Never, ever, ever take prof. brown (YES, YOU. take this warning seriously). His definition of teaching is reading handwritten slides that are completely illegible half the time. To add to the immense confusion one feels from the horrible mess of chicken scratch that is his lecture notes and practice problems, his documents often have mistakes that he only amends days after lecture (there is an abundance of pdfs on coursework with amendments/corrections to notes). In line with this, trying to find the docs u need on courseworks is like trying to find a needle in a really really large haystack. His psets and practice problems are near impossible without a group of people with a shit ton of free time to dissect each question's meaning. The only saving grace from this hellhole was our TA, who made the exams more reasonable than Brown's practice problems. Nevertheless, the severe lack of preparation I had for even the 'easier' questions made this class fucking impossible. God I hate columbia's statistics department, and this class made me hate it even more. Note: A lot of these problems stem from the online setting and prof. brown is a really really sweet guy, all things considered. For me, supportive and nice professors typically compensate for difficult content and poor teaching, but this was waaaaaaay past my threshold for that.
Please dont take this class. he's a fine person, it's just that the stats department at this school is so absurdly bad it's ridiculous.
For the love of god. Do not take this class. Required for the Stat major? Change your major. Do a joint Stat major that doesn't require it. Do Comparative Literature, or Biology, or something. The undergrad Statistics department at Columbia is an enormously practical joke, anyway. Mark Brown seems nice enough as a person. He is, by far and away, the worst teacher I have ever had in my entire educational life. The slides, produced in 2016 (this review is being written for Fall 2018), have several typos per lecture, which professor Brown compensates for by uploading a scan of a hand written piece of paper detailing the typos (in no particular order). When it isn't outright wrong, the content in the slides itself is totally meaningless. Concepts and formulas are introduced with little or no explanation, and are completely irrelevant to the skills you need to answer homework and exam questions. Maybe, you say, you could just be part of the 80% (sometimes 90%) of students that skip lecture altogether, and learn by doing practice midterms and exams from previous semesters. While professor Brown does indeed upload several terms worth of previous exams, they are also practically useless. The solution sets, more hand written, difficult to read documents, contain no explanation of how to solve any problems; answers are usually the final number and nothing else, or a single line of equations with 1000 skipped steps. Online learning material to aid you through the course barely exists, since this course is so unorganized. You may even struggle to know what to google. So please. If you are considering taking Elementary Stochastic Processes with Mark Brown. Don't.
Professor Brown is a nice person, but his class is the worst I have ever taken at Columbia. If your major has something to do with STAT, unfortunately you have to take this class with no choice. But definitely go to his office hours, which would restore some of your trust and hope in this course. That said, this class like many offered by the STAT department is really bad in terms of delivery and would require your reading the textbook or lecture notes on your own. He is generous in terms of grades.
Professor Brown seems like a nice man with good intentions, but I wouldn't advise taking a class with him if you'd like to actually learn the material. He posts handwritten notes on courseworks and reads from them as they are projected on a screen in class... this is how he teaches math problems. To make matters worse his handwriting is hard to read at times. However, it is definitely possible to get a decent grade from the class. I did not do well on the midterm and did even worse on the final, but somehow received a good grade. So this means that pretty much everyone in the class had no idea what they were doing.
I know what you are thinking: "what the hell is going on in this class? Are these people around me understanding anything? Should I drop this class? But it is a requirement for my major." Don't worry, I am here to save you. What I can say about this class is that it is absolutely impossible to follow Mark Brown's slides during lecture. I used to take an average of 4 hours per slides presentation in order to have a good intuition about what was being taught (fully understand the slides is out of reach, at least for the mortals like me). It is no surprise that after the first two weeks only ten students were showing up to class. What I mean is that his slides are dense, and it takes time and patience in order to move through the material. Although there is a lot of proofs on them, you will not be asked to do any on the exams or homeworks. Your goal when reading the slides is to get the essentials about the material (ie the main formulas, underlying concepts, etc), not to fully understand each passage. Try to summarize the main points of each lecture after reading it. You will need that summary in order to study for the midterm and final. From my experience, I could understand reasonably well what was going on from lectures 1 to 8 (by studying the slides by myself, obviously. As I said, going to lectures is a waste of time). Those are the lectures that will be on the midterm. I did not read lectures 9 and 10 (they were dense examples above the material on lectures 1 to 8, kind of useless for the midterm, since the midterm exercises were a lot easier). I poorly understood lectures slides 11 to 20 (but still could get the main concepts and formulas) and I did even touch lecture slides 21 to 25. Regarding homework, there will be 4. They will be a lot easier when compared to understanding the slides. You will basically need to know the main concepts and try to apply it. Still, the homeworks are a lot harder than midterm and final. If you can understand the homework problems, that's a good sign. It means you understand the key concepts of the class. Now, the key to do well on the midterm and final is to have a good summary of the main concepts and formulas of the class. What you need to do in order to come up with a good summary is to understand the homework problems, understand the main ideas of lectures 1 to 8 and 11 to 20 and fully understand how to solve the practice midterm and final. The practice midterm and final probably taught me more than anything else in this class. Finally, I got an A in this class, even without touching 7/25 lectures slides. I am not telling you to do the same, I am just saying that you do not need to freak out if you do not fully understand the lectures or if the material gets impenetrable after lecture 21.
