Course schedule
Warning
This is a preliminary schedule and may be subject to change.
| Date | Topic | Pre-class Readings | Supp. Material |
|---|---|---|---|
| 08 Sep | No Class (Imagine Day) | ||
| 10 Sep | Overview + review of probability | AoS 1–2 | |
| 15 Sep | Expectation and inequalities | AoS 3–4 | |
| 17 Sep | Convergence of random variables | vdV 2.1–2.2 | AoS 5 |
| 22 Sep | Convergence of random variables | vdV 2.3 | AoS 5 |
| 24 Sep | Delta Method & Fundamentals of inference | vdV 3.1–3.2, AoS 6 | vdV 1, CASI 1 |
| 29 Sep | Estimating the CDF and statistical functionals | AoS 7 | AoNS 2 |
| 01 Oct | Bootstrap methods in practice | AoS 8 | CASI 10 |
| 06 Oct | Consistency of bootstrap methods | vdV 23.1-23.2 (excluding 23.2.1) | |
| 08 Oct | Parametric frequentist inference | AoS 9 | CASI 4–5 |
| 13 Oct | Sufficiency and exponential families | AoS 9.13.2 and 9.13.3 | vdV 4.2 |
| 15 Oct | Parametric Bayesian inference | AoS 11 | CASI 3 |
| 20 Oct | Statistical decision theory | AoS 12 | |
| 22 Oct | Midterm | ||
| 27 Oct | Midterm solutions | ||
| 29 Oct | Empirical risk minimization and cross-validation | ||
| 03 Nov | Nonparametric curve-fitting: density estimation | AoS 20.1–20.3 | AoNS 6.1–6.3 |
| 05 Nov | Nonparametric curve-fitting: regression | AoS 20.4, 21 | AoNS 4–5 |
| 10 Nov | No Class (Midterm break) | ||
| 12 Nov | Normal means model, James-Stein estimator and ridge regression | CASI 7, AoNS 7.1 | |
| 17 Nov | SURE and the James-Stein estimator again | AoNS 7.2–7.3, 7.4, 7.6 | AoNS 7.5 |
| 19 Nov | Survival analysis | CASI 9 | |
| 24 Nov | EM algorithm | AoS 9.13.4 + TBD | |
| 26 Nov | Consistency of Z-/M-estimators | vdV 5.1–5.2 | |
| 01 Dec | Asymptotic normality of Z-/M-estimators | vdV 5.3 | |
| 03 Dec | Nonlinear least squares and one-step estimators | vdV 5.3, 5.7 |
Important
Wednesday, Dec 16, 2026, 3:30 p.m.
Location: Check Workday.