4 ms·

Theoretical Statistics – All Lectures (2018) [pdf]

27 points by Anon84 7y ago

r0f1 7y ago
Are there maybe also videos for this lecture?
- melling 7y ago
  There are many stats video courses on YouTube. I list a few here: https://github.com/melling/MathAndScienceNotes/tree/master/statistics https://github.com/melling/MathAndScienceNotes/tree/master/s... Harvard 110 is a good beginner course. Someone did the lecture notes too: http://www.mxawng.com/stuff/notes/stat110.pdf http://www.mxawng.com/stuff/notes/stat110.pdf And a 10 page cheatsheet: http://www.wzchen.com/probability-cheatsheet http://www.wzchen.com/probability-cheatsheet
graycat 7y ago
On first glance, seems to be moderately advanced, somewhat unusual, at least fairly competent, maybe better than that. Starts with a typo for expression (1); calls it (5) where it is only on page 5. Starts with a classification problem and seems to get some interesting and likely useful mathematical (probabilistic, statistical) results for what I've seen elsewhere only with heuristics. Does prove the Lindeberg-Feller version of the central limit theorem. I would have guessed that there would be some material on exchangability and/or resampling but didn't see anything. Looks at the Breiman LASSO technique in regression. He seems to do a lot with one of my favorite authors and papers: Talagrand, M. (1996). A new look at independence. Annals of Probability 24, 1-34.
- chadmeister 7y ago
  Bro watchu mean moderately advanced? Outside of your PhD dissertation where have you seen more rigorous treatments? I'm no stats schlep, but holy shit this is no walk in the park. Also, am glad you commented, only reason why I actually took a close look at it and it is quite good!
faizshah 7y ago
I can't find the textbook this specific professor assigned but the assigned textbooks for this semester's section are: Testing Statistical Hypotheses (Cl) by Lehmann Theory Of Point Estimation by Lehmann Theoretical Statistics by Keener
- clircle 7y ago
  Interesting. The lecture notes don’t look like point estimation and there’s not much hypothesis testing. Course seems much more probability than statistics.
  - faizshah 7y ago
    You're right, looking more closely this text seems to mirror the content of these lecture notes: Weak Convergence and Empirical Processes by Vaart and Wellner Additionally, this assigned book list from a past section: https://people.eecs.berkeley.edu/~jordan/courses/210B-spring17/ https://people.eecs.berkeley.edu/~jordan/courses/210B-spring...

27 points by Anon84 7y ago

r0f1 7y ago

Are there maybe also videos for this lecture?

melling 7y ago
There are many stats video courses on YouTube. I list a few here: https://github.com/melling/MathAndScienceNotes/tree/master/statistics https://github.com/melling/MathAndScienceNotes/tree/master/s... Harvard 110 is a good beginner course. Someone did the lecture notes too: http://www.mxawng.com/stuff/notes/stat110.pdf http://www.mxawng.com/stuff/notes/stat110.pdf And a 10 page cheatsheet: http://www.wzchen.com/probability-cheatsheet http://www.wzchen.com/probability-cheatsheet

graycat 7y ago

On first glance, seems to be moderately advanced, somewhat unusual, at least fairly competent, maybe better than that. Starts with a typo for expression (1); calls it (5) where it is only on page 5. Starts with a classification problem and seems to get some interesting and likely useful mathematical (probabilistic, statistical) results for what I've seen elsewhere only with heuristics. Does prove the Lindeberg-Feller version of the central limit theorem. I would have guessed that there would be some material on exchangability and/or resampling but didn't see anything. Looks at the Breiman LASSO technique in regression. He seems to do a lot with one of my favorite authors and papers: Talagrand, M. (1996). A new look at independence. Annals of Probability 24, 1-34.

chadmeister 7y ago
Bro watchu mean moderately advanced? Outside of your PhD dissertation where have you seen more rigorous treatments? I'm no stats schlep, but holy shit this is no walk in the park. Also, am glad you commented, only reason why I actually took a close look at it and it is quite good!

faizshah 7y ago

I can't find the textbook this specific professor assigned but the assigned textbooks for this semester's section are: Testing Statistical Hypotheses (Cl) by Lehmann Theory Of Point Estimation by Lehmann Theoretical Statistics by Keener

clircle 7y ago
Interesting. The lecture notes don’t look like point estimation and there’s not much hypothesis testing. Course seems much more probability than statistics.
- faizshah 7y ago
  You're right, looking more closely this text seems to mirror the content of these lecture notes: Weak Convergence and Empirical Processes by Vaart and Wellner Additionally, this assigned book list from a past section: https://people.eecs.berkeley.edu/~jordan/courses/210B-spring17/ https://people.eecs.berkeley.edu/~jordan/courses/210B-spring...