David Madigan,
Rutgers University
dmadigan@rutgers.edu or 732-932-7494
Here is a rough outline of the course. I'm not really aiming
for a coherent sequence - rather, I hope we can discuss a variety of
topics that you might not encounter in your regular classes,
and that I hope you find interesting. We will meet Mondays
and Wednesdays 1pm-3pm in 903 SSW. During the first class session we will
discuss course work, projects, etc.
I am using Professor Heyde's office on the 10th floor. Generally I will
be there before and after class for an hour or so, but email me
in advance if you want to be sure I'll be there.
Thanks for an enjoyable month! I should be able to assign letter
grades tomorrow.
Have a good summer! D.
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This class will take a close look
at a statistical warhorse that ought to
get more attention in data mining. Logistic regression
is a particular regression model for binary responses
that scales well to ultra-high dimensional applications,
predicts as well as many of its competitors,
and offers a transparency advantage over many machine learning
algorithms.
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Making causal inferences from observational data seems like
the quintessential data mining activity! We will explore the "propensity
scoring approach" and related ideas. We will also look at an important application
area - drug safety - where these ideas are relevant.
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Probabilistic graphical models uses graphs to represent
multivariate probabilistic models. This idea is old but the last decade or so
has seen extraordinary developments, both in the appications of graphical models
and in the associated rather elegant theory.
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This class will explore two interesting applications
of probabilistic graphical models.
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We'll take a detailed look at some selected important
results in the theory of graphical models.
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The last few years have seen some interesting
developments in models for sequences of words. We'll take a look at some
of this focusing in particular on hidden Markov models, maximum entropy Markov
models, and conditional random fields. Graphical models have played an important role
in these developments. Some of the same ideas have work for biological sequences but
I don't know much about this.
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I'd like to talk about the role of dropouts in clinical trials.
Or, we might talk about functional decision trees. Lets see how things go.