| Assignment | Topic | Problems | Due date |
|---|---|---|---|
| Assignment 1 | Classical problems | 1.2 | January 23 |
| Assignment 2 | Large-scale testing | [pdf] | February 11 |
| Assignment 3 | Ridge regression | 1.8, 1.10, 1.11 | February 18 |
| Assignment 4 | The lasso | 2.3: Unique lasso predictions | March 6 |
| 2.6: Coordinate descent algorithm | |||
| 2.8: WHO analysis, lasso | |||
| 2.9: Sim, ridge/lasso/forward | |||
| Assignment 5 | Bias reduction | 3.1: Two-stage adaptive lasso | March 18 |
| 3.2(b): Thresholding for SCAD | |||
| 2.7: Degrees of freedom, lasso | |||
| 3.3: Degrees of freedom, MCP | |||
| 3.7: Simulation, ridge/lasso/MCP | |||
| 3.9: Exponential penalty | |||
| 3.10: Carbotax analysis, MCP | |||
| Assignment 6 | Stability | 4.2: Grouping property for the elastic net | April 8 |
| 4.5: Analysis of Bardet-Biedl Syndrome data | |||
| Assignment 7 | Theory and inference | 5.1: Gaussian tail bound | April 29 |
| 5.3: Prediction bound under RE condition | |||
| 6.1: Conditional distribution for random knockoffs | |||
| 6.2: Selective inference in the p=2 case | |||
| 6.3: HIV drug resistance study | |||
| Assignment 8 | Logistic/group lasso | 10.1: Logistic regression: Score and Hessian | May 6 |
| 10.2: Quadratic approximation to loss functions | |||
| 13.1: Group lasso analysis of leukemia data |