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: http://www.mccme.ru/ium/s14/spokoinyi-s14.html
Дата изменения: Mon Feb 10 18:03:49 2014
Дата индексирования: Sun Apr 10 06:37:28 2016
Кодировка: koi8-r
Поисковые слова: trees
курс будет читаться: 10, 11, 17, 18, 24, 25 февраля 2014 в ауд.310 НМУ
Course Schedule:
February 10, 19-00 -- 20-30
Basics of parametric statistics: maximum likelihood approach, exponential family, linear model.
Properties of maximum likelihood, concentration and confidence sets, Gauss-Markov, Cramer-Rao and van Trees results.
February 11, 19-00 -- 20-30
Few chapters of modern parametrics:
- Concentration and large deviations,
- Fisher and Wilks expansions and corollaries.
February 17, 19-00 -- 20-30
Nonparametric function estimation:
- White noise and regression models, generalized regression, density models.
- Sieve approximation, modeling bias, bias-variance decomposition.
- Model selection via unbiased risk estimation.
February 18, 19-00 -- 20-30
Penalized maximum likelihood and the problem of choosing the penalty:
- Fisher and Wilks for penalized maximum likelihood.
- Uniform confidence bands and concentration of the empirical risk.
- Choice of tuning parameters by propagation idea.
February 24, 19-00 -- 20-30
Local parametric approach:
- Applications to regression, generalized regression, density models.
- Examples of local constant and local linear approximation.
- Local Fisher and Wilks results.
February 25, 19-00 -- 20-30
Choice of the bandwidth in local parametric estimation using propagation approach.
- Sizer and Intersection-of-confidence-intervals idea and local model selection.
- Choice of tuning parameters by propagation.
- Propagation property and oracle risk bound.
