EXST 7142/4142

 

• Week 1
  • Class: Tuesday & Thursday at 1:30-2:50PM. We will have online classes until further notice.
  • The syllabus for EXST7142 is here.
  • The handouts can be purchased in LSU Barnes & Noble Bookstore. The address is 2 Union Square, Baton Rouge, LA 70803. The telephone number is (225) 578-51370.
  • Tuesday: Introduction to bootstrapping (I).
  • The datasets used in the bootstrapping examples are available here in R
  • Thursday: Introduction to bootstrapping (II).
  • Homework I is here. It is due 1/27 (Th).
  • One of the reference books for this course is: Elements of Statistical Learning, 2nd Ed. 12th Print. Don't print the whole book!
  • Another reference book for this course is: An Introduction to Statistical Learning with Applications in R, 1st Ed. 6th Print. Don't print the whole book too!
  • Paper reading I: Statistical Modeling: The Two Cultures, Leo Breiman, Statistical Science. Volume 16, Issue 3 (2001), 199-231.
• Week 2
  • Tuesday: Introduction to bootstrapping (III). Model performance assessment.
  • The stock return example is here. The S&P stock dataset is here
  • The simulation example for model assessment is here.
  • Thursday: Resampling methods in spatial-related problems.
  • The sample code for spatial examples is here.
  • Least Angle Regression, B. Efron, T. Hastie, I. Johnstone, and R. Tibshirani, Annals of Statistics (2004), Vol. 32, No. 2, 407-451. Will be discussed in next week.
  • Elastic net, Zou and Hastie, Journal of the Royal Statistical Society. Series B (Methodological), Vol. 67, (2005), pp. 301-320. Will be discussed in next week.
  • Fused lasso, Tibshirani and et al., Journal of the Royal Statistical Society. Series B (Methodological), Vol. 67, (2005), pp. 91-108. Will be discussed in next week.