STA 2212H: Mathematical Statistics II
January 13 to April 12
Wednesday 10.10 am - 12.00 pm; Friday 10.10 - 11.00 am; Eastern
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Office Hours
Monday 7.00-8.00 pm; Thursday 11.00 am - 12.00 pm (BBCollaborate Course Room)Friday 11.00am - 12.00pm (Zoom)
Week 12 April 7-9
- April 9: Slides for Chenghui Zheng's presentation on inference for visualization
- April 9: Recording of Chenghui Zheng's presentation
- Slides Apr 7
- Slides with scribbles Apr 7
- Recording Apr 7 (Library)
- Maternal mortality note from CDC
- PNAS Bjerre et al
- PNAS Hadad et al
Week 11 March 31
- Slides Mar 31
- Chapter 22 of AoS has been added to course web page (under Modules)
- Slides with scribbles Mar 31
- Recording (Library)
- Chapter 1 Efron Large Scale Inference; has proof that James-Stein estimator has smaller risk than the mle.
Week 10 March 24-26
- March 26: Slides (links to web resources for matrix derivatives are on the slides)
- March 26: Slides with scribbles
- March 26: Galton's paper on regression to the mean
- March 26: Senn's paper in Significance (2011)
- March 26: Recording (Library)
- Slides Mar 24
- Slides with scribbles Mar 24
- Recording Mar 24 (Library)
- ML Lecture on decision theory Tuo Zhao, CUHK
- CS 321 Lecture on binary classification and 0/1 loss, Roger Grosse
Week 9 March 17-19
- March 19: Notes on James-Stein estimation
- March 19: Recording Mar 19 (Library)
- March 19: Chapter 7 of Efron-Hastie, James-Stein estimation. See especially Table 7.1 and Figure 7.1
- Slides with scribbles Mar 17
- Slides Mar 17 (updated a little on Mar 19)
- Recording Mar 17 (Library)
- Gelman et al JASA 2007
- Efron-Hastie Chapter 6
Week 8 March 10-12
- March 12: Annotated solutions re HW 6 are on Quercus (includes my scribbles from class)
- March 12: Asymptotics notes with scribbles Used to try to explain the chi-squared tests
- March 12: Notes on asymptotics Part 2, with new material at the end cleaning up the scribbles from class
- March 12: Chernoff and Lehmann, 1954
- March 12: Notes on asymptotics Part 1
- March 12: Recording Mar12 (Library)
- Slides Mar 10
- Slides with scribbles Mar 10
- Recording Mar10 Part 1 (Library)
- Recording Mar10 Part 2 (Library): the first 20 minutes after the 11 am break; Example 11.9 in AoS
- Significance article on US election polls
- J R Statist Soc C Table of Contents V70 No 2
Week 7 March 3-5
- Slides Mar 3
- Slides with scribbles Mar 3
- Recording Mar 3 (Library)
- New England J Med article on Pfizer vaccine trials
- Appendix
- Brown et al. (2001) Statistical Science paper on binomial confidence intervals. Clopper-Pearson intervals described in Section 4.2
- Gelman et al (2008) Annals of Applied Statistics paper proposing weakly informative priors for logistic regression
- for fun Can glasses stop covid?
Week 6 February 24-26
- Recording Feb 26 (Library)
- Slides Feb 24
- Slides Feb 24 with scribbles
- Recording Feb 24 (Library)
- Notes on asymptotic theory
Week 5 February 10
- Slides Feb 10
- Slides Feb 10 with scribbles
- Large-Scale Testing by Efron, Chapter 4. (Has proof of B-H.)
- Genovese slides on multiple testing (Carnegie-Mellon)
- Diagnostic testing Wikipedia
- Recording Feb 10 (Library)
- Ferreira and Zwinderman, 2006 Lovely paper on Benjamini-Hochberg and its connection to goodness of fit.
Week 4 February 3/5
- Notes from Feb 5 (very messy!)
- Recording Feb 5 (Library)
- Photo 1 of Cox and Hinkley, Ch. 3, Poisson example
- Photo 2 of Cox and Hinkley, Ch. 3, Poisson example
- Covid-19 FAQ from the Royal Statistical Society
- Stat 200 Stanford, Zhou Fan, 2016
- Slides Feb 3
- Slides Feb 3 with scribbles
- Recording Feb 3 (Library)
- Paper in J. Appl. Social Psychology: "The Greta Thunberg Effect"
- Excerpt on multiple testing. (Chapter 15.1,2 in Computer Age Statistical Inference by Efron and Hastie.
Week 3 January 27/29
- Jan 29 lecture notes on testing and NP Lemma
- Recording Jan 29 (Library)
- JAMA article on the Andromeda trial
- Slides Jan 27
- Slides with scribbles Jan 27
- Recording Jan 27 (Library)
- Encyclopedia Article on significance testing
- R Script for simulating p-values
- Talk on p-values
- Links to p-value articles mentioned in the talk above.
Week 2 January 20/22
- AoS Ch.9 (EM algorithm 9.13)
- SM Chapter 5 (EM algorithm 5.5.2)
- Scribbles on EM algorithm Jan 22
- Some online resources for the EM algorithm
- Recording Jan 22 (Library)
- Notes on likelihood Corrected Jan 21 thanks to Yi Meng Chang; new section on LRTs added Jan. 22
- Slides Jan 20
- Slides with scribbles Jan 20
- Talk on p-values
- Interview with Professor Efron
- Review paper by Efron on prediction, inference and attribution
- Recording Jan 20 (Library)
- Notes on limiting normality of MLE, somewhat rigorous
- An R script for some of the calculations on the slides
Week 1 January 13/15
- Slides Jan 15
- Slides with scribbles Jan 15
- Recording Jan 15 (Library)
- Web-book on the Pareto distribution (Go to p.55)
- My notes on inference for the Pareto distribution
- R Markdown code for the above.
- Notes on likelihood Corrected Jan 21 thanks to Yi Meng Chang; new material added Jan 22.
- Slides Jan 13
- Slides Jan 13 with scribbles
- Recording Jan 13 (Library)