MIT Subject Listing & Schedule
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6.3722 Introduction to Statistical Data Analysis

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(Subject meets with 6.3720)
Prereq: 6.100A and (6.3700, 6.3800, 18.600, or permission of instructor)
Units: 4-0-8

Introduction to the central concepts and methods of data science with an emphasis on statistical grounding and modern computational capabilities. Covers principles involved in extracting information from data for the purpose of making predictions or decisions, including data exploration, feature selection, model fitting, and performance assessment. Topics include learning of distributions, hypothesis testing (including multiple comparison procedures), linear and nonlinear regression and prediction, classification, time series, uncertainty quantification, model validation, causal inference, optimization, and decisions. Computational case studies and projects drawn from applications in finance, sports, engineering, and machine learning life sciences. Students taking graduate version complete additional assignments. Recommended prerequisite: 18.06.
Y. Polyanskiy, D. Shah