1:15 pm - 2:30 pm, TR, LeConte College 107, Jan 9th - May 3rd, 2023

Instructor: Dr. Karl Gregory
Instructor office: LeConte College 216C

Teaching assistant: Zehao Yu, zehaoy [at] email.sc.edu

Course syllabus

Lecture notes	Slides	Annotated Slides	Topics	Supplements
	Lec_00_slides.pdf		Course overview
Lec_01.pdf	Lec_01_slides.pdf	Lec_01_slides_annotated.pdf	cdf estimation	Lec_01_code_inclass.R
Lec_02.pdf	Lec_02_slides.pdf	Lec_02_slides_annotated.pdf	kernel density estimation	Lec_02_code_inclass.R
Lec_03.pdf	Lec_03_slides.pdf		multivariate kernel density estimation	bivKDE.R
Lec_04.pdf	Lec_04_slides.pdf	Lec_04_slides_annotated.pdf	Nadaraya-Watson and local polynomial estimators	Lec_04_code_inclass.R
Lec_05.pdf	Lec_05_slides.pdf	Lec_05_slides_annotated.pdf	least-squares splines	Lec_05_code_inclass.R
Lec_06.pdf	Lec_06_slides.pdf	Lec_06_slides_annotated.pdf	penalized splines and trend filtering	Lec_06_code_inclass.R
Lec_07.pdf	Lec_07_slides.pdf	Lec_07_slides_annotated.pdf	additive model for nonparametric multiple regression	Lec_07_code_inclass.R
Lec_08.pdf	Lec_08_slides.pdf	Lec_08_slides_annotated.pdf	bootstrap for the mean	Lec_08_code_inclass.R
Lec_09.pdf	Lec_09_slides.pdf	Lec_09_slides_annotated.pdf	Edgeworth expansion and second-order correctness of the bootstrap	Edgeworth expansion examples Lec_09_code_inclass.R
Lec_10.pdf	Lec_10_slides.pdf	Lec_10_slides_annotated.pdf	bootstrap for statistical functionals, von Mises expansions	Lec_10_code_inclass.R
Lec_11.pdf	Lec_11_slides.pdf	Lec_11_slides_annotated.pdf	bootstrap in regression	Lindeberg_CLT_results Lec_11_code_inclass.R
Lec_12.pdf	Lec_12_slides.pdf	Lec_12_slides_annotated.pdf	Wilcoxon rank sum test

LaTex/R Markdown templates: template.tex template.Rmd LaTex_symbols

Homework	Topics	Due in class on	Solutions
hw_01.pdf	DKW inequality, KS test, Brownian bridge, kernel density estimation, Hölder smoothness, higher order kernels, CV for KDE bandwidth selection	Thursday, Jan 26th	hw_01_sol.pdf
hw_02.pdf	Multivariate KDE, far-between-ness of points in high-dimensional space, N-W and local polynomial estimators, CV for bandwidth selection	Thursday, Feb 9th	hw_02_sol.pdf
hw_03.pdf	Cox-deBoor recursion, largest eigenvalue of a matrix, smoothing and penalized splines, Lindeberg CLT, least-squares splines	Tuesday, Feb 28th	hw_03_sol.pdf
hw_04.pdf	Orthogonal series estimator, backfitting, sparse backfitting, bootstrap	Thursday, Mar 23rd	hw_04_sol.pdf
hw_05.pdf	Influence functions, Edgeworth expansion, bootstrap, residual and wild bootstrap in regression	Tuesday, Apr 11th	hw_05_sol.pdf

The project: Project description.pdf

Part of project	Templates	Deadline
Choose topic		Settle this with me before class on Thursday, January 19th
Lit review	lit_review_template.tex lit_review_template.bib	Submit in class on Thursday, March 2nd
Proposal		Submit in class on Thursday, March 16th
Written report	written_report_template.tex written_report_template.bib	Submit to my mailbox by 8:00 a.m. April 26th
Presentations (15-min)	presentation_template.tex presentation_template.bib	April 13th, 18th, and 20th (last three days of class)

A few of the books I am using to prep for the course:

Back to Karl B. Gregory's homepage