Teaching

Current Courses

STAT 582 – Advanced Theory of Statistical Inference

Lectures
MWF 10:30-11:20 @ LOW 101

Office Hours
W 9:30-10:20 @ Padelford B307

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Description
Topics may include the following and other areas in classical and modern mathematical statistics:

  • Empirical Processes
  • Decision Theory
  • Maximum Likelihood Estimation
  • High-dimensional Theory

Prerequisites
STAT 581, MATH 574-5-6 (previously 424-5-6) or STAT/BIOST 578 (Measure Theory)

Suggested Reading

  • A. van der Vaart, Asymptotic Statistics, Cambridge University Press, 1998
  • E. Lehmann and G. Casella, Theory of Point Estimation, Second Edition, Springer, 1998
  • S. Silvey, Statistical Inference. Chapman and Hall, 1970
  • D. Cox and D. Hinkley, Theoretical Statistics, Chapman and Hall, 1974
  • J. Shao, Mathematical Statistics, Springer, 2003
  • G. Casella and R. Berger, Statistical Inference, Brooks/Cole, 2008
  • J. Wellner and A. van de Vaart, Weak Convergence and Empirical Processes, Springer, 2000
  • R. Dudley, Uniform Central Limit Theorems, Cambridge, 2014

FinalNo Final

Midterms
Wednesday 1/25 in class
Wednesday 2/15 in class
Wednesday 3/8 in class

STAT 581 – Advanced Theory of Statistical Inference

Lectures
MWF 10:30-11:20 @ MGH 295

Office Hours
W 9:30-10:20 @ Padelford B307

Anonymous Course Feedback
Form

Description
Topics may include the following and other areas in classical and modern mathematical statistics:

  • Measure Theory
  • Statistical Distributions
  • Useful Inequalities
  • Asymptotic Theory
  • Empirical Processes

Prerequisites
MATH 574-5-6 (previously 424-5-6) or STAT/BIOST 578 (Measure Theory)

Suggested Reading

  • Jon Wellner’s script
  • A. van der Vaart, Asymptotic Statistics, Cambridge University Press, 1998
  • E. Lehmann and G. Casella, Theory of Point Estimation, Second Edition, Springer, 1998
  • T. Ferguson, Course in Large Sample Theory, Chapman and Hall, 1996
  • R. Serfling, Approximation Theorems of Mathematical Statistics, Wiley, 1980
  • P. Bickel, C. Klaassen, Y. Ritov, and J. Wellner, Efficient and Adaptive Estimation in Semiparametric Models, Johns Hopkins University Press, 1993
  • S. Silvey, Statistical Inference. Chapman and Hall, 1970
  • D. Cox and D. Hinkley, Theoretical Statistics, Chapman and Hall, 1974
  • J. Shao, Mathematical Statistics, Springer, 2003
  • G. Casella and R. Berger, Statistical Inference, Brooks/Cole, 2008
  • J. Wellner and A. van de Vaart, Weak Convergence and Empirical Processes, Springer, 2000
  • G. Shorack, Probability for Statisticians, Springer, 2000
  • R. Dudley, Real Analysis and Probability, Cambridge, 2002
  • R. Dudley, Uniform Central Limit Theorems, Cambridge, 2014
  • D. Cox and O. Barndorff-Nielsen, Inference and Asymptotics, Chapman and Hall, 1994

FinalNo Final

Midterms
Friday 10/21 in class
Wednesday 11/9 in class
Wednesday 12/07 in class

Past Courses

University of Washington

SPRING 2016
STAT 600 Independent Study and Research

WINTER 2016
STAT 582 Advanced Theory of Statistical Inference
STAT 592 Statistical Theory: High Dimensions and Empirical Processes

FALL 2015
STAT 581 Advanced Theory of Statistical Inference

Cornell University

SPRING 2015
STSCI 5999 Applied Statistics MPS Data Analysis Project
STSCI 5990 Directed Studies in Applied Statistics

FALL 2014
STSCI 4740 Data Mining & Machine Learning
STSCI 5990 Directed Studies in Applied Statistics

SPRING 2014
STSCI 6940 High-Dimensional Statistics

FALL 2013
STSCI 4740 Data Mining & Machine Learning