STA3000F: Advanced Theory of Statistics
Wenlong Mou, Department of Statistical Sciences, University of Toronto, Fall 2025
Schedule
| lecture | topic | references | notes |
| 09/05 | Probability recap, basic concentration inequalities, decision theory, admissibility | Larry Wasserman's notes on concentration, Gilbert–Varshamov bound for Hamming packing, Bickel and Doksum 1.3 | Lecture 1 |
| 09/12 | Bayes and minimax decision rules, application of duality to decision theory, sufficient statistics | Murat's notes, Chapter 1 on Stein's phenomenon, Bickel and Doksum 3.2, 3.3, Keener 3.2, Jon Wellner's notes | Lecture 2 |
| 09/19 | UMVU estimation, Fisher information, (Bayesian) Cramér-Rao lower bound | Jon Wellner's notes, Keener 4.5, 4.6, Tsybakov 2.7.3 | Lecture 3 |
| 09/26 | | | |
| 10/03 | | | |
| 10/10 | | | |
| 10/17 | | | |
| 10/24 | | | |
| 11/07 | | | |
| 11/14 | | | |
| 11/21 | | | |
| 11/28 | | | |
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