STATS 710 - Special Topics in Theoretical Statistics I
Section: 002
Term: WN 2018
Subject: Statistics (STATS)
Department: LSA Statistics
Waitlist Capacity:
Advisory Prerequisites:
Graduate standing and permission of instructor.
May be repeated for a maximum of 14 credit(s). May be elected more than once in the same term.
Primary Instructor:

The course will focus on measure concentration inequalities, which deal with bounding the probability that a complicated function of independent random variables, for example the supremum of an empirical process, deviates from its expectation (or some other measure of central tendency) by more than a specified threshold. Concentration inequalities developed rapidly via the use of martingale based methods in the seventies, and then in the nineties with seminal contributions by Talagrand, Ledoux, and Massart, and others. The use of such concentration inequalities in empirical process theory and modern statistical problems (e.g., high dimensional statistics) will also be illustrated.

The course will be a combination of lectures (by me) and presentations (by students) for determining grades. The specifics will be decided based on the enrollment numbers.

Relevant texts are :

Concentration Inequalities, by Boucheron, Lugosi and Massart

Weak Convergence and Empirical Processes, by van der Vaart and Wellner

Statistics for High Dimensional Data: Methods, Theory and Applications, by Peter Buhlmann and Sara van de Geer.

STATS 710 - Special Topics in Theoretical Statistics I
Schedule Listing
001 (LEC)
20STATS PhD only
TuTh 2:30PM - 4:00PM
002 (LEC)
16STATS PhD only
MW 1:00PM - 2:30PM
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