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[统计--核心课程] Prospective PhD applicant: should I take real analysis or data mgmt & algor?

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bbff1234 发表于 2016-2-9 05:35:48 | 显示全部楼层 |阅读模式

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RT, I'm currently a SOPhomore math major intending to applying for PhD in statistics/applied math/IEOR, and my current focus and interests are probability, machine learning, data mining, stochastic simulation and dynamical systems. As I'm preparing for my course selection right now, I'm wondering if any of you can kindly help me with some questions about course selection next quarter.

1. I have a time-clash between real analysis(upper-end undergrad analysis involving Lebesgue Measure and Integration) and Intro to Data and Algorithms. Which one is more important for my application?

2. Could anyone also recommend a few courses that will help me pursue a PhD in the fields I've mentioned above(particularly stochastic simulation, deep learning, and data mining)? Thank you very much!

pigonline 发表于 2016-2-10 13:35:02 | 显示全部楼层
bbff1234 发表于 2016-2-10 11:37
Thank you so much for your help! Since I'm a sophomore student, I haven't fixed my track yet, alth ...

Regression,Probability和Mathematical Statistics是统计最最基本的课,想申统计"系"的PhD必须学啊,否则一点统计背景都没有
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eric1218 发表于 2016-2-9 06:08:05 | 显示全部楼层
Depending on your goal:

PhD: Real Analysis (grad-level is way better than undergrad-level)

Job: Programming
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 楼主| bbff1234 发表于 2016-2-9 07:03:13 | 显示全部楼层
eric1218 发表于 2016-2-9 06:08
Depending on your goal:.1point3acres缃

PhD: Real Analysis (grad-level is way better than undergrad-level)

Thx.

In fact, I'm thinking of pursuing a PhD in the field. However, since I'm on exchange at a US school during the 2nd,3rd quarter, the only possible option for real analysis(Lebesgue Integration and stuff) is the honor's undergrad real analysis. Its contents, though, is not so different from grad level 1st year analysis.
Does it make much of a difference?

P.S. Sorry for typing English only....School computer has no Chinese input
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DreamBoy 发表于 2016-2-9 07:19:35 | 显示全部楼层
real analysis is more important i think....at least for statistics phd
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eric1218 发表于 2016-2-9 07:40:51 | 显示全部楼层
bbff1234 发表于 2016-2-9 07:03
Thx.
. 鐗涗汉浜戦泦,涓浜╀笁鍒嗗湴
In fact, I'm thinking of pursuing a PhD in the field. However, since I'm on exchange at a ...

The real difference btw grad/undergrad is that the former looks a lot better on transcripts conditional on you get A
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 楼主| bbff1234 发表于 2016-2-9 09:30:56 | 显示全部楼层
DreamBoy 发表于 2016-2-9 07:19
real analysis is more important i think....at least for statistics phd

What about the case for applied math or IEOR PhD?
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 楼主| bbff1234 发表于 2016-2-9 09:31:11 | 显示全部楼层
DreamBoy 发表于 2016-2-9 07:19
real analysis is more important i think....at least for statistics phd

What about the case for applied math or IEOR PhD?
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eric1218 发表于 2016-2-9 09:40:36 | 显示全部楼层
bbff1234 发表于 2016-2-9 09:31
What about the case for applied math or IEOR PhD?

Same. PS: I have received a few offers in IEOR so you can trust me.
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 楼主| bbff1234 发表于 2016-2-9 09:47:54 | 显示全部楼层
eric1218 发表于 2016-2-9 07:40
The real difference btw grad/undergrad is that the former looks a lot better on transcripts condit ...

IC. Then do you think Intro to Algorithm is a better choice in my case?
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lha_1313 发表于 2016-2-9 09:58:21 | 显示全部楼层
实分析 字数字数
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eric1218 发表于 2016-2-9 10:01:47 | 显示全部楼层
bbff1234 发表于 2016-2-9 09:47
IC. Then do you think Intro to Algorithm is a better choice in my case?

No, if you want a PhD in the fields you listed above then go for analysis. What I said before is that grad-level > undergrad-level.
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pigonline 发表于 2016-2-10 10:15:28 | 显示全部楼层
本帖最后由 pigonline 于 2016-2-10 13:36 编辑

我的电脑能打中文

你一口气提到了很多个领域,probability, stochastic simulation, deep learning, and data mining, dynamical systems. 涓浜-涓夊垎-鍦帮紝鐙鍙戝竷
虽然这些领域(除了dynamical system)统计系都有人研究,都需要学很多数学课,但是其所需的知识背景相差很大
比方说dynamical systems需要微分方程(PDE ODE),和stochastic simulation更接近于数学系/计算数学系而不是统计系;Probability需要学大量real analysis,machine learning则不需要

你现在毫无疑问选real analysis。这些方向无论哪一个都是学越多数学越好,
如果选probability那就多学measure based prob, stochastic process..;
machine learning方向学习convex optimization, matrix computation或其他名字有machine learning的课;
dynamical systems学PDE ODE或者研究生级的dynamical systems
stochastic simulation学monte carlo和计算数学相关的课
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 楼主| bbff1234 发表于 2016-2-10 11:37:01 | 显示全部楼层
pigonline 发表于 2016-2-10 10:15
我的电脑能打中文

你一口气提到了很多个领域,probability, stochastic simulation, deep learning, and ...
. 1point3acres.com/bbs
Thank you so much for your help! Since I'm a sophomore student, I haven't fixed my track yet, although it doesn't hurt to label a few of my personal interests to identify the courses that I need to take.

BTW, is regression analysis very important for any of these topics?
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