Assignment |
Topic |
Problems |
Titles |
Assignment 1 |
Classical problems |
1.2: Model selection using marginal regression |
February 1 |
Assignment 2 |
Large scale testing |
PDF |
February 15 |
Assignment 3 |
Ridge regression |
1.8: Existence theorem |
February 24 |
| | 1.10: Leave-one-out cross-validation for linear fitting | |
| | 1.11: WHO pneumonia modeling | |
Assignment 4 |
Lasso |
2.6: Programming the coordinate descent algorithm |
March 10 |
| | 2.7: Degrees of freedom for the lasso (orthonormal case) | |
| | 2.8: WHO study of acute respiratory illness, revisited | |
| | 2.9: Simulation comparing ridge regression, forward selection, and the lasso | |
Assignment 5 |
Bias reduction |
3.1: Two-stage adaptive lasso |
March 17 |
| | 3.3: Degrees of freedom for MCP (orthonormal case) | |
| | 3.7: Simulation comparing ridge regression, forward selection, the lasso, MCP, and SCAD | |
| | 3.9: Exponential penalty | |
| | 3.10: Analysis of the carbotax data using MCP | |
Assignment 6 |
Stability |
4.2: Grouping property for the elastic net |
March 24 |
| | 4.5: Analysis of Bardet-Biedl Syndrome data | |
Assignment 7 |
Theory and inference |
5.1: Gaussian tail bound |
April 15 |
| | 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 |
Other likelihoods |
10.1: Logistic regression: Score and Hessian |
April 28 |
| | 10.2: Quadratic approximation to loss functions | |
| | 10.3: Classification of leukemia subtypes | |
Assignment 9 |
Structured sparsity |
13.1: Simulation comparing lasso and group lasso |
May 13 |
| | 16.1: Group normalization and SPAM | |
| | 18.1: Spam detection | |