Yihong Wu

Yihong Wu's picture
Assistant Professor of Statistics and Data Science
Address: 
24 Hillhouse Avenue, New Haven, CT 06511-6814, Room 203
203-436-9003

Courses

STAT 241a/STAT 541a/MATH 241a Probability Theory with Applications

Introduction to probability theory. Topics include probability spaces, random variables, expectations and probabilities, conditional probability, independence, discrete and continuous distributions, central limit theorem, Markov chains, and probabilistic modeling.
 

Term: Fall
Day/Time: Monday, Wednesday, Friday 9:25 am - 10:15 am

STAT 364b / STAT 664b Information Theory

Foundations of information theory in mathematical communications, statistical inference, statistical mechanics, probability, and algorithmic complexity. Quantities of information and their properties: entropy, conditional entropy, divergence, redundancy, mutual information, channel capacity. Basic theorems of data compression, data summarization, and channel coding. Applications in statistics and finance.

After Statistics 241.

Term: Spring
Day/Time: Tuesday, Thursday, 11:30am - 12:50pm