Statistics 210A: Theoretical Statistics (Fall 2016)
Course Information
Materials
Materials from class:
Aug. 30: simulation on exponential tilting
Sep. 22: simulation of BetaBinomial 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 fastpaced 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
Largesample theory
Highdimensional testing
Multiple testing and selective inference
Prerequisites:
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
You must write up the problem by yourself.
You may NOT consult any solutions for previous iterations of this course.
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  Highdimensional testing 
Nov. 17  Highdimensional testing 
Nov. 22  Multiple testing 
Nov. 24  No class. Happy Thanksgiving! 
Nov. 29  Multiple testing 
Dec. 1  Multiple testing

