Course Schedule

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


Evaluation Details

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).