He's actually a nice guy if you go to his office hours. On the other hand, he's very strange and hard to digest. His lectures are dense with proofs and unrelated material to the class. For example, he would talk about moment generating functions during most lectures, but they would not appear on a single assignment or test. Further, none of the assignments or tests have a single proof. His lectures had only maybe 20% of the students showing up (I'm not sure why I even attended since it was hard to pay attention). Not recommended, but sometimes he's your only option
A class of 131 students with less than 15 showing up every lecture, and you know how Professor Brown is. Avoid it.
This class will seem deceptively easy at first, but as the semester goes along the difficulty of the material increases drastically. Do not underestimate the materials! The lectures are dry but he presents plenty of examples to help you understand them. He also hosts help sessions where he shows you how to get the answers to the homework, if not show you the entire solution. Highly recommend you know your linear algebra, probability and calculus (absolute must). Grading will be separated between the undergrads and MS students so there will be two curves in the class based on this distinction. If only this had happened earlier...
There are few professors at Columbia which every student I have talked to dislikes, at Mark Brown manages to be one of them. This class is not actually very difficult, nor does it move fast, so it is probably best for you to learn from the textbook (which isn't amazing but not horrible) rather than go to class. The best option is to read the textbook and then supplement it with class, but if you do go to class (like I did), you should, at minimum, skim the textbook, or you will be horribly lost. Professor Brown gives little context for what he is doing. He does not tell you what he is trying to prove (which makes following proofs difficult since you have no idea where he is headed) and he rarely explains the conceptual nuance of what is going on. He also spends almost all his time in class proving things whereas, apart from the Extra Credit on the final exam, every exam and homework question is an application question, which means understanding the proofs is of little to no help in tackling the homeworks or exams. Apart from his inability to explain concepts, Mark Brown rarely pays attention to his students. He is 50/50 with being able to understand student questions, he rarely responds to email (and if he does, he is rude), and he doesn't return homework in a timely manner (we got a homework due in October returned on the last day of class). Overall, the material covered in this class is not difficult, and there is not a lot of it either. Even though this was, by far, my lowest workload class, it was the one I complained about the most because going to class with Professor Brown is a truly painful experience. If you learn the material on your own, and make sure you understand the concepts behind what's going on, this class won't be a high workload, nor will it be hugely difficult. Professor Brown provides a fairly generous curve, but given that most people take this class because it is a pre-requisite for other things, I would recommend taking this with another professor so that you truly understand the material. For sake of disclosure, I got an A+ in his class, so I think it is fair to say that my unfavorable review of Professor Brown is not due to my grade. He is the worst professor I have encountered at Columbia, and from what I hear, that Statistics department is fairly notorious for having bad professors.
Professor Brown is very helpful. His notes are life safer! the problem sets he gives would clear up most of the confusion you got in class. His lectures can be little dull at times, and sometimes he goes really fast. But the materials in this class is so hard that I really can't see how much better a lecture can get. Bottomland is I know Prof Brown would be there when I have questions, and answer my questions patiently with respect ( unlike some other senior individuals in the faculty). So I'm very satisfied with the education I got from this course.
Most reviewers give an accurate sense of this course. I just wanted to add some advice on taking the course-- For the problem sets, Brown will often have "help sessions." Go to these. He basically goes through the entire problem set and does them. I missed the first two, and then was kind of shocked to see him seemingly give away all the answers in the later two. Immensely useful in bringing down the work in the course. Final and midterm were of the "pick and choose" format. For the midterm, something like 7 questions are given and you pick 4. Don't remember exact numbers, and he may change this. So if you don't have a ton of time to study, you can cram for just a few sections. For the midterm, I just learned all of the Markov chains questions really well and ended up with an okay grade. To reiterate what others have said: Brown is a very dry lecturer. The main things to know in the course are Markov chains and Exponential Variables / Poisson processes. Everything is built off of one of these two concepts, so just understand these and you'll be fine.
