Date Topic Subject Book Code
1-14 Classical problems Introduction; problems with classical methods 1.1-1.4 R
1-16 Large scale testing Family-wise error rates R
1-21 No class; Martin Luther King Jr. Day
1-23 Large scale testing False discovery rates R
1-28 Large scale testing Local false discovery rates R
1-30 Classes cancelled due to weather
2-04 Large scale testing Hierarchical models and shrinkage R
2-06 Ridge regression Ridge regression 1.5.1-1.5.3 R
2-11 Ridge regression Selection of λ; case studies 1.5.4-1.5.6 R
2-13 Lasso KKT conditions, soft thresholding 2.1-2.2 R
2-18 Lasso Algorithms 2.3-2.4 R
2-20 Lasso Cross-validaton 2.5-2.6 R
2-25 Lasso Case studies, Bayesian interpretation 2.7-2.9 R
2-27 Bias reduction Adaptive lasso, MCP, and SCAD 3.1-3.2 R
3-04 Bias reduction Algorithms; convexity 3.5-3.7 R
3-06 Bias reduction Case studies 3.8 R
3-11 Stability Elastic Net 4.1-4.2 R
3-13 Stability Algorithms; case studies 4.3-4.5 R
3-18 No class; spring break
3-20 No class; spring break
3-25 ENAR
3-27 ENAR
3-29 Theory Theoretical properties (ROOM C401) 5
4-01 Theory Theoretical properties: Non-asymptotic 5
4-03 Inference Marginal false discovery rates 6 R
4-08 Inference Debiasing and subsampling/resampling 7, 9 R
4-10 Inference Selective inference R
4-15 Inference Knockoff filter R
4-17 Other likelihoods Logistic regression 10 R
4-22 Other likelihoods Other likelihoods 11-12 R
4-24 Structured sparsity Group lasso 13 R
4-29 Structured sparsity Bi-level selection 14 R
5-01 Structured sparsity Fusion penalties 15 R
5-06 Structured sparsity Further applications of penalization and sparsity (1:00) R