Date Topic Subject Book Code
1-25 Classical problems Introduction; problems with classical methods 1.1-1.4 R
1-27 Large scale testing Family-wise error rates R
2-01 Large scale testing False discovery rates R
2-03 Large scale testing Local false discovery rates R
2-08 Large scale testing Hierarchical models and shrinkage R
2-10 Ridge regression Ridge regression 1.5.1-1.5.3 R
2-15 Ridge regression Selection of λ; case studies 1.5.4-1.5.6 R
2-17 Lasso KKT conditions, soft thresholding 2.1-2.2 R
2-22 Lasso Algorithms 2.3-2.4 R
2-24 Lasso Cross-validaton 2.5-2.6 R
3-01 Lasso Case studies, Bayesian interpretation 2.7-2.9 R
3-03 Bias reduction Adaptive lasso, MCP, and SCAD 3.1-3.2 R
3-08 Bias reduction Algorithms; convexity 3.5-3.7 R
3-10 Bias reduction Case studies 3.8 R
3-15 Stability Elastic Net 4.1-4.2 R
3-17 Stability Algorithms; case studies 4.3-4.5 R
3-22 Theory Theoretical properties 5
3-24 Theory Theoretical properties: Non-asymptotic 5
3-29 Inference Marginal false discovery rates 6 R
3-31 Inference Debiasing and subsampling/resampling 7, 9 R
4-05 Inference Selective inference R
4-07 Inference Knockoff filter R
4-12 Other likelihoods Logistic regression 10 R
4-14 Instructional break, no class
4-19 Other likelihoods Logistic regression (cont’d) 10 R
4-21 Other likelihoods Other likelihoods 11-12 R
4-26 Structured sparsity Group lasso 13 R
4-28 Structured sparsity Bi-level selection 14 R
5-03 Structured sparsity Fusion penalties 15 R
5-05 Structured sparsity Further applications of penalization and sparsity R