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 | |