| 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 |