Episodes
Published 07/20/17
In this lecture, Prof. Rigollet talked about Hessian, Fisher information, weighted least squares, and iteratively reweighed least squares.
Published 07/20/17
In this lecture, Prof. Rigollet talked about strict concavity, optimization methods, quadratic approximation, Newton-Raphson method, and Fisher-scoring method.
Published 07/20/17
In this lecture, Prof. Rigollet talked about log-likelihood function, link function, and canonical link, etc.
Published 07/20/17
In this lecture, Prof. Rigollet talked about linear model, generalization, and examples of disease occurring rate, prey capture rate, Kyphosis data, etc.
Published 07/20/17
In this lecture, Prof. Rigollet talked about principal component analysis: main principle, algorithm, example, and beyond practice.
Published 07/20/17
In this lecture, Prof. Rigollet reviewed linear algebra and talked about multivariate statistics.
Published 07/20/17
In this lecture, Prof. Rigollet talked about Bayesian confidence regions and Bayesian estimation.
Published 07/20/17
In this lecture, Prof. Rigollet talked about Bayesian approach, Bayes rule, posterior distribution, and non-informative priors.
Published 07/20/17
In this lecture, Prof. Rigollet talked about significance test and other tests.
Published 07/20/17
In this lecture, Prof. Rigollet talked about linear regression with deterministic design and Gaussian noise.
Published 07/20/17
In this lecture, Prof. Rigollet talked about linear regression and multivariate case.
Published 07/20/17
In this lecture, Prof. Rigollet talked about Kolmogorov-Lilliefors test, Quantile-Quantile plots, and Kai-squared goodness-of-fit test.
Published 07/20/17
In this lecture, Prof. Rigollet talked about Glivenko-Cantelli Theorem (fundamental theorem of statistics), Donsker’s Theorem, and Kolmogorov-Smirnov test.
Published 07/20/17
In this lecture, Prof. Rigollet talked about Wald's test, likelihood ratio test, and testing implicit hypotheses.
Published 07/20/17
In this lecture, Prof. Rigollet talked about statistical formulation, Neyman-Pearson’s paradigm, and Kai-squared distribution.
Published 07/20/17
In this lecture, Prof. Rigollet talked about parametric hypothesis testing and discussed Cherry Blossom run and clinical trials as examples.
Published 07/20/17
In this lecture, Prof. Rigollet continued on maximum likelihood estimators and talked about Weierstrass Approximation Theorem (WAT), and statistical application of the WAT, etc.
Published 07/20/17
In this lecture, Prof. Rigollet talked about maximizing/minimizing functions, likelihood, discrete cases, continuous cases, and maximum likelihood estimators.
Published 07/20/17
In this lecture, Prof. Rigollet talked about confidence intervals, total variation distance, and Kullback-Leibler divergence.
Published 07/20/17
In this lecture, Prof. Rigollet talked about statistical modeling and the rationale behind statistical modeling.
Published 07/20/17
This lecture is the second part of the introduction to the mathematical theory behind statistical methods.
Published 07/20/17
In this lecture, Prof. Rigollet talked about the importance of the mathematical theory behind statistical methods and built a mathematical model to understand the accuracy of the statistical procedure.
Published 07/20/17