STA3000F: Advanced Theory of Statistics

Wenlong Mou, Department of Statistical Sciences, University of Toronto, Fall 2026

Schedule

lecture	topic	references	notes
09/11	Radon–Nikodym derivatives, concentration inequalities and the probabilistic method, decision theory, admissibility and James–Stein estimation, Bayes rules	Larry Wasserman's notes on concentration, Gilbert–Varshamov bound for Hamming packing, Bickel and Doksum 1.3	Lecture 1
09/18	Bayes and minimax decision rules, duality and admissibility, sufficient statistics, Rao–Blackwellization, factorization theorem, exponential families, introduction to UMVUE	Murat's notes, Chapter 1, Bickel and Doksum 3.2, 3.3, Keener 3.2, Jon Wellner's notes	Lecture 2
09/25	complete sufficient statistics and UMVUE, Fisher information, classical and Bayesian Cramér–Rao bounds, local minimax risk	Jon Wellner's notes, Keener 3.2, 4.5, 4.6, Tsybakov 2.7.3	Lecture 3
10/02
10/09
10/16
10/23
11/06
11/13
11/20
11/27
12/04