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