Statistics 210A

Theoretical Statistics

Fall, 2007

Professor Martin Wainwright

Choongsoon Bae, GSI

Announcements • Pratical information • Course description • Lecture scribe notes • Homework • Additional material

Announcements

2007.12.13	Review solutins are posted on. Review solutions(pdf, ps)
2007.12.07	Review problems are posted on. Review problem(pdf, ps)
2007.11.19	Homework #11 was issued.
2007.11.08	Homework #10 was issued.
2007.11.06	Graded homework #8 was returned.
2007.11.01	Homework #9 was issued.
2007.10.30	Graded homework #7 was returned.
2007.10.25	Homework #8 was issued.
2007.10.23	Midterm solutions. --> (pdf, ps)
2007.10.18	Homework #7 was issued.
2007.10.16	Graded homework #6 was returned.
2007.10.09	Graded homework #5 was returned.
2007.10.04	Homework #6 was issued.
2007.10.04	Graded homework #4 was returned.
2007.09.28	(Correction) Homework #5, problem 5.3, 5.4 were changed. Please download a new one (pdf ps)
2007.09.27	Homework #5 was issued.
2007.09.25	Graded homework #3 was returned.
2007.09.22	(Correction) Homework #4, problem 4.4 is corrected. Please download a new one (pdf ps)
2007.09.20	Homework #4 was issued.
2007.09.18	Graded homework #2 was returned.
2007.09.13	Homework #3 was issued.
2007.09.11	Graded homework #1 was returned.
2007.09.09	(Correction) Homework #2, problem 2.1 is corrected. Please download a new one (pdf ps) .
2007.09.06	Homework #2 was issued.
2007.08.30	Homework #1 was issued.
2007.08.28	Course syllabus (Down)

Pratical information

Lectures	Evans Hall 332, Tues--Thurs 9:30 am ~ 11:00 am
Grading	Homeworks (15%), Midterm (25%) and Final Exam (60%)
Instructor	Martin Wainwright Office hours: Tues. 11am~12pm, Thurs. 5pm~6pm (421 Evans) Email: wainwrig AT stat DOT berkeley DOT edu Phone: 643-1978 Offices: 263 Cory Hall or 421 Evans Hall
GSI	Choongsoon Bae Office Hours: Mon. 3pm~4pm, Wed. 3pm~4pm (307 Evans) Email: s210a.2007 AT gmail DOT com Office: 415 Evans Hall

Overview: This course provides an introduction to mathematical statistics, including both frequentist and Bayesian aspects of modeling, prediction, inferences, hypothesis testing and estimation, as well as large sample properties and asymptotics. It presumes a solid background in undergraduate probability, real analysis, linear algebra as well as some degree of mathematical maturity.

Intended audience:

Required background: Undergraduate probability, linear algebra, real analysis; some degree of mathematical maturity.

Lecture scribe notes

Please check "Additional material and information" section for scribing materials and instructions.

2007.11.27	Lecture #24 (pdf, ps)
2007.11.20	Lecture #23 (pdf, ps)
2007.11.15	Lecture #22 (pdf, ps)
2007.11.13	Lecture #21 (pdf, ps)
2007.11.06	Lecture #20 (pdf, ps)
2007.11.01	Lecture #19 (pdf)
2007.10.30	Lecture #18 (pdf, ps)
2007.10.25	Lecture #17 (pdf, ps)
2007.10.23	Lecture #16 (pdf, ps)
2007.10.16	Lecture #15 (pdf, ps)
2007.10.11	Lecture #14 (pdf, ps)
2007.10.09	Lecture #13 (pdf)
2007.10.04	Lecture #12 (pdf, ps)
2007.10.02	Lecture #11 (pdf)
2007.09.27	Lecture #10 (pdf, ps)
2007.09.25	Lecture #9 (pdf, ps)
2007.09.20	Lecture #8 (pdf, ps)
2007.09.18	Lecture #7 (pdf, ps)
2007.09.13	Lecture #6 (pdf, ps)
2007.09.11	Lecture #5 (pdf, ps)
2007.09.06	Lecture #4 (pdf, ps)
2007.09.04	Lecture #3 (pdf, ps)
2007.08.30	Lecture #2 (pdf, ps)
2007.08.28	Lecture #1 (pdf, ps)

Homework assignments

Instructions for homeworks: Problem sets will be posted on the class webpage, and will be due on Thursdays in class at the start of lecture. Late homeworks will not be accepted. If they chose, after attempting the problems on an individual basis, students can discuss homework assignments in groups of at most three. However, each student must write up his/her own solutions individually, and must explicitly name any collaborators at the top of the homework.

2007.11.19	Homework #11 (Due on November 29) pdf ps --> Solutions(pdf ps), score statistics (pdf ps)
2007.11.08	Homework #10 (Due on November 15) pdf ps --> Solutions(pdf ps), score statistics (pdf ps)
2007.11.01	Homework #9 (Due on November 8) pdf ps --> Solutions(pdf ps), score statistics (pdf ps)
2007.10.25	Homework #8 (Due on November 1) pdf ps --> Solutions(pdf ps), score statistics (pdf ps)
2007.10.18	Homework #7 (Due on October 25) pdf ps --> Solutions(pdf ps), score statistics (pdf ps)
2007.10.04	Homework #6 (Due on October 11) pdf ps --> Solutions(pdf ps), score statistics (pdf ps)
2007.09.27	Homework #5 (Due on October 4) pdf ps --> Solutions(pdf ps), score statistics (pdf ps)
2007.09.20	Homework #4 (Due on September 27) pdf ps --> Solutions(pdf ps), score statistics (pdf ps)
2007.09.13	Homework #3 (Due on September 20) pdf ps --> Solutions(pdf ps), score statistics (pdf ps)
2007.09.06	Homework #2 (Due on September 13) pdf ps --> Solutions(pdf ps), score statistics (pdf ps)
2007.08.30	Homework #1 (Due on September 6) pdf ps --> Solutions(pdf ps), score statistics (pdf ps)

Additional material and information

Scribing materials and instructions

Lecture scribe notes should be written up in LATEX using the template and style files(Scribing_Materials_Stat210a.zip) that can be downloaded from this page. Please send your written notes in PS or PDF format, as well as the original LATEX source, by email to Choongsoon Bae with the subject heading Lecture Scribe #N (where N is the lecture number), no later than 4 days after the lecture. The notes will be reviewed, and necessary editing/corrections will be indicated.

Useful references

• P. Bickel and K. Doksum, Mathematical Statistics.
Available online (e.g., Amazon, Barnes and Noble).

Additional References

• E.L. Lehmann and G. Casella. Theory of Point Estimation.
• E.L. Lehmann and J. Romana. Testing Statistical Hypotheses.
• Mark J. Schervish. Theory of Statistics.

For background on linear algebra:

• Introduction to linear algebra, G. Strang.
• Other useful materials:
Graphical Models, exponential families and variational inference