This course provides a compact and accessible introduction to statistics, focusing on the most important ideas that
have shaped the field and have influenced our ways of viewing and understanding the world. Essential concepts including
data, models, algorithms, sampling, likelihood, information, hypothesis testing, regression, and causality will be
motivated and introduced. A comparative overview of frequentist and Bayesian inference will be presented. The
discussion will be illustrated by examples from the physical, biological, and social sciences.
| Week | Date | Topics | References | Assignments | Notes |
| 1 | 2/17 | Introduction | Poldrack Chap. 1 | | |
| 2 | 2/24 | Data, aggregation and visualization | Poldrack Chaps. 2–4 | | The website provides guidance in choosing good colors for your plots. |
| 2/26 | Benford's law | , , | | A more thorough survey of Benford's law is . |
| 3 | 3/3 | Models, formal theory | Poldrack Chap. 5, | | |
| 4 | 3/10 | Bias–variance trade-off, statistical modeling | Secs. 7.2, 7.3, | Homework 1 due 3/31 | The AIC–BIC dilemma exemplifies the conflict between prediction and inference. Reflections and updates on Breiman's two cultures in the big data era were given by and . |
| 3/12 | Frequentist inference | Efron & Hastie Chap. 2 | | |
| 5 | 3/17 | Bayesian inference | Efron & Hastie Chap. 3 | | |
| 6 | 3/24 | Likelihood and MLE | Efron & Hastie Secs. 4.1, 4.2 | | The history of MLE was reviewed in and . |
| 3/26 | Fisherian inference, parametric models | Efron & Hastie Secs. 4.3–5.2 | | The statistical triangle was suggested by . |
| 7 | 3/31 | Exponential families | Efron & Hastie Secs. 5.3–5.5 | Homework 2 due 4/14 | |
| 8 | 4/7 | Information and entropy | Chap. 1, Secs. 2.1–2.7, 8.1, 17.7 | | introduced the notion of extropy as a complementary dual to entropy. |
| 4/9 | Linear regression | Poldrack Chap. 14, Secs. 3.1–3.5 | | See for more history on how Galton coined the name ‘‘regression,’’ and on Fisher's contributions to fixed-X regression. |
| 9 | 4/14 | Generalized linear models | Efron & Hastie Chap. 8 | | |
| 10 | 4/21 | Hypothesis testing | Poldrack Chap. 9, Casella & Berger Sec. 8.3.4 | | See the ASA's on p-values and a on its impact. |
| 4/23 | Likelihood ratio tests, meta-analysis | Casella & Berger Sec. 10.3.1, | | |
| 11 | 4/28 | Multiple testing | Efron & Hastie Secs. 15.1–15.3, 15.5 | Homework 3 due 5/21 | For a retrospective look at the original FDR paper, see . |
| 12 | 5/5 | No class | | | |
| 5/7 | No class | | | |
| 13 | 5/12 | Survival analysis | Efron & Hastie Secs. 9.1–9.3 | | |
| 14 | 5/19 | Cox regression, resampling methods | Efron & Hastie Secs. 9.4, 10.1, 10.2 | | Asymptotic theory for the Cox model was established by via counting process and martingale techniques. For alternative justifications using profile likelihood or nonparametric MLE, see and . |
| 5/21 | Bootstrap, cross-validation | Efron & Hastie Secs. 10.3, 10.4, 11.1, 11.2, 12.1, 12.2 | | is a neat introduction to the theory of the jackknife and bootstrap. |
| 15 | 5/26 | Stein's phenomenon and shrinkage | Efron & Hastie Secs. 7.1, 7.2, 7.4 | Final report due; example topics | The philosophical significance of Stein’s paradox was explored by . |
| 16 | 6/2 | No class | | | |
| 6/4 | Ridge regression, causal inference | Efron & Hastie Sec. 7.3, Wasserman's | | Two authoritative reviews of causal inference are and . |
| 18 | 6/16 | Final exam | | | Mean = 42, median = 41, Q1 = 32, Q3 = 54, high score = 81
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