Topics in Statistical Theory
Part III, Lent 2020.
|example sheet 1||solutions 1|
|example sheet 2||solutions 2|
|example sheet 3||solutions 3|
Lecture notes (last update: 10.02). Beware that they do not contain everything that I said in class, and sometimes differ from what was written on the blackboard. Note that $D_h$ in the notes is different than the one defined in class! Lecture notes on optimal transport are available separately.
Lecture notes written by Louis Christie with some modifications by myself. I am very grateful to Louis for sharing and allowing me to post these on this website. Here is a file containing some measure-theoretical results (Portmanteau and gluing lemma, Prokhorov theorem). The material in this file, including the statements of the results, is not examinable.
All course material, including the example sheets, is examinable, with the exception of question 9 in sheet 2, questions 12-13 in sheet 3, regression splines, equivalent kernel (in the context of splines), the comments I made at the beginning of lecture 15 (about the conditional independence in the context of the variance term in the classification problem) and those made at the end of lecture 14 (about the values of $g(K)$ for different functions $K$ in the minimax lower bound example).Homepage