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

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notes from visualizer in classroom

n open

Lecture 2 (Chs. 2.3, 2.4, 6.2.1, 6.2.2 (until page 106) in Book)

Recap

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notes from visualizer in classroom

Lecture 3 (Chs. 2.4.2, 6.2.2)

plainRecap

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notes from visualizer in classroom

Lecture 4 (Chs. 6.2.2, Corollary 6.8, 2.5, 2.6, 2.7, 2.8, 2.12, 3., 4.2, 4.3)

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notes from visualizer in classroom

Lecture 5 (Chs. 2.8.4, 3, 4.1-4.3)

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notes from visualizer in classroom

Lecture 6 (Chs. 4.5, 4.7, 5.1 - 5.3.2)

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notes from visualizer in classroom

Lecture 7 (Ch. 5.4-5.5, notes de-biased Lasso)

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notes from visualizer in classroom

Lecture 8 (notes de-biased Lasso, Ch. 10.1-10.2)

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notes from visualizer in classroom

Lecture 9 (Chs. 10.3, 11.1-11.3)

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notes from visualizer in classroom

Lecture 10 (Chs. 10.3, 11.4-11.7, 13.1-13.4)

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notes from visualizer in classroom

Lecture 11 (Ch. 13.4 and additional topics)

Recap

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notes from visualizer in classroom

Sample questions for exam