Note: Please upload all assignments into Gradescope before the lecture on the day the assignment is due.
Assignment 1: Due Tuesday 18 August
Reading: Lecture notes on prerequisites (Calculus; Matrix Algebra) and preliminaries (Minima, Maxima, and Order; Convexity and Jensen’s Inequality; Statistical Preliminaries) from course web page. Also, look at Casella and Berger Ch.1-4 for a review of background material.
Assignment 2: Due Tuesday 25 August
Reading: Lecture notes. Casella and Berger Ch.5.1-5.4, 6.1-6.3
Assignment 3: Due Tuesday 1 September
Reading: Lecture notes. Casella and Berger 6.1-6.3, 7
Assignment 4: Due Tuesday 8 September
Reading: Lecture notes. Casella and Berger 7, 8
Problems from C&B: 6.1, 6.3, 6.5, 6.6, 6.9a-c, 7.6, 7.9, 7.11, 7.19
Assignment 5: Due Tuesday 15 September
Reading: Lecture notes. Casella and Berger 7, 8
Problems from C&B: 6.20a-c, 7.20, 7.41, 7.52a-b, 8.4, 8.5a-b, 8.6
Assignment 6: Due Tuesday 22 September
Reading: Lecture notes. Casella and Berger 8, 9
Sections 1-3 of Concentration-of-measure inequalities by G. Lugosi
Chapters 1 and 2 of High-Dimensional Probability by R. Vershynin
Problems from C&B: 8.14, 8.15, 8.18, 8.23a-b, 8.24, 9.1, 9.2, 9.6, 9.7a, 9.11, 9.16a-b
Assignment 7: Due Tuesday 29 September
Sections 1-3 of Concentration-of-measure inequalities by G. Lugosi
Chapters 1 and 2 of High-Dimensional Probability by R. Vershynin
Assignment 8: Due Tuesday 13 October
Sections 1-3 of Concentration-of-measure inequalities by G. Lugosi
Chapters 2 and 3 of High-Dimensional Probability by R. Vershynin
*Redo problems 4-5 on the midterm*
Assignment 9: Due Tuesday 20 October
Assignment 10: Due Tuesday 27 October
Reading: Look over notes for Lectures 1-10 of E. Candes for Stats 300C. These can be found here
Assignment 11: Due Tuesday 3 November
Reading: Look over notes for Lectures 1-10 of E. Candes for Stats 300C. These can be found here. You may also wish to look at Section 2.4 of Introduction to Nonparametric Estimation by A.B. Tsybakov, which is available via the UNC Library.
Assignment 12: Due Tuesday 10 November
You may wish to look at Section 2.4 of Introduction to Nonparametric Estimation by A.B. Tsybakov, which is available via the UNC Library.
Assignment 13: Due Tuesday 17 November
Have a look at Chapters 1 and 2 of “Gaussian estimation: Sequence and wavelet models” by I. Johnstone. Latest version available online here.