Statistics 210A: Theoretical Statistics (Fall 2016)

Course Information

  • Prof. Will Fithian (Instructor)

    • Evans 301

    • Office Hours: Tu 2-3, W 11-12 (or by appointment)

  • Kenneth Hung (GSI)

    • Evans 446

    • Office Hours: Tu 10:30-11:30, Th 3:30-4:30

  • Lectures TuTh 12:30-2, 9 Lewis

  • Final Exam F Dec 16, 8-11am, location TBD

  • Syllabus

  • Announcements, homework, handouts at bCourses

Materials

Materials from class:

  • Aug. 30: simulation on exponential tilting

  • Sep. 22: simulation of Beta-Binomial Bayesian inference

  • Oct. 6: simulation of hierarchical and empirical Bayes

Assignments:

Content

Stat 210A is Berkeley's introductory Ph.D.-level course on theoretical statistics. It is a fast-paced and demanding course intended to prepare students for research careers in statistics.

Topics:

  • Statistical decision theory, frequentist and Bayesian

  • Exponential families

  • Point estimation

  • Hypothesis testing

  • Resampling methods

  • Estimating equations and maximum likelihood

  • Empirical Bayes

  • Large-sample theory

  • High-dimensional testing

  • Multiple testing and selective inference

Prerequisites:

  • Linear algebra

  • Real analysis

  • One year of upper-division probability and statistics

References

All texts are available online from Springer Link.

Main text:

Supplementary texts:

Updated list of course readings and topics (for final exam prep)

Grading

Your final grade is based on:

  • Weekly problem sets: 50%

  • Final exam: 50%

Lateness policy: Late problem sets will not be accepted, but you will get to drop one grade.

Collaboration policy: For homework, you are welcome to work with each other or consult articles or textbooks online, but

  1. You must write up the problem by yourself.

  2. You may NOT consult any solutions for previous iterations of this course.

  3. If you collaborate or use any resources other than course texts, you must acknowledge your collaborators and the resources you used.

Academic integrity: You are expected to abide by the Berkeley honor code. Violating the collaboration policy, or cheating in any other way, will result in a failing grade for the semester.

Reading Assignments

Date Reading
Aug. 25 Chap. 1 and Sec. 3.1 of Keener
Aug. 30 Chap. 2 of Keener
Sep. 1 Chap. 2 and Sec. 3.2 of Keener
Sep. 6 Secs. 3.4, 3.5, and 3.6 of Keener
Sep. 8 Secs. 3.6 and 4.1 of Keener
Sep. 13 Secs. 4.1 and 4.2 of Keener
Sep. 15 Secs. 4.3, 4.4 and 4.5 of Keener
Sep. 20 Secs. 4.5 and 4.6 of Keener
Sep. 22 Secs. 7.1 and 7.2 of Keener
Sep. 27 Secs. 7.1 and 7.2 of Keener
Sep. 29 Secs. 7.2 and 11.1 of Keener
Oct. 4 Secs. 11.1, 11.2 and 9.4 of Keener
Oct. 6 Secs. 12.1, 12.2, 12.3 and 12.4 of Keener
Oct. 11 Secs. 13.1, 13.2, and 13.3 of Keener
Oct. 13 Secs. 13.1, 13.2, and 13.3 of Keener
Oct. 18 Secs. 12.3, 12.4, 12.5, 12.6 and 12.7 of Keener
Oct. 20 Secs. 8.1, 8.2, and 8.3 of Keener
Oct. 25 Secs. 8.3 and 8.4 of Keener
Oct. 27 Secs. 8.5, 9.1, and 9.2 of Keener
Nov. 1 Secs. 9.1, 9.2, and 9.3 of Keener
Nov. 3 Secs. 9.1, 9.2, and 9.3 of Keener
Nov. 8 Secs. 9.4, 9.5 and 17.1 of Keener
Nov. 10 Secs. 19.1, 19.2, and 19.3 of Keener
Nov. 15 High-dimensional testing
Nov. 17 High-dimensional testing
Nov. 22 Multiple testing
Nov. 24 No class. Happy Thanksgiving!
Nov. 29 Multiple testing
Dec. 1 Multiple testing