THIS SCHEDULE IS PRELIMINARY, AND SUBJECT TO CHANGE
| Wednesday, Sept 29 | Introduction 1.1 Measurable spaces 1.2 Measures and probability | warning |
| Friday, Oct 1 |
1.3 Measurable functions and random variables 1.4 Integration and integrability | JAW Notes:Chapter 0 |
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| Monday, Oct 4 | Diagnostic quiz |
Summary: Nema: everything to date! |
| Wednesday, Oct 6 |
1.5 Absolute continuity and densities 1.6 Product spaces and measures |
Quiz return: Outline solns Homework 1 due. Here are Outline solutions |
| Friday, Oct 8 |
2.1 Exponential families of distributions (Basics) 2.2 Group families of dsns |
Summary: Marios: product measures and Fubini Some background from Stat512/513 |
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| Monday, Oct 11 |
2.3 Sufficiency, minimal sufficiency, completeness |
Summary: Leontine: exp.fam Bernoulli example JAW Notes:Chapter 1 Severini Ch. 1 |
| Wednesday, Oct 13 |
2.4 Vector exponential families. 2.5 Multivariate Normal |
Summary: Veronica: sufficiency and ancillarity Homework 2 due Here are Outline solutions |
| Friday, Oct 15 |
2.5 Multivariate Normal (ctd.) 2.6 Related distributions: non-central chisquared | Summary: Samir: vector exponential families |
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| Monday, Oct 18 |
3.1 Modes of convergence 3.2 Basic convergence implications |
JAW notes: Ch 2. Summary: Krista: Non-central chi-squared |
| Wednesday, Oct 20 |
3.3 Inverse transf. Thm.; Skorokhod Thm |
Summary: Jeff: Modes of convergence Homework 3 due Here are Outline solutions |
| Friday, Oct 22 |
3.4 Classical limit theorems:
Mann-Wald, Helly-Bray, Slutsky etc. |
Summary: Betsy: Skorokhod construction |
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| Monday, Oct 25 |
3.5 Empirical processes and Brownian Bridge 3.6 Limit theory for uniform quantiles. |
Summary: Lin: Classical limit thms |
| Wednesday, Oct 27 |
3.7 Quantiles of a general dsn. 4.1 Information and Cramer-Rao inequality |
Summary: Kumar: empirical dsn fns Homework 4 due : Outline solutions JAW notes: Ch 3. Severini Ch. 3 |
| Friday, Oct 29 |
4.2 Assumption verification: MVUE 4.3 Examples |
Summary: Sangsoon: dsn of quantile process Midterm from Fall 2003 NO OFFICE HOUR TODAY. |
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| Monday, Nov 1 |
4.4 Other lower bounds. 4.5 Multiparameter CRLB (revised 11/03/2004). |
Summary: I-Yu: basic CRLB and MVUE Monday office hour now in CSSS conf rm. |
| Wednesday, Nov 3 | MIDTERM | no homework due |
| Friday, Nov 5 |
Midterm review 4.6 Nuisance parameters and submodels | |
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| Monday, Nov 8 |
4.7 Orthogonal parametrizations 4.8 Efficiency and asymptotic Normality |
Summary: Cecilia: Multiparameter CRLB |
| Wednesday, Nov 10 |
5.1 Basics of MLE 5.2 Kullback-Liebler Information |
Summary: Donatello: Orthogonal parametrization
Homework 5 due : Outline solutions JAW notes: Ch 4. Severini Ch. 4 |
| Friday, Nov 12 | 5.3 Consistency of MLE |
Summary: Valeria: Kullback-Leibler info. |
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| Monday, Nov 15 | 5.4 MLE: Asymptotic Normality |
Summary: Paramita: consistency of MLE |
| Wednesday, Nov 17 |
5.5: Bits and pieces on MLE 5.6: Notation summary. 6.1 Likelihood ratio tests: simple null OLD |
Summary: Audrey: asympt efficiency of MLE Homework 6 due and Outline solutions |
| Friday, Nov 19 |
6.2 Fixed alternatives and consistency 6.3 Local alternatives |
Summary: Pavel: One-step estimator |
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| Monday, Nov 22 |
6.4 Composite null; defns & dsns 6.5 Dsns of the test statistics |
Summary: Larissa: LR tests for simple null |
| Wednesday, Nov 24 |
6.6 Practicalities: note on dimensions 6.7 Reparametrization |
Summary: Yanming: Tests for composite null Homework 7 due and Outline solutions |
| Friday, Nov 26 | THANKSGIVING HOLIDAY | |
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| Monday, Nov 29 |
7.1 The EM algorithm:introduction 7.2 Defining the EM algorithm 7.3 Why does EM work? |
Summary: Kyle: LR tests-- which to choose |
| Wednesday, Dec 1 |
7.4 A multinomial example 7.5 A mixture example |
Summary: Shengyu: the EM algorithm Homework 8 due and Outline solutions |
| Friday, Dec 3 |
7.7 Likelihood in exponential families 7.8 EM for exponential families | |
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| Monday, Dec 6 |
7.6 Other examples (incl example of 7.8 stuff) 8.1 NPMLE of an arbitrary F |
Summary: Yoonha: EM in exponential families |
| Wednesday, Dec 8 |
8.2 Right censoring and the Kaplan-Meier Estimate |
Summary: Assaf Homework 9 due and Outline solutions |
| Friday, Dec 10 | 8.3/8.4 Current status data and the Cusum diagram. |
Final exam from Fall 2003 |
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| Monday, Dec 13 | FINAL EXAM | 8.30-10.20, SMI 405 |