Semiparametric and nonparametric estimation of irregular parameters: minimax rates of convergence, kernel methods, bias-variance tradeoff, concentration inequalities, empirical risk minimization, Rademacher complexity, Vapnik-Chervonenkis dimension, covering and bracketing numbers, empirical process theory (Glivenko-Cantelli results).
Prefix
STAT
Number
582
Credits
4
Variable Credit?
No
Credit/no-credit only?
No
Prereq
STAT 581/BIOST 583; recommended: mathematical analysis from a course at the level of either MATH 426 or STAT 559
Joint Class?
Yes
With
BIOST 584
Offered
Winter