Statistics 210A
Theoretical Statistics
Prof. Michael Jordan
Tuesday and Thursday, 12:30-2:00, 155 Kroeber Hall
Fall 2015
Announcements
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[Aug 25]: Announcements will be put on the piazza website:
piazza.com
Topics
- Statistical decision theory, frequentist and Bayesian
- Exponential families
- Point estimation
- Hypothesis testing
- Resampling methods
- Estimating equations and maximum likelihood
- Empirical Bayes
- Large-sample theory
- High-dimensional regression
- High-dimensional covariance matrix estimation
Prerequisites
- Linear algebra, real analysis, and a year of upper division probability
and statistics
Reading Assignments
- Aug. 27: Chap. 1 and Sec. 3.1 of Keener
- Sep. 1: Chap. 2 of Keener
- Sep. 3: Chap. 2 and Sec. 3.2 of Keener
- Sep. 8: Secs. 3.4, 3.5, and 3.6 of Keener
- Sep. 10: Secs. 3.6 and 4.1 of Keener
- Sep. 15: Secs. 4.1 and 4.2 of Keener
- Sep. 17: Secs. 4.3, 4.4 and 4.5 of Keener
- Sep. 22: Secs. 4.5 and 4.6 of Keener
- Sep. 24: Secs. 7.1 and 7.2 of Keener
- Sep. 29: Secs. 7.1 and 7.2 of Keener
- Oct. 1: Secs. 7.2 and 11.1 of Keener
- Oct. 6: Secs. 11.1, 11.2 and 9.4 of Keener
- Oct. 8: Secs. 12.1, 12.2, 12.3 and 12.4 of Keener
- Oct. 13: Secs. 13.1, 13.2, and 13.3 of Keener
- Oct. 15: Secs. 13.1, 13.2, and 13.3 of Keener
- Oct. 20: Secs. 12.3, 12.4, 12.5, 12.6 and 12.7 of Keener
- Oct. 22: Secs. 8.1, 8.2, and 8.3 of Keener
- Oct. 27: Secs. 8.3 and 8.4 of Keener
- Oct. 29: Secs. 8.5, 9.1, and 9.2 of Keener
- Nov. 3: Secs. 9.1, 9.2, and 9.3 of Keener
- Nov. 5: Secs. 9.1, 9.2, and 9.3 of Keener
- Nov. 10: Secs. 9.4, 9.5 and 17.1 of Keener
- Nov. 12: Secs. 19.1, 19.2, and 19.3 of Keener
- Nov. 17: Chap. 1 and Secs. 2.1.1 and 2.1.2 of Wainwright
- Nov. 19: Sec. 2.3 of Wainwright
- Nov. 24: Secs. 5.5, 6.1, and 6.2 of Wainwright
- Dec. 1: Secs. 6.1 and 6.2 of Wainwright
- Dec. 3: Sec. 6.5 of Wainwright
Required Texts
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R. Keener, Theoretical Statistics: Topics for a Core Course,
Springer, 2010.
Supplemental Texts
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P. Bickel and K. Doksum,
Mathematical Statistics, Basic Ideas and Selected Topics,
Pearson, 2006.
Grading
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There will be weekly homeworks and a final exam. The homeworks
will count for 50% of the grade and the final exam will count
for 50% of the grade.
Staff Office Hours and Locations