Mathematical Statistics (Fall 2022)

Welcome to Mathematical Statistics! Statistics is an exciting field with applications in many disciplines including machine learning and data science, the physical sciences, and the social sciences. In this class we will cover the fundamentals of statistics from a mathematical perspective. This means not just learning about statistical tools, but understanding why and how these tools work. During the course you will develop proficiency in using these tools, as well as communicating about their mathematical foundations and applications. You are required to have taken MATH-UA 233 Theory of Probability, so the ability to work with basic ideas from probability is expected.

The project description is posted here.

Instructor: Tyler Chen
Email: tyler.chen@nyu.edu
Class: Tu,Th 2-3:15PM; CIWW 109
Office Hours: M,Tu 6-7PM, Th 10-11AM; CIWW 905

Teaching Assistant: Theodore Plotkin
Recitation 02: 3:30-4:45PM; CIWW 201
Recitation 03: 11:00-12:15PM; CIWW 201
Office Hours: M 2-4PM; zoom: 910 9819 0753

Syllabus
Edstem discussion
Gradescope
Bagel Institute

Schedule

W=Wasserman, CB=Casella & Berger. Numbers are chapter #’s.

Week
Topic
Reading
Homework/Quiz
1. (8/29)
Probability review
syllabus, W1, W2, W3, CB1, CB2, CB3, CB4 [09/01]
Intro survey (due 09/06) [link]
2. (9/04)
Probability review
HW1 (due 9/15) [pdf] [tex] [sol]
3. (9/11)
Convergence of RVs, LLN and CLT, Delta method, inverse CDF sampling
quiz 1 (9/13) [pdf]
4. (9/18)
More CLT, Inference
W5, CB5, [09/20], [09/22]
HW2 (due 9/22) [pdf] [tex] [sol]
5. (9/25)
Inference, Confidence Intervals
W6, CB7, [09/27], [09/29]
quiz 2 (9/27) [pdf]
6. (10/02)
Density estimation
HW3 (due 10/06) [pdf] [tex] [sol]
7. (10/09)
Bootstrapping
W8, CB10, [10/13], [10/13 code]
quiz 3 (10/13) [pdf]
8. (10/16)
Method of moments, MLE
W9, CB9, [10/18] [10/20]
HW4 (due 10/20) [pdf] [tex] [sol]
9. (10/23)
MLE, Review
W10, CB8, [10/25], [10/27]
quiz 4 (10/25)
10. (10/30)
Hypothesis testing, p-values
quiz 4 (redo) (11/01) [pdf], HW5 (due 11/03) [pdf] [tex] [sol]
11. (11/06)
Baysian Inference
quiz 5 (11/08) [pdf]
12. (11/13)
Baysian Inference, Gaussian process regression
HW6 (due 11/17) [pdf] [tex] [sol]
13. (11/20)
Linear/Logistic Regression
W13, CB11, CB12, [11/22]
quiz 6 (11/22) [pdf], project proposals (due 11/22) [pdf]
14. (11/27)
Classification
W22, [11/29]
HW7 (due 12/08) [pdf] [tex] [soll]
15. (12/04)
Project work day, Overview of statistics
quiz 7 (12/06) [pdf]
(note this is before HW7 is due)
16. (12/11)
Project presentations
 
peer project reviews (due 12/14) [pdf]
17. (12/18)
Finals Week (no class)