Special Topics In Theoretical Statistics

STAT 648, FALL 2005

HOMEWORK SET 4 NEW

HOMEWORK SET 3

HOMEWORK SET 2

HOMEWORK SET 1 ;

NO CLASS on: TH 9/8/05.

CLASS ROOMS + HOURS: TR 12:40-2:00pm at 1120 Sweeney.

INSTRUCTOR: S.N. Lahiri, 315e Snedecor Hall, (515) 294-2271, snlahiri@iastate.edu.

OFFICE HOURS:

Th. 3-3:30pm (J. Z.),
Th. 3:30-4pm (I.V.),
Fri 3:30-4pm (H.W. + J.H.),
Fri 4:00-4:30pm(S.B.+ A.C.),
and by appointments.

TEXT BOOKS: No single book has been adopted as the text for this course. Material will be drawn on from relevant journal articles and research monographs on each of the two topics to be covered in class. The following reference books will be placed on reserve in the STAT reading room and in the Park's Library. More references will be added from time to time, if needed.

P. Hall (1992). The bootstrap and Edgeworth expansions. Springer-Verlag, New York.
Hastie, T., Tibshirani, R. and J. Friedman (2001). Elements of Statistical Learning. Springer-Verlag, New York.

S.N. Lahiri (2003). Resampling Methods for dependent data. Springer-Verlag, New York.

COURSE DESCRIPTION: This course will cover the following topics:

Bootstrap methods for independent variables

Consistency- sample mean

Second order correctness - sample mean

Heavy tailed random variables

Results on sample quantiles

Bootstrap confidence intervals

Bootstrap methods for dependent variables

Block bootstrap methods
Second order correctness

Selection of block size

Other boostrap methods

Elements of Machine learning

Preliminaries

Bagging, Subagging, and their properties

Boosting and its variants and their properties

Other machine learning algorithms (time permitting)

COURSE GRADE: The grade for this course will be determined by performance on homework assignments (10%), one midterm exam (50%), and a project (40%).

IMPORTANT DATES for the HWs, Midterm and the project work, etc.

Homework 1: Tu 9/6 (Due 9/20)
Individual/group meetings for project topics (9/13, 9/15)
Homework 2: Th 9/22 (Due 10/06)
One page project description due on Th 9/29
Homework 3: Tu 10/11 (Due 10/25)
No class: Th 10/27
Homework 4: Tu 11/01 (Due 11/29)
One page updates on projects - due on Tu 11/08
Midterm Exam Wed 11/14 (Evening) (Tentative)
Presentation + final project report (12/06, 12/08)

snlahiri@iastate.edu
Aug 22, 2005.