STAT 619

STAT 619, Statistical Decision Theory

Spring 2007

Instructors: Harrison H. Zhou and Andrew R. Barron
e-mails: huibin.zhou@yale.edu for Harrison Zhou and andrew.barron@yale.edu for Andrew Barron.

Class Time: Tuesday and Thursday 4:00-5:15pm.

Course Description: Shrinkage estimation and its connection to minimaxity, admissibility, Bayes, empirical Bayes, and hierarchical Bayes. Shrinkage captures essential nonlinearity necessary to outperform standard linear estimators in Gaussian regression models and random effects models. Relationship to model selection and to sparsity in the estimation of functions by selection from large dictionaries of candidate terms. Nonparametric estimation. Tests of statistical hypotheses. Multiple comparisons. Some knowledge of statistical theory at the level of STAT 610a is assumed..

References:

Lecture notes of Lawrence D. Brown , Shrinkage: Fall 2006

David B. Pollard. Asymptopia

Iain Johnstone. "Function estimation and Gaussian sequence model" .

Papers:

Wald: 1939.

Stein: 1956. ; 1961 ; 1981.

Brown: 1971; Brown and Hwang: 1982; Berger and Srinivasan: 1978.

Robbins (1951, 1956), Efron: 2003.

Henderson: 1953.

Seeger: 1968.

Abramovich, Benjamini, Donoho and Johnstone: 2006.

 

 

Grade:
Weekly Homework: 75%

Participation: 25%

 

Lectures:

Week 1: pdf.

Week 2: pdf.

Week 3: pdf.

Week 4: pdf.

Week 5: pdf.

Week 6: pdf.

Week 7: pdf.

Week 8: pdf.

Week 9: Leung and Barron (2004)

Week 10: pdf

Week 11: pdf.

Week 12: pdf.

Week 13: pdf.

 

 

Tentative schedule:

Topic 1. Shrinkage estimation in parametric models (6 weeks)

               i. The Canonical normal means estimation problem. Stein's unbiased estimator of risk.

               ii. Bayes estimation, minimaxity and Admissibility. Complete class theorem.

               iii. Empirical Bayes, hierarchical Bayes and random effects.

               iv. Shrinkage estimation in the absence of spherical symmetry.

 

Topic 2.  Shrinkage estimation in nonparametric models (2 weeks, Pinsker bound theory)

               i. Best linear estimation.

               ii. Blockwise Stein's estimation and Adaptive minimaxity. Minimax Theorem.

 

Topic 3. Testing hypothesis and its connection to estimation. (3 weeks).

               i. Neyman-Pearson Lemma. Connection to minimax lower bound.

               ii. Multiple comparison and false discovery rate (FDR). Connection to model selection and sparse estimation.

 

Topic 4. Le Cam  theory. (2 weeks)

           i. Hellinger differentiability and asymptotic normality.

           ii. Asymptotic equivalence theory