I use these notes as a way to make sure I understand the basic concepts of each topic. I may use them as supplementary materials of graduate courses that I will be teaching. Comments and suggestions are welcome.

Notes

A probabilistic introduction to missing data.

An introduction to the semi-parametric estimators.

Lecture notes of short course.

Short notes

A short note on nonparametric additive models.

A short note on normalizing flows.

A short note on marginal structural models with continuous treatments.

A short note on the benign overfitting.

A short note on weighted average derivative effect.

A short note on reducing variance by estimating the nuisance.

A short note on instrumental variables.

A short note on kriging.

A short note on the algorithmic fairness: demographic parity.

A short note on the proximal causal inference.

A short note on the information bounds of generalization errors.

A short note on decoupling the efficiency and missing/causal assumption.

A short note on quantile classifiers.

A short note on the algorithmic fairness.

A short note on the kernel VC-type condition.

A short note on conditional models, robustness, and missingness.

A short note on the median-of-means estimator.

A short note on the Bernstein-von Mises theorem under infinite dimensions.

A short note on the causality and its minimax framework.

A short note on the linear form of the Cox model estimator.

A short note on the empirical likelihood and calibration.

A short note on the Frequentist consistency of a nonparametric Bayes.

A short note on the experimental design.

A short note on the adjustment sets.

A short note on the variational inference.

A short note on the Rasch model and latent trait model.

A short note on the mixture of experts.

A short note on the constrained nonparametric quantile regression.

A short note on the effect mediation.

A short note on the coarsening at random.

A short note on the \(L_\infty\) concentration of the KDE.

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