STAT 532

STAT 532: Theory of Statistical Inference

Course information

• Lecture: Mon, Wed 1:30-2:45 (via Zoom Meetings on the Sakai page).
• Instructor: Peter Hoff - office hours Tue, Thu 1:30-2:30
• TA: Xu Chen - office hours Tue 3:00-5:00
• TA: Sheng Jiang - office hours Mon 4:30-5:30 , Fri 2:00-3:00

Resources

• Course materials
• All of Statistics (Wasserman)
• Sakai link

Announcements

2020-04-21: Final exam posted, due 5-1.

2020-04-08: Hw10 posted, due 4-20.

2020-04-06: Read AOS Chapter 10 focusing on 10.7.

2020-04-01: Hw9 posted, due 4-8. Continue reading AOS Chapter 10.

2020-03-25: Hw8 posted, due 4-1. Start reading AOS Chapter 10.

2020-03-23: Welcome to 532 online. Access the 532 Zoom meeting via Sakai.

2020-03-16: No classes this week. Classes resume online March 23. Hw7 is due 3-25.

2020-03-04: Hw7 posted, due 3-18. Finish AOS Chapter 9.

2020-02-26: Hw6 posted, due 3-4. Read AOS Chapters 6 and 9.

2020-02-13: Reminder, Quiz 1 is on 2020-02-24. You are allowed one sheet of notes. Previous quizzes are in Materials directory.

2020-02-12: Hw5 posted, due 2-19. Finish reading AOS Chapter 5.

2020-02-05: Hw4 posted, due 2-12. Start reading AOS Chapters 4 and 5.

2020-01-29: Hw3 posted, due 2-5.

2020-01-27: SJ is back and has office hours starting today. Continue reading AOS Chapter 3.

2020-01-23: PH Thursday office hour moved to Friday, 1:30-2:30.

2020-01-22: Hw2 posted, due 1-29. Read AOS Chapters 2 and 3.

2020-01-13: Hw1 posted, due 1-22. Read AOS Chapters 1 and 2.

2020-01-08: Come to class.

Tentative schedule of topics

1. Probability
   1. Univariate probability (AOS 1, 2)
   2. Multivariate probability (AOS 2)
   3. Moments (AOS 3)
2. Core statistics
   1. Properties of the sample mean (AOS 4, 5)
   2. Univariate CAN estimation (AOS 5)
   3. Multivariate CAN estimation (AOS 5)
   4. Likelihood estimation (AOS 6, 9)
   5. Hypothesis testing (AOS 10)
      
3. Advanced topics
   1. Bootstrap (AOS 7,8)
   2. Model selection (AOS 13.6)
   3. Multiple testing (AOS 10.7)
   4. Shrinkage and thresholding (AOS 12)
      

Evaluation

• 15% Homework
  
• 85% Quizzes
  • 2020-02-24 during class;
  • 2020-04-15/16 ;
  • final take home quiz : handed out 04-22 or before, due 05-01 at 5:00.

Late homework receives a 10% penalty per day.