

Probability and Statistical Data Analysis
Master the probabilistic reasoning and statistical inference that machine learning is built on. This undergraduate-level series of short, stackable online courses teaches one focused skill at a time, from exploring raw data, to estimating what you can't observe, to validating and deploying decision-ready machine learning models.

Program Information
Certificate Track
Learn for Free
About this Program
Machine learning (ML) runs on uncertainty. Every model makes probabilistic assumptions, every evaluation is a statistical inference, and every deployment is a choice among imperfect models.
- This series of online courses from the MIT Electrical Engineering & Computer Science Department teaches you how to work with uncertainty when applying ML methods so you understand not just how they work but why. You will learn to rigorously evaluate ML models, compare their performance, and confidently deploy the right models for their specific applications.
- We develop the material intuitively but with full mathematical precision, and in contact with real data. You’ll explore practical applications ranging from communication noise to scientific measurement. Every short course includes hands-on computational work, building your fluency with core Python ML libraries as you progress through the sequence.
- By the end of this series, you will be able to reason about uncertainty from raw data to validated, deployable decisions.
- For those who build and those who investigate, this series of online courses will benefit anyone who wants to master the probability and statistical inference underlying machine learning.
How is this series different from Probability - The Science of Uncertainty and Data (6.431x)?
- Content: The two offerings share a probability foundation, then go in different directions. 6.431x continues into stochastic processes, such as Bernoulli and Poisson processes, and Markov chains. This series turns toward statistics and applied data analysis: estimation, hypothesis testing, regression, and model validation.
- Format: This modular series is comprised of five short courses that are self-paced.
- Assessments: This series is assessed through Python labs and a final project, while 6.431x has timed exams.
What you'll learn
- Master the probability foundations of machine learning
- Model discrete, continuous, and multivariate data
- Quantify uncertainty with confidence intervals and Bayesian inference
- Test hypotheses and validate ML models rigorously
- Analyze real data with Python from day one
Courses
To complete this program, you must take 5 required courses.
Required Courses
- CourseCertificate:Certificate of Completion: $60FreeProbability and Statistical Data Analysis: Foundations and Exploratory Data AnalysisStarts: Anytime

- CourseCertificate:Certificate of Completion: $60FreeProbability and Statistical Data Analysis: Discrete Distributions and Categorical DataStarts: Anytime

- CourseCertificate:Certificate of Completion: $60FreeProbability and Statistical Data Analysis: Multivariate Statistics and Bayesian InferenceStarts: Anytime

- CourseCertificate:Certificate of Completion: $60FreeProbability and Statistical Data Analysis: Uncertainty Quantification and Data-Driven DecisionsStarts: Anytime

- CourseCertificate:Certificate of Completion: $60FreeProbability and Statistical Data Analysis: Hypothesis Testing and Machine Learning Model ValidationStarts: Anytime

Prerequisites
This program was designed specifically for aspiring data scientists, software engineers moving into machine learning, quantitative researchers, and professionals in technical or scientific roles. It is also well suited to advanced undergraduates, graduate students, and continuing education learners in computer science, data science, statistics, mathematics, engineering, economics, and related quantitative fields.
Meet your instructors
Yury Polyanskiy
Professor of Electrical Engineering and Computer Science
Yury Polyanskiy is the Cutten Professor of Electrical Engineering and Computer Science, a member of IDSS and LIDS at MIT, and an IEEE Fellow. Yury received Ph.D. degree in electrical engineering from Princeton University, Princeton, NJ in 2010. His research interests span information theory, machine learning and statistics. Dr. Polyanskiy won the 2020 IEEE Information Theory Society James Massey Award, 2013 NSF CAREER award and 2011 IEEE Information Theory Society Paper Award. Over the years, he worked on applied AI projects at Amazon and Anthropic.