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 |
|
|