University of California at Berkeley
Dept. of Statistics

Mathematical Statistics

Spring Semester 2015

Practical information

Lectures: Tues/Thurs 9:30--11:00, 334 Evans

Course books:

Chapters from "High-dimensional statistics: A non-asymptotic viewpoint", by M. Wainwright. (To be posted)
David Pollard, Convergence of Stochastic Processes. Chapter 2 on uniform laws of large numbers.
Sara van de Geer, Empirical processes in M-estimation

Grading: Homework (25%), Midterm (25%), and Final (50%).
Midterm will be held in class on Tuesday, March 17.


Martin Wainwright
Office Hours: Tues, 11--12, Wed 3--4.
Office hour location: 421 Evans Hall
Email: wainwrig AT berkeley DOT edu

Graduate student instructor:
Yumeng Zhang
Office Hours: Monday 2--3pm, Wednesday 1--2pm.
Office hour location: 446 Evans Hall
Email: zym3008 AT stat DOT berkeley DOT edu

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Course description:

Outline: This is an advanced graduate course on mathematical statistics, following up on the introductory course STAT 210a. Topics to be covered include tail bounds and basic aspects of concentration of measure, uniform laws of large number, metric entropy and chaining arguments, Gaussian comparison inequalities, covariance estimation and non-asymptotic random matrix theory, sparse high-dimensional models, structured forms of principal component analysis, non-parametric regression, and minimax lower bounds. Required background: All students should have taken STAT 210A or an equivalent course in basic mathematical statistics, and must have a strong background in probability and real analysis. This course requires some degree of mathematical maturity.

Homework: Although it is acceptable for students to discuss the homework assignments with one another, each student must write up his/her homework on an individual basis. Each student must indicate with whom (if anyone) they discussed the homework problems. Homeworks must be turned in at the beginning of class on the due date. Late homeworks will not be accepted. We will not accept electronic submissions. Back to top

Announcements and Handouts

  • Thurs, Feb 19: This webpage is no longer being updated: please go to the Stat 210b Piazza website. ,
  • Wed, Feb 4: Chapter 4 on uniform laws is now posted. Please let me know of any typos or errors that you find.
  • Tues, Feb 3: Homework #2 is now posted, due on Thurs, Feb 12 (in class).
  • Sat, Jan 31: For those of you with homework questions, Martin will shift his Tuesday Feb 3 office hour this next week to Monday Feb 2, 10---11am.
  • Sat, Jan 31: Comment on homework: In Exercise 2.14 (medians to means), you do not need to prove the results with sharp constants (as given in the statement). Just prove a result with some choice of the constants.
  • Tues, Jan 27: Prof. Wainwright is out of town this week, and hence will not hold office hours. In lieu, Yumeng will hold extended office hours this week (Wed, 1--3).
  • Thurs, Jan 22: Chapter 2 on tail bounds is now posted. Please let me know of any typos or errors that you find.
  • Thurs, Jan 22: Homework #1 is now posted, due on Tues, Feb 3 (in class). (Note: late homeworks cannot be accepted, so please schedule your time accordingly.)

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    Supplementary reading

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