MTH 3445 - Topics in Statistics.

Spring 1998

Course Information

Course:	MTH 3445 Topics in Statistics.
Instructor:	Mikhail Malioutov
Time and Place:	Tuesday: 7.15-8.45, 509 Lake Hall Wednesday 5.30-7.00, 38 Cahners
Office Hours:	By appointment
Prerequisites:	Graduate Statistics
Textbook:	See below

Course Description

I intend to cover in small (by necessity) depth the MATHEMATICAL Theories of:
1. Non-linear Regression (Consistency, Asymptotic Normality and Convergence of Newton-Gauss Iterations for Estimates of Parameters, Dicussion of their Optimality);
2. Non-parametric Regression (Consistency, Rates of Convergence).
3. Pattern Recognition based on Minimization of Empirical Risk (VC -theory) Source for part 1 is Wayne A. Fuller Introduction to Statistical Time Series, Wiley, 1996, part 2 is covered in W. Haerdle Applied Nonparametric Regression, Cambridge University Press, 1995; L. Devroye Probabilistic Theory of Pattern Recognition, Springer, NY, 1996 or V. Vapnik The Nature of Statistical Learning Theory, Springer, NY, 1995 can be used in part 3. Only small portions of the above books and handouts will be used.
Homework assignments will be the basis for the grade.
Timing of the course may be chosen by the interested students.

Department of Mathematics	Office:	545 Lake Hall
Northeastern University	Phone:	(617) 373-5650
Boston, MA, 02115	Email:	mltv@neu.edu

$Home$ Created: March 15, 1998. Last modified: March 15, 1998.
URL: http://www.math.neu.edu/~malioutov/mth3445.html