Date Subject Code
8-25 Likelihood: Philosophical foundations R
8-27 Norms, inequalities, and proofs
9-01 Convergence, continuity, and measure R
9-03 Matrix algebra, vector calculus, and Taylor series R
9-08 Multivariate normal R
9-10 Stochastic convergence R
9-15 (cont’d)
9-17 Characteristic functions
9-22 Lindeberg-Feller Central Limit Theorem R
9-24 Transformations R
9-29 Exponential families R
10-01 (cont’d)
10-06 Score and information R
10-08 EXAM 1: 1:30-4:30 in CPHB N171
10-13 Likelihood: consistency R
10-15 (cont’d)
10-20 Likelihood: asymptotic normality R
10-22 Likelihood: efficiency
10-27 Score, Wald, LRT
10-29 No class: Bayesian Exam
11-03 (cont’d)
11-05 Extended example: Poisson regression
11-10 Profile likelihood
11-12 Conditional likelihood
11-17 Marginal likelihood
11-19 EXAM 2
11-24 No class: Thanksgiving break
11-26 No class: Thanksgiving break
12-01 (cont’d)
12-03 Penalized likelihood
12-08 Likelihood with an incorrect model
12-10 Quasi and pseudo likelihoods