LECTURE 1 THURSDAY, 14 January 2010 STA624 Spring 2010.
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LECTURE 1 THURSDAY, 14 January 2010 STA624 Spring 2010
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Transcript of LECTURE 1 THURSDAY, 14 January 2010 STA624 Spring 2010.
LECTURE 1THURSDAY, 14 January 2010
STA624Spring 2010
Welcome to STA291!
Class Instructor: Dr. Ruriko [email protected]://polytopes.net/courses/Stat624S10/
Office: 805A P.O.T.
Office Hours: 1:30PM – 2:20 PM, TR and by special arrangement
Please . . .
Course Topics
Discrete Time Markov Chains (finite and countable state spaces) including finite state space DTMC, random walks on a lattice, branching processes.
Continurous Time Markov Chains (finite and countable state spaces) including Poisson processes, birth and death processes, finite state space CTMC.
Reversible Markov ChainsHidden Markov Models (HMMs)Applications
Fundamental Topics
Finite State Space DTMC (Ch. 1)
Conntable State Space DTMC (Ch. 2)
CTMC (Ch. 3)
Why Stochastic processes?
Job market: Applications in Economy/Business analyses, Computational Biology (genomics), Engineering, Physics etc...
Computers make even complex statisticalmethods easier to use
– danger of using inappropriate methods– vital to understand a method before
using itResearch in the sciences is getting morequantitative (look at research journals)
Why Stochastic processes? (cont’d)
Papers, reviews, surveys, etc.... Asara JM, Schweitzer MH, Freimark LM, Phillips M, Cantley LC
(2007) Protein sequences from mastodon and Tyrannosaurus rex revealed by mass spectrometry. Science 316: 280-285
Grading in STA 624
The regular problems of the homework are worth 20% of your grade, the computer problems is 15%, midterm 1 is 20%, midterm 2 is 20%, and the final will be 25%.
Exam 1 Thurs February 16th.Exam 2 Thurs April 6th. Final Tue May 4th at 10:30AM to 12:30PM.
Homework One
Get registered on MyStatLab and do the simple exercises where questions are posted at http://polytopes.net/courses/Stat624S10/HW0STA624S10.pdf by Thurs, January 21st, 2010 at class.
Example
We have two strings. We have two moves; one is twist and one is rotate.
See the demonstration at the class.Remember this example.... We will so some
simulations with this example in future....
Example
There are your favorite bars, S = {A, C, G, T}, in Lexington. You and your friends, Arne, Connie, Dave, decide to go to bar hopping one night. Since you are already drunk, you and your friends decide where you and your friends are going next by rollong a four faced die (tetrahedron). Each of you and your friends has a four faced die. You will roll your die if you and your friends are currently at Bar A, Arne rolls his die if you and your friends are currently at Bar C, Connie rolls her die if you and your friends are currently at Bar G, and Dave rolls his die if you and your friends are currently at Bar T.Each die has different weights on each face.
