Karl B. Gregory Nonparametric Inference - STAT 824

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] 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_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_03.pdf Cox-deBoor recursion, largest eigenvalue of a matrix, smoothing and penalized splines, Lindeberg CLT, least-squares splines Tuesday, Feb 28th

hw_04.pdf Orthogonal series estimator, backfitting, sparse backfitting, bootstrap Thursday, Mar 23rd

hw_05.pdf Influence functions, Edgeworth expansion, bootstrap, residual and wild bootstrap in regression Tuesday, Apr 11th

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:

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

Homework	Topics	Due in class on
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_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_03.pdf	Cox-deBoor recursion, largest eigenvalue of a matrix, smoothing and penalized splines, Lindeberg CLT, least-squares splines	Tuesday, Feb 28th
hw_04.pdf	Orthogonal series estimator, backfitting, sparse backfitting, bootstrap	Thursday, Mar 23rd
hw_05.pdf	Influence functions, Edgeworth expansion, bootstrap, residual and wild bootstrap in regression	Tuesday, Apr 11th

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)

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