18.655 – Mathematical Statistics

Yash Deshpande, MIT, Spring 2019
 

18.655 is an introductory graduate course in theoretical and mathematical statistics. Topics include:

  • Statistical decision theory

  • Exponential families

  • Principles of data reduction

  • Bayes and minimax estimation

  • Hypothesis testing

  • Maximum likelihood estimation

  • Large sample theory

  • Resampling methods

  • Sequential testing

Class time and location

  • Venue: 4-370

  • Time: MW 9:30-11

Announcements

4/5: Homework 5 uploaded, due 4/12
4/4: Midterm solutions up on exams page
4/2: Midterm grades up on gradescope
3/8: HW4 uploaded, due 3/15
3/4: No class on Wed 3/6
3/4: HW3 deadline extended to 3/8 noon