Course Schedule
The course schedule for this course will appear to be somewhat sparse, as this course is taught in a “chalk-talk” style. The topics covered each day, and the relevant chapter of the course notes will be listed. The “Announcements” column is (hopefully) self-explanatory. Any urgent announcements will be made over email.
| Week | Monday | Wednesday | Friday | Announcements |
|---|---|---|---|---|
| 1 | Winter Break | Winter Break | 1/24: First day of class! Syllabus / Begin probability review (Chapter 1) Problem Set Suggestions: PS1: Begin working through Probability Review 1 - 3 |
Welcome (back) to campus! Fill out the Introductions Survey so that I can get to know you better! Look through the Prob Review section of the Course Notes, and come to class on Monday with specific things you want to review (we’ll for sure go over transformations as a class) |
| 2 | 1/27: Probability Review Transformations of Single Random Variables Problem Set Suggestions: PS1: Begin working through Probability Review 1 - 5 |
1/29: Probability Review Transformations of more than one Random Variable Problem Set Suggestions: PS1: Keep working through all of the Probability Review section |
1/31: Probability Review & MLE Introduction Prob Review: Worked Example 7 as a group, then MLE Introduction Problem Set Suggestions: PS1: Any and everything! Pay attention to sublteties on MLE Q2 and Q4 (we’ll go over ideas on Monday) |
Quiz 1 (Probability & MLE) Tentatively Monday 2/10 PS1 due Fri. 2/14 |
| 3 | 2/3: MLE MLE when the “usual” way doesn’t work / Order Statistics Problem Set Suggestions: PS1: Try to have attempted every problem by Wednesday, so that you can come to OH with questions and have time to type things up! |
2/5: MLE MLE Practice & Connection to Least Squares Problem Set Suggestions: PS1: Same as Monday, try to work through everything, and start typing up answers if you haven’t already! |
2/7: Work Day I’m out of town! I would strongly suggest working together in class on homework, reviewing for Quiz 1, or worked examples! |
Quiz 1 (Probability & MLE) Monday 2/10 PS1 due Fri. 2/14 |
| 4 | 2/10: Quiz 1 (Probability & MLE) I will print copies of this distributions sheet for you to use during the quiz, otherwise it’s closed-note! |
2/12: MOM Intro to the “Method of Moments” estimator Problem Set Suggestions: Ask me any last-minute questions, otherwise work on typing everything up! |
2/14: Properties of Estimators Bias, Variance, MSE Problem Set Suggestions: PS1: Don’t forget to submit by 5pm! PS2: Work through the MLE and MOM problems |
Quiz 1 (Probability & MLE) Monday 2/10 PS1 due Fri. 2/14 PS2 due Fri. 2/28 |
| 5 | 2/17: Properties of Estimators Cramer-Rao Lower Bound Problem Set Suggestions: PS2: Finish working through the MOM problems, and try Properties Q1 & Q2 |
2/19: Properties of Estimators Card Simulation Study: Prep Problem Set Suggestions: PS2: You should be able to do all questions! Try them as early as you can so that you can come to office hours with questions! |
2/21: Properties of Estimators Card Simulation Study: The Simulation! Problem Set Suggestions: PS2: Try to be done with the MLE, MOM, and Properties 1-3 questions. Get started on 4 and 5. |
PS2 due Fri. 2/28 Quiz 2 (Probability & MLE Retakes, MOM & Properties: Bias, Variance, MSE) Monday 3/3 |
| 6 | 2/24: Properties of Estimators Sufficiency: Lehmann-Scheffe Problem Set Suggestions: Try to have attempted all problems by the end of the day today! Come to office hours on Tuesday, or Thursday with questions. |
2/26: Review Day Problem Set Suggestions: Come to office hours on Thursday with questions. Begin typing up problems if you haven’t already! |
2/28: MSCS Capstone Days! No class today! Instead, please attend at least two capstone talks (you can include your own), and submit a short write-up on Moodle. |
