Course Selection for Master Student Preparing for PhD App

[ZNtheory]

Hi everyone,

I am a first year master student of applied math at Penn and want to apply for Stat PhD next year. I am posting this to ask what course I can choose so that I can maximize my advantages in the application.

The course I have decided to chosen is 

• Numerical Linear Algebra (Applied Math PhD core Course)
• Probability Theory (Wharton PhD Core course)

I can still choose 1-2 courses and I have a candidate list 

• Mathematical Stat (Wharton PhD core course)
• Probabilistic Machine Learning (CS PhD course)
• Topic in Harmonic Analysis
• Analysis (PhD core course)

I know the second one is a bit different, but I really love the content of this course and I actually had some research experience related to what this course will cover. For the first one, since about 70% of the contents are covered in my undergrad math stat course and I do a very great job on that course (97/100), I am a bit hesitated about this one. The other two covers deep things in analysis which I am really want to learn.

 

Any suggestions are appreciated! Thanks in advance.

[ZNtheory]

In case it is helpful to give advice, here is what I have learnt during my undergrad

Mathe Courses:

• Prob Theory (based on calculus) (A-)
• Numerical Analysis (A-)
• Linear Algebra (two terms) (B+/A-)
• Mathematical Analysis (three terms) (A/A/A-)
• Real Analysis & Lebesgue Measure Theory (A)
• Functional Analysis (B+)
• Complex Analysis (A)
• Topology (A)

Stat Courses:

• Multivariate Stat (A)
• Time Series (A-)
• Regression (A)
• Math Stat (A)

[bayessays]

Even if the topics are similar to your undergraduate class, I'm sure Wharton's PhD mathematical statistics class will cover them at a much deeper level.  That will be the most useful for your future (will make the PhD classes+exams much easier for you and help your application by showing you can succeed in these classes). The machine learning and analysis classes are also reasonable to take if you really do not want to take the mathematical statistics class.  I don't see Harmonic Analysis being as useful.