Literature
Uncertainty quantification and desparsified/debiased Lasso
James,
Witten, Hastie and Tibshirani (2023). An Introduction to Statistical
Learning with Applications in R, 2nd ed. Springer
James,
Witten, Hastie and Tibshirani (2023). An Introduction to Statistical
Learning with Applications in Python, 2nd ed. Springer
Lecture 1 (Chs. 2.1-2.4 in Book)
overview
slides
notes from visualizer in classroom
Lecture 2 (Chs. 2.3, 2.4, 6.2.1, beginning of 6.2.2 in Book)
Recap
slides
notes from visualizer in classroom
Lecture 3 (Chs. 2.4.2, 6.2.2 in Book)
Recap
slides
notes from visualizer in classroom
Lecture 4 (Chs. 6.2.2, Corollary 6.8, 2.5 in Book)
Recap
slides
notes from visualizer in classroom
Lecture 5 (Chs. 2.6 - 2.8.4, 3 in Book)
Lecture 6 (Chs. 4.1-4.3, 4.5, 4.7, 5.1 - 5.3.2 in Book)
Recap
slides
notes from visualizer in classroom
Lecture 7 (Ch. 5.4-5.5)
Recap
slides
notes from visualizer in classroom
Lecture 8 (notes de-biased Lasso)
Recap
slides
notes from visualizer in classroom
Lecture 9 (notes de-biased Lasso Chs. 10.1-10.2)
Recap
slides
notes from visualizer in classroom
Lecture 10 (Chs. 10.3, 11.1-11.2)
Recap
slides
notes from visualizer in classroom
Lecture 11 (Chs. 11.2-11.7, 13.1-13.3, 13.6.1)
Recap
slides
notes from visualizer in classroom
Lecture 12 (Ch. 13.4)
Recap
slides
notes from visualizer in classroom
Lecture 13 (additional material on deconfounding)
Recap
slides
notes from visualizer in classroom
Sample questions for exam