Assignment 1: Due Tuesday 17 January

Reading: Ferguson, Sections 1-4

Assignment 2: Due Tuesday 24 January

Reading: Ferguson, Sections 1-4

Assignment 3: Due Tuesday 31 January

Reading: Ferguson, Sections 5-7

Problem 1.1 (first part only), 1.2, 1.3, and 1.4.

Problem 4.1. First carefully evaluate the expected value of beta-hat and alpha-hat. It follows from this that the relevant quantity to consider in parts a,b of the question is the variance of the the estimates. Recall that converence in quadratic mean (qm) is equivalent to L_2 convergence.

Problem 4.3. Write out your argument carefully, and show details.

Assignment 4: Due Tuesday 7 February

Reading: Ferguson, Sections 6-10

Problems 2.6, 3.1, 5.1, 5.7, 6.1 parts a and c (establish Theorem 6′ (a) under the assumption that f is continuous everywhere), 6.4

Assignment 5: Due Tuesday 14 February

Reading: Ferguson, Sections 8-10, 16-17

Problems 6.5, 7.1, 7.2, 7.3a, 7.4, 8.3, 8.4

Assignment 6: Due Tuesday 21 February

Reading: Ferguson, Sections 16-19

Problems 9.1, 9.2, 9.4, 17.1, 17.2, 17.3

Assignment 7: Due Thursday 2 March

Reading: Ferguson, Sections 16-20, 22

Problems 18.1, 18.3, 18.4, 19.1, 19.3, 19.5

Assignment 8: Due Tuesday 21 March

Assignment 9: Due Tuesday 28 March

Look over reading on concentration inequalities (bounded difference and Gaussian) and Cauchy-Schwartz.

Redo and turn in any problem on the Midterm where you lost 4 or more points.

Assignment 10: Due Tuesday 4 April

Look over reading on maxima of random variables, convexity, and high dimensional inference.

Assignment 11: Due Tuesday 11 April

Look over Vershynin notes on high dimensional inference.

Assignment 12: Due Tuesday 18 April

Assignment 13: Due Thursday 27 April, in class