| 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 |
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