| 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 |
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