Nonparametric Inference - STAT 824 - sp 2023

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]

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 projectTemplatesDeadline
Choose topicSettle this with me before class on Thursday, January 19th
Lit review lit_review_template.tex lit_review_template.bibSubmit in class on Thursday, March 2nd
ProposalSubmit 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