Statistics 210B
Theoretical Statistics
Prof. Michael Jordan
Tuesday and Thursday, 11:00-12:30, 334 Evans Hall
Spring 2011
Announcements
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[May 1]: Prof. Jordan will not be having office hours the week of
5/2. Garvesh will be holding normal office hours this week. Prof.
Jordan will be holding office hours next week on Tues, 5/10, 12-1,
and Weds, 5/11, 12-1.
Topics
- Weak convergence
- Empirical processes (entropy, entropy with bracketing, chaining,
asymptotic equicontinuity, Donsker theorems)
- M-estimation
- U-statistics, Hoeffding and von Mises expansions
- Contiguity, convergence of experiments
- Asymptotic efficiency
- Functional delta method
- Bootstrapping empirical processes
- Penalties and sieves
- Semiparametric models
Prerequisites
- Statistics 210A
- Statistics 204 or 205A
Required Texts
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A. van der Vaart, Asymptotic Statistics, Cambridge University Press, 1998.
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D. Pollard, Convergence of Stochastic Processes, Springer-Verlag, 1984.
[pdf]
Supplemental Texts
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A. Van der Vaart and J. Wellner,
Weak Convergence and Empirical Processes,
Springer, 1996.
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S. A. van de Geer, Empirical Processes in M-Estimation,
Cambridge University Press, 1999.
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P. Billingsley, Convergence of Probability Measures,
John Wiley, 1968.
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R. J. Serfling, Approximation Theorems of Mathematical Statistics,
John Wiley, 1980.
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D. Pollard, Empirical Processes: Theory and Applications,
Institute of Mathematical Statistics, 1990
Homework
Reading Assignments
- Jan. 20: Chap. 2 of van der Vaart
- Jan. 25: Chap. 3 of van der Vaart
- Jan. 27: Secs. 11.1, 11.2, 11.3, 12.1 and 12.2 of van der Vaart
- Feb. 1: Secs. 11.1, 11.2, 11.3, 12.1 and 12.2 of van der Vaart
- Feb. 3: Secs. II.1 and II.3 of Pollard
- Feb. 8: Secs. II.4 and II.5 of Pollard.
- Feb. 10: Secs. 5.1 and 5.2 of van der Vaart.
- Feb. 15: Chap. 18 of van der Vaart.
- Feb. 17: Secs. 19.1, 19.2 and 19.6 of van der Vaart.
- Feb. 22: Secs. 19.3 and 19.4 of van der Vaart.
- Mar. 1: Secs. 5.3 and 5.5 of van der Vaart.
- Mar. 3: Secs. 7.1 and 7.2 of van der Vaart.
- Mar. 8: Chap. 6 of van der Vaart.
- Mar. 10: Chap. 6 of van der Vaart.
- Mar. 15: Chap. 14 of van der Vaart.
- Mar. 17: Chap. 14 of van der Vaart.
- Mar. 29: Sec. 7.3 and Sec. 15.1 of van der Vaart.
- Mar. 31: Secs. 15.2 and 15.4 of van der Vaart.
- Apr. 5: Secs. 16.1 and 16.3, 16.4 and 16.5 of van der Vaart.
- Apr. 7: Secs. 8.1, 8.2, 8.3, 8.4, 8.5 and 8.9 of van der Vaart.
- Apr. 12: Chap. 20 of van der Vaart.
- Apr. 14: Secs. 21.1 and 21.2 of van der Vaart.
- Apr. 19: Secs. 24.1, 24.2 and 24.3 of van der Vaart.
Staff Office Hours and Locations