PS2 due Fri. 2/28 Capstone write-up due Friday 2/28 at Midnight Quiz 2 (Probability & MLE Retakes, MOM & Properties: Bias, Variance, MSE) Monday 3/3 |
| 7 | 3/3: Quiz 2 (Probability & MLE Retakes, MOM & Properties) I will print copies of this distributions sheet for you to use during the quiz, otherwise it’s closed-note! |
3/5: Properties of Estimators Sufficiency: RBLS Problem Set Suggestions: You should be able to do all of the Properties questions, and Correlated Data Q1! Properties Q2 is very long, so I would definitely start it now. |
3/7: Consistency Chebyshev’s Inequality Problem Set Suggestions: After class today, you should be able to do every problem on the homework. Again, reminder that Properties Q2 is long. Start it early! |
Quiz 2 (Probability & MLE Retakes, MOM & Properties: Bias, Variance, MSE) Monday 3/3 PS3 due Fri. 3/14 at 5pm Quiz 3 (MOM * Properties: Bias, Variance, MSE Retakes, Sufficiency & Consistency) Friday 3/14 |
| 8 | 3/10: Asymptotics Types of Convergence Problem Set Suggestions: Try to have attempted every problem by today. Particularly because you have another quiz on Friday! |
3/12: Asymptotics Central Limit Theorem, Asymptotic Normality Problem Set Suggestions: Begin typing everything up if you haven’t already! |
3/14: Quiz 3 (MOM & Properties Retakes, Sufficiency & Consistency) I will print copies of this distributions sheet for you to use during the quiz, otherwise it’s closed-note! |
PS3 due Fri. 3/14 at 5pm Quiz 3 (MOM * Properties: Bias, Variance, MSE Retakes, Sufficiency & Consistency) Friday 3/14 Please fill out the following mid-semester feedback surveys: |
| 9 | Spring Break | Spring Break | Spring Break | Enjoy Spring Break! PS4 will be available, but not due until two weeks after Spring Break, so please take at least a little bit of time off from Stat Theory! |
| 10 | 3/24: Asymptotics Slutsky, CMT, Delta-method Problem Set Suggestions: Try Correlated Data 1a, Asymptotics 1, and Asymptotics 4a - c |
3/26: Asymptotics Confidence intervals & Asymptotic Toolkit Review Problem Set Suggestions: You can officially try all problems on the homework! I would try to finish the Correlated Data problem first. |
3/28: Asymptotics Asymptotic normality/efficiency of MLEs Problem Set Suggestions: After finishing the Correlated Data problem, try to finish Asymptotics 1-3. |
PS4 due Fri. 4/4 at 5pm Quiz 4 (Asymptotics, Sufficiency & Consistency Retakes) Monday 3/31 |
| 11 | 3/31: Quiz 4 (Asymptotics, Sufficiency & Consistency Retakes) I will print copies of this distributions sheet for you to use during the quiz, otherwise it’s closed-note! |
4/2: Hypothesis Testing Definitions Read through beginning of Ch7 on your own after class! Problem Set Suggestions: You should have attempted every problem by the end of the day, so that you can ask me last-minute questions! Asymptotics 4 is pretty conceptual, so think it through carefully. |
4/4: Hypothesis Testing UMP & Neyman-Pearson Problem Set Suggestions: You should be done! Finish typing things up this morning if you need to. |
Quiz 4 (Asymptotics, Sufficiency & Consistency Retakes) Monday 3/31 PS4 due Fri. 4/4 at 5pm Quiz 5 (Hypothesis Testing, Asymptotics Retakes) Monday 4/14 |
| 12 | 4/7: Review-ish Day What have we actually learned/shown so far throughout the course? Tying it all together… Problem Set Suggestions: Try out the hypothesis testing questions first! Question 3 continues to build on every previous problem set! |
4/9: Bayesian Inference Philosophy & Definitions Problem Set Suggestions: Start with Bayes 1 & 2. Try to have attempted Hypothesis Testing 3 by the end of the day. |
4/11: Work Day Taylor is out of town for a conference! Problem Set Suggestions: Glance through all problems, and be prepared to come to me with questions at OH on Monday morning! |
Quiz 5 (Hypothesis Testing, Asymptotics Retakes) Monday 4/14 PS5 due Fri. 4/18 at 5pm |