Date Subject Code
8-25 Likelihood: Philosophical foundations
8-27 Norms, inequalities, and proofs
9-01 Convergence, continuity, and measure
9-03 Matrix algebra, vector calculus, and Taylor series
9-08 Multivariate normal
9-10 Stochastic convergence
9-15 (cont’d)
9-17 Characteristic functions
9-22 Lindeberg-Feller Central Limit Theorem
9-24 Transformations
9-29 Exponential families
10-01 Score and information
10-06 (cont’d)
10-08 EXAM 1
10-13 Likelihood: consistency
10-15 (cont’d)
10-20 Likelihood: asymptotic normality
10-22 Likelihood: efficiency
10-27 Score, Wald, LRT
10-29 (cont’d)
11-03 Extended example: Poisson regression
11-05 Profile likelihood
11-10 Conditional likelihood
11-12 Marginal likelihood
11-17 (cont’d)
11-19 EXAM 2
11-24 No class: Thanksgiving break
11-26 No class: Thanksgiving break
12-01 Penalized likelihood
12-03 Likelihood with an incorrect model
12-08 Quasi and pseudo likelihoods
12-10 TBD