Below is our course schedule, which will almost certainly change as the course progresses. Details regarding evaluation due dates can be found below the table.
Week | Date | Session | Title | Topics | Recommended Resources | Due Dates |
---|---|---|---|---|---|---|
1 | Sept 3 | Lecture | Probability Review | Course Introduction | Knight Chp 1 + 2 | |
Lab | Probability Review | |||||
2 | Sept 10 | Lecture | Inequalities | Concentration inequalities; Expectation Inequalities | Wasserman Chp 4 | |
Lab | Normal Distribution Properties | |||||
3 | Sept 17 | Lecture | Convergence | Modes of Convergence; Convergence relationships | Knight Chp 3; Wasserman Chp 5 | Assignment 1 |
Lab | Inequalities | |||||
4 | Sept 24 | Lecture | Limit Theorems | LLN; Simulation | Knight Chp 3; Wasserman Chp 5 | |
Lab 5 | Convergence | |||||
5 | Oct 1 | Lecture | Limit Theorems II | CLT; Delta method | Knight Chp 3; Wasserman Chp 5 | Assignment 2 |
Lab | Limit Theorems | |||||
6 | Oct 8 | Lecture | Inference | Statistical Models and Inference; Parametric and nonparmetric models; Goals of inference; Inferential frameworks | Knight Chp 4; Davison Chp 1 | |
Lab | Inference | |||||
7 | Oct 15 | Lecture | Midterm Review | Assignment 3 | ||
Lab | Midterm Review | |||||
8 | Oct 22 | Lecture | Midterm Exam | |||
Lab | No Lab | |||||
9 | Oct 29 | Lecture | READING WEEK | |||
Lab | READING WEEK | |||||
10 | Nov 5 | Lecture | Nonparametric Estimation | Statistical functionals; Substitution Principle; Bootstrap | Knight Chp 4; Davison Chps 1 and 2 | |
Lab | No Lab | |||||
11 | Nov 12 | Lecture | Likelihoood I | Likelihood function; Likelihood principle; Asymptotic theory | Knight Chp 5; Davison Chp 4 | |
Lab | Likelihood | |||||
12 | Nov 19 | Lecture | Likelihood II | Misspecified Models; Numerical computation of MLEs | Assignment 4 | |
Lab | Final Project Working Session | |||||
13 | Nov 26 | Lecture 13 | Presentations | Final Project Presentations | Assignment 5 (Due Dec 6) | |
Lab 13 | No Lab |
Assignments are to be submitted via Quercus. The deadline for submission is always 9:00am EST on the due date (1 hour before class starts).