Topics in Minimax Inference of Nonparametric Functionals

STATS 314B, Spring 2016, Stanford University.

 



Lecture 1 Introduction
Lecture 2 Influence Functions- Heuristics
Lecture 3 Nonexistence of Higher Order Influence Functions
Lecture 4 Estimation of Quadratic Functionals- Upper Bounds
Lecture 5 The Haar Wavelet and Hölder Spaces
Lecture 6 Estimation of Quadratic Functionals- Lower Bounds
Lecture 7 Nonparametric Hypothesis Testing- The Minimax Separation Framework
Lecture 8 Goodness of Fit Tests in Density Models in L2 Separation
Lecture 9 Adaptive Estimation of Quadratic Functionals- Lepski's Method and Upper Bound
Lecture 10 Adaptive Estimation of Quadratic Functionals- Constrained Risk Inequality and Lower Bound
Lecture 11 Honest Adaptive Confidence Sets in L2- Generic Constructions
Lecture 12 Honest Adaptive Confidence Sets in L2 in Density Models- The Adaptation Region
Lecture 13 Multiresolution Analysis, Compactly Supported Wavelet Bases, Approximations in Besov Spaces.
Lecture 14 Testing Regularity in a Density Model
Lecture 15 Honest Adaptive Confidence Sets in L2 in Density Models- The Complete Picture
Lecture 16 The Theory of Influnce Functions- First and Higher Order