Fall 2018: Intermediate Statistics (36-705)

Instructor Information

Instructor: Siva Balakrishnan
Email: siva@stat.cmu.edu
Office Hours: Mondays 1:30PM - 2:30PM
Location: BH 132K

TA Information

TA: Ilmun Kim
Email: ilmunk@andrew.cmu.edu
Office Hours: Wednesdays, 10:00am - 11:00am
Location: Baker Hall 132Q

TA: Boyan Duan
Email: boyand@andrew.cmu.edu
Office Hours: Wednesdays, 11:00am -- Noon
Location: Baker Hall 132Q

TA: Benjamin LeRoy
Email: bpleroy@andrew.cmu.edu
Office Hours: Tuesdays, 1:30pm -- 2:30pm
Location: Baker Hall 232M


Course Description

This course covers the fundamentals of theoretical statistics. Topics include: concentration of measure, basic empirical process theory, convergence, point and interval estimation, maximum likelihood, hypothesis testing, Bayesian inference, nonparametric statistics and bootstrap re- sampling. This course is excellent preparation for advanced work in Statistics and Machine Learning. See below for a detailed schedule.

Course Syllabus

The syllabus provides information on grading, class policies etc.

Course Calendar

The calendar has an approximate week-by-week schedule. Consult this document to know when the in-class exams are.

Lecture Notes

  • Lecture 1: (8/27) A very brief review
  • Lecture 2: (8/29) Concentration inequalities
  • Lecture 3: (8/31) Concentration inequalities
  • Lecture 4: (9/5) Convergence of Random Variables
  • Lecture 5: (9/7) More Convergence
  • Lecture 6: (9/10) More Convergence
  • Lecture 7: (9/12) Central Limit Theorem
  • Lecture 8: (9/14) Uniform Laws
  • Lecture 9: (9/17) VC dimension

  • Last Years Lecture Notes

    Assignments

  • Assignment 1: Due on 8/30 at 3pm.
  • Assignment 2: Due on 9/6 at 3pm.
  • Assignment 3: Due on 9/13 at 3pm.

  • Assignment solutions

  • Assignment 1
  • Assignment 2
  • Assignment 3


  • Practice Test 1

    Solutions to Test 1