Spring 2016 TTh 12:30-1:45 PM HCB 0207
| Instructor: |
Dr. Debdeep Pati Assistant Professor, Department of Statistics 201D OSB, debdeep [AT] stat [DOT] fsu [DOT] edu Tu/Th 3:00-4:00 PM or by Appointment |
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| TA: |
Hanning Li Graduate Student, Department of Statistics 201C OSB, h.li [AT] stat [DOT] fsu [DOT] edu W 3:30-4:30, F 1:00-2:00 PM or by Appointment |
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| Syllabus: |
Syllabus |
| Date | Topics | Chapters | Supplements | Homeworks | Solutions |
| 01/07 | Review | Review_theory.pdf Martingales.pdf | hw0_s16.pdf | hw0_s16soln.pdf | |
| 01/12 | Martingales | Martingales.pdf | |||
| 01/14 | Martingales | Martingales.pdf | |||
| 01/19 | Martingales | Martingales.pdf | |||
| 01/21 | Empirical likelihood | empirical_likelihood.pdf | hw1_s16.pdf | hw1_s16soln.pdf | |
| 01/26 | Empirical likelihood | empirical_likelihood.pdf | |||
| 01/28 | Empirical likelihood & Estimating equations | empirical_likelihood.pdf | |||
| 02/02 | Empirical likelihood & kernel smoothing | empirical_likelihood.pdf | |||
| 02/04 | Empirical likelihood & kernel smoothing | empirical_likelihood.pdf | hw2_s16.pdf | hw2_s16soln.pdf | |
| 02/09 | Introduction to Bayesian Inference | Bayes1.pdf Bayes2.pdf | |||
| 02/11 | Parametric Bayesian Inference (Contd.) | Bayes1.pdf Bayes2.pdf | |||
| 02/16 | Parametric Bayesian Inference (Contd.) | Bayes2.pdf Bayes3.pdf | |||
| 02/18 | Parametric Bayesian Inference (Contd.) | Bayes2.pdf Bayes3.pdf | |||
| 02/23 | High dim Bayesian Inference | Bayes3.pdf Bayes4.pdf | |||
| 02/25 | Nonparametric Bayesian Inference | Bayes4.pdf | hw3_s16.pdf | hw3_s16soln.pdf | |
| 03/01 | Nonparametric Bayesian Inference | Bayes5.pdf | |||
| 03/06 | Nonparametric Bayesian Inference | Bayes5.pdf Bayes6.pdf | |||
| 03/15 | Nonparametric Bayesian Inference | Bayes6.pdf Bayes7.pdf | |||
| 03/17 | No class | hw4_s16.pdf | codes_hw4_s16soln.zip | ||
| 03/22 | Gaussian processes | GP.pdf | |||
| 03/24 | Gaussian processes | GP2.pdf | |||
| 03/29 | Profile Likelihood | Page 43-57 | profile.pdf | ||
| 03/31 | Misspecification | ||||
| 04/05 | Misspecification & Model selection | ||||
| 04/07 | U-Statistics | ustat.pdf | |||
| 04/12 | U-Statistics (Contd.) | ustat.pdf | |||
| 04/14 | Concentration inequalities | conc_ineq.pdf | |||
| 04/19 | Concentration inequalities | conc_ineq.pdf | |||
| 04/21 | Review & Takehome | TH-6448-s16.pdf |