David Pollard

David Pollard's picture
Professor of Statistics & Mathematics
Address: 
24 Hillhouse Ave, New Haven, CT 06511-6814, Room 205
203-432-0641
Research Interests: 
Probability theory, asymptotic methods, empirical processes, Le Cam theory, stochastic processes, computing and data analysis. Writing.

Courses

STAT 312a / STAT 612a Linear Models

The geometry of least squares; distribution theory for normal errors; regression, analysis of variance, and designed experiments; numerical algorithms, with particular reference to the R statistical language.

After STAT 242 and MATH 222 or 225.
No final exam.

Term: Fall
Day/Time: Monday, Wednesday 11:35am - 12:50pm

STAT 330b / STAT 600b / MATH 330b Advanced Probability

Measure theoretic probability, conditioning, laws of large numbers, convergence in distribution, characteristic functions, central limit theorems, martingales. Some knowledge of real analysis is assumed.

Term: Spring
Day/Time: Tuesday, Thursday 2:30pm - 3:45pm

STAT 618b Asymptotics

A careful study of some standard asymptotic techniques in statistics and econometrics, and their modern refinements.Topics selected from classical likelihood theory and M-estimation; empirical process methods; concentration inequalities;semiparametric models; local asymptotic normality; concepts of efficiency. Students will be expected to read research papers and  make presentations in class. Prerequisites: knowledge of probability at the level of STAT 600b.
 

Term: Bracketed
Day/Time: TTH 10:30 - 12:00

STAT 699ab Research Seminar in Probability

Continuation of the Yale Probability Group Seminar. Student and faculty explanations of current research in areas such as random graph theory, spectral graph theory, Markov chains on graphs, and the objective method.

Credit only with the explicit permission of the seminar organizers.

http://www.stat.yale.edu/~ypng/

Term: Spring
Day/Time: Friday 11:00pm - 1:00pm

STAT 699ab Research Seminar in Probability

Continuation of the Yale Probability Group Seminar. Student and faculty explanations of current research in areas such as random graph theory, spectral graph theory, Markov chains on graphs, and the objective method.

Credit only with the explicit permission of the seminar organizers.

http://www.stat.yale.edu/~ypng/

Term: Fall
Day/Time: Friday 11:00pm - 1:00pm