This GitHub serves as a repository for STT 802 and EPI 853B
Team:
- Developer: Gustavo de los Campos
- Contributors:
- Gustavo de los Campos
- Grace Hong (Fall 2018 and 2019)
- Andriana Mandousidaki (Fall 2023)
- Yue Xing (Fall 2024)
- Harish Neelam (Fall 2024)
- Current maintainers:
- Gustavo de los Campos
- Yue Xing
Instructors 2024: Yue Xing ([email protected]) and Gustavo de los Campos ([email protected]).
Time & Place M&W 3:00-4:20PM E111 Fee Hall (In-person).
| Topics | Materials | In-class | Homework |
|---|---|---|---|
| Introduction to R | |||
| Types, basic operations, arrays | R Intro | INCLASS-1 | |
| Reading/Writing data, Descriptive analysis | Read/Write/ Descriptive statistics & basic plots | INCLASS-2 | |
| Loops and conditional statements, functions | Conditionals / Loops / functions | INCLASS-3 | |
| Reporting using RStudio/RMarkdown | Libraries and Distributions / RMarkdown 1/ RMarkdown 2/ cheatsheets | ||
| Linear Algebra | |||
| Linear Algebra in R | Matrix operations | INCLASS-4 INCLASS-5 | |
| Least Squares problems | |||
| Linear Regression | OLS-Handout , OLS Using lm and Matrix operations , Rmarkdown practice | INCLASS-6 INCLASS-7 INCLASS-8 | HW 1 |
| Matrix Factorizations & Solving systems of equations using iterative algorithms | Matrix Factorixation in R / Gauss-Seidel / Review Handout | INCLASS-9 | |
| Non-Linear regression via OLS | scatter-plot smoothing | INCLASS 10 INCLASS 11 | |
| Maximum Likelihood | |||
Estimation and inference using the optim function |
Logistic Regression handout/ MLE_and_logististicregression.rmd / ML Bernoulli / Scripts | INCLASS 12 | HW2 |
| Wed Wed, October 16, Midterm (tentative) | |||
| Monday October 21, no-class, university break | |||
| Module 5: Sampling random variables | |||
| Univariate distributions (the 'd', 'p', 'q' and 'r' functions) | Distributions | INCLASS 13 | |
| Transformation of RVs, Inverse Probability Method, Composition Sampling, and Gibbs Sampler | Sampling RVs handout | INCLASS 14 | |
| Multivariate normal distribution | Sampling RVs handout / Examples | INCLASS 15 | |
| Power Analysis | Slides / Handout | INCLASS 15-POWER | HW3 |
| Bootstrap | HANDOUT/ Efron & Hastie (2017) / Efron's video/ An example using the boot R-package | INCLASS 16 | |
| Permutation analysis | Permutation | INCLASS 17 | |
| Large scale hypothesis testing | Handout / Ch. 15, Efron & Hastie (2017) | INCLASS 18 | HW4 |
| Cross-validation | CV Handout | INCLASS 19 | |
| High-Dimensional Regression | Handout | ||
| Forward Regression | INCLASS 20 | HW5 | |
| Penalized Regression | INCLASS 21 | ||
| Final class | Open to questions and review of topics | ||
| Final Exam: | Mon. Dec. 9 final exam at Fee Hall E111 3 pm-5 pm |