Office
hours 

Instructor  Peter Bartlett  bartlett@stat  Evans 399, Tue 12pm, Wed 1:302:30. 
GSI 
Siqi Wu 
siqi@stat  Evans 307, Mon 3:304:30pm, Tue 3:304:30pm. 
Due 
Solutions 

Homework 1: pdf 
Thursday, February 7 
pdf 
Homework 2: pdf 
Thursday, February 21 
pdf 
Homework 3: pdf 
Thursday, March 7 
pdf 
Homework 4: pdf 
Tuesday, April 9 
pdf 
Homework 5: pdf 
Thursday, May 2 
pdf 
Tue, Jan 22  Organizational issues. Course outline. Stochastic convergence. 
1notes.pdf. vdV 1, 2

Thu, Jan 24  Stochastic convergence. Concentration inequalities. 
2notes.pdf. vdV 2. Metric Characterization of Random Variables and Random Processes. Buldygin and Kozachenko. 2000. Concentration inequalities. Boucheron, Lugosi, Bousquet. 2004. 
Tue, Jan 29  Concentration inequalities. 
3notes.pdf 
Thu, Jan 31  Concentration inequalities. 
4notes.pdf 
Tue, Feb 5  Ustatistics 
5notes.pdf. vdV 12 
Thu, Feb 7  Ustatistics. Projections. 
6notes.pdf. vdV 11, 12 A class of statistics with asymptotically normal distribution. Hoeffding. Ann. Math Statist. 19(3), 1948: 293325. 
Tue, Feb 12  Ustatistics. Projections. 
7notes.pdf. vdV 11, 12 
Thu, Feb 14  Uniform laws of large numbers. 
8notes.pdf.
PII (esp. II.3).

Tue, Feb 19  Uniform laws of large numbers. 
9notes.pdf.
PII.

Thu, Feb 21  Uniform laws of large numbers. 
10notes.pdf.
PII Notes on Rademacher averages: A few notes on statistical learning theory. Mendelson. Rademacher and Gaussian complexities: risk bounds and structural results. Bartlett and Mendelson. 
Tue, Feb 26  Uniform laws of large numbers. Metric entropy. 
11notes.pdf.
PII.

Thu, Feb 28  Uniform laws of large numbers. Metric entropy. 
12notes.pdf.
PII.

Tue, Mar 5  Uniform laws of large numbers. Metric entropy. 
13notes.pdf.
PII.

Thu, Mar 7  Uniform laws of large numbers. Metric entropy. 
14notes.pdf.
PII.

Tue, Mar 12  Mestimators. Consistency of Mestimators. 
15notes.pdf.
vdV5.

Thu, Mar 14  Mestimators. Consistency of Mestimators. Delta method. 
16notes.pdf.
vdV3, vdV5.

Tue, Mar 19  Asymptotic equicontinuity. 
17notes.pdf.
vdV5, vdV18, vdV19, PVII.

Thu, Mar 21  Donsker classes. 
18notes.pdf.
vdV18, vdV19, PVII.

Tue, Mar 26  Spring  
Thu, Mar 28  Break  
Tue, Apr 2  Functional delta method. 
19notes.pdf.
vdV20, vdV21.

Tue, Apr 9  Functional delta method. Quantile estimates. 
20notes.pdf.
vdV20, vdV21.

Thu, Apr 11  Contiguity. Le Cam's lemmas. 
21notes.pdf.
vdV6.

Tue, Apr 16  Local asymptotic normality. 
22notes.pdf.
vdV7.

Thu, Apr 18  Local asymptotic normality. Relative efficiency of tests. 
23notes.pdf.
vdV7. vdV14.

Tue, Apr 23  Relative efficiency of tests. 
24notes.pdf.
vdV14.

Thu, Apr 25  Relative efficiency of tests. Likelihood ratio tests. 
25notes.pdf.
vdV14, vdV15.

Tue, Apr 30  Likelihood ratio tests. 
26notes.pdf.
vdV15.

Thu, May 2  Nonparametric regression. Bootstrap estimators. 
27notes.pdf.
Some
applications of concentration inequalities to statistics.
Massart. (see Section 4.2) Local Rademacher complexities. Bartlett, Bousquet, Mendelson. Local Rademacher complexities and oracle inequalities in risk minimization. Koltchinskii vdV23. 