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

2/11: HW1 posted, due 2/19
2/8: OH updated: MW 11-12:15pm, E17-481
2/5: please note the new venue 4-370