Instructor: |
Dr. Debdeep Pati Associate Professor, Department of Statistics 401C Blocker, debdeep [AT] stat [DOT] tamu [DOT] edu MW 4:15-5:15 PM or by Appointment |
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Syllabus: |
Syllabus |
Date | Topics | Chapters | Supplements | Homeworks | Solutions |
01/17 | Sufficiency | location-scale.pdf suff&minisuff.pdf | hw0_613_s18.pdf | hw0_613_s18_soln.pdf | |
01/22 | Minimal sufficiency | more-on-SS.pdf | |||
01/24 | Completeness | complete.pdf | |||
01/29 | Completeness & Fisher Information | complete.pdf | |||
01/31 | Fisher Information | Fisher.pdf | |||
02/05 | Fisher Information (contd.) | Fisher.pdf | |||
02/07 | Evaluating estimators | eval_est.pdf | |||
02/12 | Evaluating estimators & MLE | eval_est.pdf cauchyMLE.R | hw1_613_s18.pdf | hw1_613_s18_soln.pdf | |
02/14 | Likelihood theory | mle.pdf | |||
02/19 | Likelihood theory | mle.pdf | |||
02/21 | Exam 1 | exam1-613-s18.pdf | exam1-613-s18-soln.pdf | ||
02/26 | LR tests | mle.pdf | |||
02/28 | LR tests | LRTests.pdf | |||
03/05 | Advanced likelihood theory | Adv-likelihood-theory.pdf | |||
03/05 | Advanced likelihood theory | Adv-likelihood-theory.pdf | hw2_613_s18.pdf | hw2_613_s18_soln.pdf | |
03/19 | Empirical Likelihood (univariate) | empirical_likelihood.pdf | |||
03/21 | Empirical Likelihood (multivariate) | empirical_likelihood.pdf | |||
03/26 | Empirical Likelihood (estimating equations) | empirical_likelihood.pdf | |||
03/28 | Exam II | exam2-613-s18.pdf | exam2-613-s18-soln.pdf | ||
04/02 | Empirical Likelihood (estimating equations) | empirical_likelihood.pdf | |||
04/04 | Model selection | model_sel.pdf | |||
04/09 | Model selection | model_sel.pdf | hw3_613_s18.pdf | hw3_613_s18_soln.pdf | |
04/11 | Kernel estimators | empirical_likelihood.pdf | |||
04/16 | local linear estimators | empirical_likelihood.pdf | |||
04/18 | conditional density estimation and empirical likelihood | empirical_likelihood.pdf | |||
04/23 | EM algorithm | Ch 9.2 of Pat. Recg. Mach. Lear (Bishop) | |||
04/25 | EM algorithm | Ch 9.2 of Pat. Recg. Mach. Lear (Bishop) | |||
04/30 | Review | ||||
05/07 | Final Exam (10:30-12:30 pm) | exam3-613-s18.pdf |