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