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 |