Date Topic Subject Book Code
1-20 Classical problems Introduction; problems with classical methods 1.1-1.4 R
1-25 Large scale testing Family-wise error rates R
1-27 Large scale testing False discovery rates R
2-1 Large scale testing Local false discovery rates R
2-3 Large scale testing Hierarchical models and shrinkage R
2-8 Ridge regression Ridge regression 1.5.1-1.5.3 R
2-10 Ridge regression Selection of λ; case studies 1.5.4-1.5.6 R
2-15 Lasso KKT conditions, soft thresholding 2.1-2.2 R
2-17 Lasso Algorithms 2.3-2.4 R
2-22 Lasso Cross-validaton 2.5-2.6 R
2-24 Lasso Case studies, Bayesian interpretation 2.7-2.9 R
2-29 Bias reduction Adaptive lasso, MCP, and SCAD 3.1-3.2 R
3-2 Bias reduction Theoretical results for MCP, SCAD, and lasso
3-07 ENAR
3-09 ENAR
3-14 Spring break
3-16 Spring break
3-21 Bias reduction Algorithms; convexity 3.5-3.6 R [sim1] [sim2]
3-23 Bias reduction Case studies 3.7 R
3-28 Stability Elastic Net 4.1, 4.2 R
3-30 Stability Algorithms; case studies 4.3-4.5 R
4-4 Inference Semi-Penalized Inference with Direct FDR Control 6.2, 6.6, 7 [paper]
4-6 Structured sparsity Treatment effects and concave fusion [paper]
4-11 Inference False inclusion rates 5 R
4-13 Inference Sample splitting and resampling 8 R
4-18 Inference Selective inference R
4-20 Other likelihoods Logistic regression 9 R
4-25 Other likelihoods Other likelihoods 10, 12 R
4-27 Structured sparsity Group lasso 13
5-2 Structured sparsity Group lasso (cont'd)
5-4 Structured sparsity Bi-level selection
5-11 Structured sparsity Further applications of penalization and sparsity