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