Class: | Tu Th 2:50-4:05pm | Old Chem 025 | ||
Prof: | Robert L. Wolpert | Old Chem 211c | ||
wolpert@stat.duke.edu | 919-684-3275 | OH: | Mon 4:15-5:00pm | |
TA: | Anirban Bhattacharya | Old Chem 114 | ||
anib86@gmail.com | 919-806-6412 | OH: | Mon 3:00-4:30pm |
Wk | Days | Topics | Sugg. Reading | HW Due |
---|---|---|---|---|
1 | Jan 14 | Course overview and logistics | SJP Chap 1,2 | |
2 | Jan 19,21 | Linear algebra review | SJP Chap 2,3 | |
3 | Jan 26,28 | Gaussian Random vectors | SJP Chap 3 | |
4 | Feb 2,4 | Large Samples | SJP Chap 4 | HW1: POSTPONED |
5 | Feb 9,11 | Transformations: Wishart, Hotelling T2 distns | SJP Chap 5,6 | |
6 | Feb 16 | Estimation and testing | SJP Chap 7 | |
Feb 18 | No class: SAMSI Workshop (Climate Chg) (RTP) | |||
7 | Feb 23,25 | Linear models review | SJP Chap 8 | HW2: Feb 25 |
8 | Mar 2,4 | Principal Components Analysis | SJP Chap 9 | |
Mar 6-14 | No class: Spring Break | |||
9 | Mar 16 | Factor Analysis | SJP Chap 10 | HW3: Mar 16 |
Mar 18 | No class: Jim Berger Celebration (San Antonio, TX) | Conversation | ||
10 | Mar 23,25 | Canonical Correlations | SJP Chap 11 | |
11 | Mar 30,1 | Graphs, Hypergraphs & Conditional Independence | SLL Chap 3 | HW4: Apr 1 |
Apr 6,8 | No class: SAMSI Workshop (Env Health) (RTP) | |||
12 | Apr 13,15 | Gaussian Models | SLL Chap 5 | HW5: Apr 15 |
Apr 30-1 | SBIES Workshop (Austin, TX) | |||
Apr 30-2 | 4th Annual Grad Student Probability Conference | |||
1-6 | May 3 | Cumulative Final Exam (Mon 9am-12n) | ||
Jun 3-8 | Valencia 9, ISBA 2010 (Benidorm, ES) |
"SJP" is Applied Multivariate Analysis by S. James Press.
"SLL" is Graphical Models by Stephen L. Lauritzen.
"HTF" is The Elements of Statistical Learning
(2/e) by Trevor Hastie, Rob Tibshirani, and
Jerome Friedman.
This syllabus was last revised , and it's likely to be superseded by later versions.