STAT210A: Theoretical Statistics

Song Mei, University of California, Berkeley, Fall 2022

Description

Instructor: Song Mei (songmei [at] berkeley.edu)
Lectures: Tuesday/Thursday 09:30-11:00. Evans 60.
Office Hours: Tu 2:30 - 4:30 pm (and 2:30 - 3:30 pm for MA advising). Evans 387.
GSI: Taejoo Ahn (taejoo_ahn [at] berkeley.edu)
Office Hours: Th 3 - 5 pm.
Discussion Sessions: Evans 444.

This is a graduate level course on theoretical statistics. Topics include statistical decision theory; point estimation; minimax and admissibility; Bayesian methods; exponential families; hypothesis testing; confidence intervals; small and large sample theory; and M-estimation.

Announcements

First lecture starts on Aug 25, 2022 (Thursday).
For enrollment requests, please contact me during the week of Aug 25. You can always sit in first.

Prerequisite

All students should have a mature background in calculus, linear algebra, and probability.

Grading

Class attendance is required.
Each student is required to scribe at least 1 lecture. Please use this template for scribe. Please sign up scribing here.
There will be 6 homeworks. Late submissions will get a deduction of 15 % per late day. We will drop your lowest grade.
Final exam. Date Location TBA.
Final grade will be Homework x 50 % + final x 40 % + scribe x 10 %.

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