This is not an easy class. It can seem deceptively easy at the beginning: if you're any good at linear algebra, then finite Markov Chains are no sweat. By the final weeks of the course, though, when you hit stochastic integration, expect to be tearing your hair out. Maybe there's no way to understand stochastic integration without knowing measure theory (and I didn't when I took this course), but there's no getting around the fact that the topic could easily be given its own semester long course. Despite the inherent difficulty of the material, Professor Brown definitely makes it much more manageable. In particular, there doesn't yet seem to exist a very good textbook for a course in stochastic processes, so Professor Brown's handwritten notes are the real gem of the course: they provide a thorough and rigorous textbook equivalent. To this day, I keep a printed copy of his notes on hand whenever I want to loop up a concept that I learned in this course. In the end: a difficult, but very rewarding experience.
Yeah, like the other reviews say Brown is a boring guy who has difficulty relating to his students and seems oblivious to the class while he lectures, but he gave more opportunities to learn the material and do well than any professor I had in college. He keeps things straight forward, solving examples in the textbook and letting us know what he expected us to do on tests. This is a problem solving course, and you mostly learn the material by working through the notes he posts online and doing the hw. And if you're struggling, he solves the hw problems for you in recitation the day before they are due. There is also a huge curve. The second half of the class is harder than the first and you have to know calculus well, but that's it. Despite what some other students say, this is not a hard class. If you earned your place here you won't have trouble with it.
This was an interesting class. What you get out of it is entirely a function of what you put in. Lecture is incredibly dry, granted, but the real gold is the posted notes and practice problems. Stochastic processes are incredibly wonderful things. I've never though so coherently before about series of random processes, but this communicates the subject well. What's really required here: You need to sit down with the book and the lecture notes and the problem sets and think about Markov chains and Poisson processes on a gut level. Everything else in the course is just an extension or generalization of this. Become familiar with limit theorems, with the expected values of many distributions and how they relate (for example, the sum of exponentials is just a gamma-- the quotient of two gammas is a beta. etc). There's more than enough practice material to fully ace the exams, there are no tricks on them. Dr. Brown is a wonderful man, but he injects a formalism into the course that's not needed for the problem sets (that you can do from the book) and is only tangentially needed for the exams (order statistics aren't mentioned in the book, but if you're smart enough, you'll be able to figure out the conditional expectations for the ordering of exponential distributions).
Prof. Brown is an extremely nice person in person, although his lecture style can be a bit intimidating. Unless you've already familiarized yourself with the material he's lecturing on, you'll often have a tough time following him in class. The key to passing his class, is to go to his homework sessions where he'll show you how to do any homework problems you're stuck on. He's extremely patient and is willing to go over a problem until you understand it. This is not an easy course, you've got to put in some time to do well. The exams, mercifully, allow you to choose from a number of problems to work. For instance, the final exam had 20 problems, but you had to answer only 8. That's a help, though, even so, you might have a hard time finding 8 you can answer. All in all, I found Prof. Brown very likeable, and I did learn some probability, although I don't think there's much he can do to make this course a pleasant experience.
Not a very impressive professor, as he is usually completely oblivious to his students. You can be in the first row with your hand raised, and he would just stare right past you and never call on you. Lectures are quite dry and quasi-mathematically rigorous, so it may be easy to fall behind occasionally. Otherwise, the subject matter is interesting and rewarding. I don't know how it is different from 4106 or 3106 though. It doesn't seem to be much higher in level. I think the previous reviewer did a good job scaring off most people, but it's not that bad.
Holy freakin bejeezus. . . . . . . Be not fooled by the word "Elementary" in this course's title. This is THE hardest class in Columbia, without qualification. Ever. I can't believe I made it out alive. Unfortunately for Mark, the subject material is perhaps the hardest branch of statistics, in terms of intuition and concepts. He tries very very hard to make sense of it to us, but hopelessly so. No mistake, I think Mark would have been a decent teacher in another class. But in general, I think he's on a totally different level than the rest of the class. Problems seem easy when he solves them, but come homework, there is no way students would be able to complete them without his hints. I don't want to scare any potential stat majors, but the mean on the midterm was around 30 or 40. If you can't handle the heat of this course (which is actually graduate level) then take the much easier undergraduate engineering version. However, if you have the mathematical maturity and persistence to learn everything that is taught, then the world is yours -- just kidding, but it's still very interesting stuff.