Assignment 1: Due Tuesday 16 January

Reading: Ferguson, Sections 1-4

Assignment 2: Due Thursday 25 January

Reading: Ferguson, Sections 5-6

Assignment 3: Due Tuesday 29 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 6 February

Reading: Ferguson, Sections 6-10

Problems 2.6, 3.1, 5.1, 5.7 (use the Lindebergh CLT), 6.1 parts a and c (establish Theorem 6′ (a) under the assumption that f is continuous everywhere), 6.4, 6.5.

Assignment 5: Due Tuesday 13 February

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

Problems 6.5, 7.1, 7.2, 7.3a, 7.4, 8.3, 8.4 (see solutions)

Assignment 6: Due Tuesday 20 February

Reading: Ferguson, Sections 16-19

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

Assignment 7: Due Tuesday 27 April

Reading: Ferguson, Sections 16-20, 22

Problems 18.1a, 18.2, 18.3, 18.4, 19.1, 19.3 (the question assumes that the nuisance parameters are *unknown*; also answer parts (a) and (b) in case the nuisance parameters are *known*), 19.5

Assignment 8:** Due Friday 2 March by 4pm in TA Leo Yufeng Liu’s mailbox**

Read Ferguson, Sections 16-20, 22.

Problems 20.1a, 20.3, 22.2, 22.3

Assignment 9: Due Tuesday 20 March

Assignment 10: Due Tuesday 27 March

Assignment 11: Due Tuesday 3 April

Reading: Estimation in high dimensions: a geometric perspective, by R. Vershynin

Assignment 12: Due Tuesday 10 April

Assignment 13: Due Tuesday 17 April

Reading: Chapter 6 of M. Ledoux Lecture Notes

Assignment 14: Due Tuesday 24 April

Reading: Ch1-2 of Gaussian estimation: Sequence and wavelet models