corrections are available.
Some software is available to help with homework problems. Last updated Sep. 13.
M10-11, F13-14, B313C Padelford Hall. You can also contact me on email: peter@stat.washington.edu with questions and/or to set up other meeting times if necessary.