Assignment |
Topic |
Problems |
Due date |
Assignment 1 |
Classical problems |
1.2: Model selection using marginal regression |
January 28 |
Assignment 2 |
Large-scale testing |
PDF |
February 11 |
Assignment 3 |
Ridge regression |
1.8: Existence theorem |
February 20 |
| | 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 6 |
| | 2.9: Degrees of freedom for the lasso (orthonormal case) | |
| | 2.10: WHO study of acute respiratory illness, revisited | |
| | 2.11: Simulation comparing ridge regression, forward selection, and the lasso | |
Assignment 5 |
Bias reduction |
3.1: Two-stage adaptive lasso |
March 13 |
| | 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 | |
| | 3.11: Analysis of the carbotax data using MCP | |
Assignment 6 |
Stability |
4.2: Grouping property for the elastic net |
April 1 |
| | 4.5: Analysis of Bardet-Biedl Syndrome data | |
Assignment 7 |
Theory |
5.1: Gaussian tail bound |
April 10 |
| | 5.3: Prediction bound under RE condition | |
Assignment 8 |
Inference |
6.1: Conditional distribution for random knockoffs |
April 22 |
| | 6.2: Selective inference in the p=2 case | |
| | 6.3: HIV drug resistance study | |
Assignment 9 |
Other likelihoods |
10.2: Quadratic approximation to loss functions |
May 1 |
| | 10.3: Standardization for multiclass logistic regression | |
| | 10.4: Classification of leukemia subtypes | |